UT Dallas 2023 Fall Finance Conference

Fall Finance Conference attendees

UT Dallas 2023 Fall Finance Conference

September 29 – 30, 2023

Registration deadline has passed.

Welcome

Welcome to the Fall Finance Conference at UT Dallas. Hosted by the Finance and Managerial Economics Area of the Naveen Jindal School of Management, the conference is a two-day academic gathering that will bring together scholars, researchers and students with the goal of sharing work, promoting research and cultivating relationships among scholars in the field.

This year we are honored to have Professor Leonid Kogan as the keynote speaker. Leonid Kogan is the Nippon Telegraph and Telephone Professor of Management and a Professor of Finance at the MIT Sloan School of Management. His research interests include asset pricing theory, macro-finance, empirical asset pricing, and financial engineering. His recent research has focused on the links between economic activity of firms and their stock price behavior, the effects of investor heterogeneity on aggregate asset prices, and the computational aspects of option pricing and portfolio choice. Professor Kogan is a leading scholar in financial economics and has won numerous awards, including Smith Breeden Prize, NASDAQ award at WFA, and Crowell Memorial Prize from PanAgora Asset Management. He is a Research Associate at NBER, a current editor at Journal of Finance, and a former editor at Review of Financial Studies.

The sixth conference will be held September 29 and 30, 2023. The submission deadlines for papers is July 25, 2023. Authors of selected papers will be notified around August 8, 2023.

UT Dallas 2023 Fall Finance Conference Program

(Presenter – 20 Minutes; Discussant – 15 Minutes; Q&A – 10 Minutes)

Conference hotel: Renaissance Dallas Richardson Hotel
Address: 900 E Lookout Dr, Richardson, TX 75082. (972) 367-2000
Session room: JSOM I Room 1.118

Friday, September 29, 2023

Bus to School of Management leaves the hotel at 1:15 p.m. CST

Registration, with refreshments and beverages: School of Management

Welcome Remarks (2:00 p.m. – 2:15 p.m.): Dean Hasan Pirkul

Session 1 (2:15 p.m. – 3:45 p.m.):

Remotely Productive: The Efficacy of Remote Work for Executives (Ran Duchin, and Denis Sosyura)
Discussant: Ryan Israelsen (Michigan State)

Corporate Hedging, Contract Rights, and Basis Risk (Ilona Babenko, and Yuri Tserlukevich)
Discussant: Liyan Yang (Toronto)

Coffee Break (3:45 p.m. – 4:00 p.m.)

Session 2 (4:00 p.m. – 5:30 p.m.):

Institutional Synergies and the Fragility of Loan Funds (Mustafa Emin, Christopher James, Tao Li, and Jing Lu)
Discussant: Jiacui Li (Utah)

Pricing Technological Innovators: Patent Intensity and Life-Cycle Dynamics (Jan Bena, Adlai Fisher, Jiri Knesl, and Julian Vahl)
Discussant: Bryan Seegmiller (Northwestern)

Reception (6:15 p.m. – 7:00 p.m.): Fogo de Chão | Sunroof Terrance
Conference Dinner (7:00 p.m. – 10:00 p.m.): Fogo de Chão | Grand Dinner Room
5908 Headquarters Drive; Plano, Texas 75024

A bus will take guests to the dinner venue from School of Management at 5:45 p.m., and take guests back to the hotel from the restaurant at 10:00 p.m.

Saturday, September 30, 2023

Bus to School of Management leaves the hotel at 8:30 a.m. CST

Continental Breakfast (8:45 a.m. – 9:30 a.m.)

Session 3(9:30 a.m. – 11:00 a.m.):

Which Investors Drive Anomaly Returns and How? (Andrea Tamoni, Stanislav Sokolinski, and Yizhang Li)
Discussant: Shuaiyu Chen (Purdue)

Flow-Based Asset Pricing: A Factor Framework of Cross-Sectional Price Impacts (Yu An, Yinan Su, and Chen Wang)
Discussant: Aditya Chaudhry (OSU)

Coffee Break (11:00 a.m. – 11:20 a.m.)

Session 4(11:20 a.m. – 12:50 p.m.):

Open Banking under Maturity Transformation (Itay Goldstein, Chong Huang, and Liyan Yang)
Discussant: Yunzhi Hu (UNC)

Bailing Out (Firms’) Uninsured Deposits: A Quantitative Analysis (Aaron Pancost, and Roberto Robatto)
Discussant: Tetiana Davydiuk (Johns Hopkins)

Lunch (12:50 p.m. – 2:15 p.m.)

Session 5(2:15 p.m. – 3:45 p.m.):

ChatGPT and Corporate Policies (Manish Jha, Jialin Qian, Michael Weber, and Baozhong Yang)
Discussant: William Mann (Emory)

Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns (Andrew Y. Chen, Alejandro Lopez-Lira, and Tom Zimmerman)
Discussant: Leland Bybee (Yale)

Coffee Break (3:45 p.m. – 4:05 p.m.)

Keynote Speech (4:05 p.m. – 4:50 p.m.): Leonid Kogan (MIT)

Closing Remarks and Reception (4:50 p.m.)

UT Dallas 2022 Fall Finance Conference Program

JSOM Bldg. II Conference – Room 12.222

(Presenter – 30 Minutes; Discussant – 20 Minutes; Q&A – 10 Minutes)

Friday, October 7, 2022

Bus to School of Management leaves hotel at 12 p.m. CST

Registration, with refreshments and beverage (12:30 p.m.): School of Management

Welcome Remarks (12:45 p.m. – 1:00 p.m.)

Session 1 (1:00 p.m. – 3:00 p.m.):

Monetary Policy in the Age of Universal Banking (Michael Gelman, Itay Goldstein, Andrew MacKinlay)
Discussant: Sudheer Chava (Georgia Tech)

Can Social Media Inform Corporate Decisions? Evidence from Merger Withdrawals (Anthony Cookson, Maria Niessner, Christoph Schiller)
Discussant: Alessandro Previtero (Indiana)

Coffee Break (3:00 p.m. – 3:15 p.m.)

Session 2(3:15 p.m. – 5:15 p.m.):

Measuring Firm-Level Inflation Exposure: A Deep Learning Approach (Sudheer Chava, Wendi Du, Agam Shah, and Linghang Zeng)
Discussant: Ivan Shaliastovich (Wisconsin -Madison)

Markup Shocks and Asset Prices (Alexander Corhay, Jun E. Li, Jincheng Tong)
Discussant: Wei Wu (Texas A&M)

Reception and Conference Dinner (6:00 p.m. – 9:30 p.m.):
The Dallas GreenHouse at Sixty Vines
500 Crescent Ct, Ste 160, Dallas, TX 75201
Phone: (214) 814-8463
Bus will take guests to the dinner venue from School of Management at 5:30 p.m., and take guests back to hotel from the restaurant at 9:30 p.m..

Saturday, October 8, 2022

Bus to School of Management leaves hotel 8:15am CST

Continental Breakfast (8:30 a.m. – 9:30 a.m.)

Session 3(9:30 a.m. – 11:30 a.m.):

Learning about the consumption risk exposure of firms (Yongjin Kim, Lars-Alexander Kuehn, and Kai Li)
Discussant: Jesse Davis (UNC)

Factor and Stock-Specific Disagreement and Trading Flows (Fotis Grigoris, Christian Heyerdahl-Larsen and Preetesh Kantak)
Discussant: Adem Atmaz (Purdue)

Lunch (11:30 a.m. – 1:00 p.m.)

Session 4(1:00 p.m. – 3:00 p.m.):

Financing Cycle (Thomas Geelen, Jakub Hajda, Erwan Morellec, and Adam Winegar)
Discussant: Cecilia Bustamante (Maryland)

Customer Data access and Fintech Entry Early Evidence from Open Banking (Tania Babina, Greg Buchak, Will Gornall)
Discussant: Anastassia Fedyk (UC Berkeley)

Coffee Break (3:00 p.m. – 3:15 p.m.)

Keynote Speech (3:15 p.m. – 4:15 p.m.): Nikolai Roussanov (Wharton)

Common Factors

Closing Remarks and Reception (4:15 p.m.)

UT Dallas 2021 Fall Finance Conference Program

(Presenter – 30 Minutes; Discussant – 20 Minutes; Q&A – 10 Minutes)

Friday, October 8, 2021

Welcome Remarks (12:45 p.m.- 1 p.m. CST): Dean Hasan Pirkul, Caruth Chair

Session 1: Lending (1 p.m. – 3 p.m. CST)

Chair: Han Xia

1 p.m. – 2 p.m.: Did FinTech Lenders Facilitate PPP Fraud?
John Griffin (UT Austin), Samuel Kruger (UT Austin), Prateek Mahajan (UT Austin)
Discussant: Alberto Rossi (Georgetown)

2 p.m. – 3 p.m.: Competition and Selection in Credit Markets
Constantine Yannelis (Chicago), Anthony Zhang (Chicago)
Discussant: Taylor Nadauld (BYU)

Break (3 p.m. – 3:15 p.m. CST)

Session 2: Production (3:15 p.m. – 5:15 p.m. CST)

Chair: Jun Li

3:15 p.m. – 4:15 p.m.: Innovation, Industry Equilibrium, and Discount Rates
Maria Cecillia Bustamante (Maryland), Francesca Zucchi (FRB)
Discussant: Praveen Kumar (Houston)

4:15 p.m. – 5:15 p.m.: Idiosyncratic Income Risk, Precautionary Saving, and Asset Prices
Maarten Meeuwis (WUSTL)
Discussant: Bernard Herskovic (UCLA)

Saturday, October 9, 2021

Session 3: Regulation (10 a.m. – 12 p.m. CST)

Chair: Jean-Marie Meier

10 a.m. – 11 a.m.: Regulatory Costs of Being Public: Evidence from Bunching Estimation
Michael Ewens (Caltech), Kairong Xiao (Columbia), Ting Xu (Virginia)
Discussant: Peter Iliev (Penn State)

11 a.m. – 12 p.m.: A Race to Lead: How Chinese Government Interventions Shape the U.S.-China Production Competition
Xiao Cen (Texas A&M), Vyacheslav Fos (Boston College), Wei Jiang (Columbia)
Discussant: Bo Bian (UBC)

Lunch Break (12 p.m. – 1 p.m. CST)

Session 4: FinTech (1 p.m. – 3 p.m. CST)

Chair: Pingle Wang

1 p.m. – 2 p.m.: Automation and Inequality in Wealth Management
Michael Reher (UCSD), Stanislav Sokolinsk (Rutgers)
Discussant: Francesco D’Acunto (Boston College)

2 p.m. – 3 p.m.: From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses
Sean Cao (GSU), Wei Jiang (Columbia), Junbo Wang (LSU), Baozhong Yang (GSU)
Discussant: Michael Gofman (Rochester)

Break (3 p.m. – 3:15 p.m. CST)

Keynote Speech (3:15 p.m. – 4:15 p.m. CST): Lauren Cohen (HBS)

The ESG Innovation Disconnect: Evidence from Green Patenting

Closing Remarks (4:15 p.m. – 4:30 p.m. CST)

Conference Coordinators

Harold H. Zhang

Harold H. Zhang

Professor of Finance | Finance and Managerial Economics Area Coordinator

harold.zhang@utdallas.edu | (972) 883-4777 | JSOM 14.512

Vikram Nanda

Vikram Nanda

O.P. Jindal Chair of Finance

vikram.nanda@utdallas.edu | (972) 883-5004 | JSOM 14.502

Contact

Questions or concerns? Please contact.

Denise Dobbs

Administrative Assistant
Denise.Dobbs@utdallas.edu
(972)-883-5847

Lily Banh

Administrative Assistant
lily.banh@utdallas.edu
(972) 883-5062