Corporate Debt: Markets and Instruments
Thursday 9 June 2016
Conference schedule
8.30am-9.15am
Coffee and Registration - Jubilee G30
9.15am-9.30am
Welcome Adress
Delegates who wish to only attend the workshop may register separately
9.30am-10.30am
Expand to view the timings and sessions
- Corporate Debt I
Default Risk (Douglas Cumming)
Jubilee 115 -
9.30am-10am
Zhiyao Chen - Distress Risk, Bargaining Power, and Stock Returns [PDF 648.44KB]
10am-10.30am
Maximilian Schreiter - Modeling Dynamic Redemption and Default Risk for LBO Evaluation-A Boundary Crossing Approach [PDF 2.24MB]
- Corporate Debt II
Bonds (Wolfgang Aussenegg)
Jubilee 116 -
9.30am-10am
Luca Blasi - Liquidity risk and market shock-an event study on emerging market corporate bonds [PDF 4.66MB]
10am-10.30am
Abdel Razzaq Al Rababa'A - Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements [PDF 1.59MB]
- Corporate Finance I
Earnings Management (Marc Goergen)
Jubilee 117 -
9.30am-10am
Lokman Tutuncu - MANAGEMENT BUYOUTS, FAMILY SUCCESSION AND IMPACT ON EARNINGS MANAGEMENT [PDF 588.50KB]
10am-10.30am
Liang Xu - Real Earnings Management, Loan Interest Rates, and Performance Pricing Provisions [PDF 1.21MB]
- Corporate Finance II
Leverage and Dividends (Mike Osborne)
Jubilee 155 -
9.30am-10am
Anna Grosman - DIVIDEND DECISIONS OF UK FIRMS-WHAT DO WE REALLY KNOW? [PDF 499.52KB]
10am-10.30am
Shengfeng Li - Is firm leverage ratio a residual of the other financial policies [PDF 840.52KB]
- Trading, Risk and Investments
Market Risk (Carol Alexander)
Jubilee G31 -
9.30am-10am
Nader Virk - European equity market integration and joint relationship of conditional Volatility and Correlations [PDF 4.67MB]
10am-10.30am
Hsuan Fu - International Spillovers of Monetary Policy to Asset Prices [PDF 812.16KB]
10.30am-11am
Tea/Coffee Break
11am-12.30pm
Expand to view the timings and sessions
- Corporate Debt I
Markets and Istitutions (Douglas Cumming)
Jubilee 115 -
11am-11.30am
Nourhan MM Eid - Income Rounding and Loan Performance in Peer-to-Peer Market [PDF 724.20KB]
11.30am-12pm
Laura McCann - The market reaction to borrowing announcements- UK evidence surrounding the global financial crisis [PDF 491.26KB]
12pm-12.30pm
Xuan Zhang - Exploring the Determinants of Credit Risk of General Insurance Firms in the United Kingdom [PDF 993.60KB]
- Corporate Debt II
Emerging Markets (Ranko Jelic)
Jubilee 116 -
11am-11.30am
Tho Pham - Multimarket Competition and Profitability, Evidence from Ukrainian banking [PDF 837.86KB]
11.30am-12pm
Malgorzata Sulimierska - Capital Account Liberalization and Currency Crisis in Post-Communistic economies [PDF 541.34KB]
12pm-12.30pm
Nuno Moutinho - Do the types of financial system, corporate governance system and legal system of the borrower’s country influence the interest rate spread of syndicated loans?
- Corporate Finance I
IPO & Performance (Marc Goergen)
Jubilee 117 -
11am-11.30am
Wasim Ahmad - Lockups and Long-Run IPO Performance [PDF 793.17KB]
11.30am-12pm
Paul Dion - Is cost of equity a mere function of leverage? The case of the bond IPO [PDF 681.36KB]
12pm-12.30pm
Daniel Powell - CASH HOLDINGS, AGENCY CONFLICTS AND THE PERFORMANCE OF LISTED FAMILY FIRMS IN GERMANY [PDF 580.11KB]
- Corporate Finance II
CEO (Ephraim Clark)
Jubilee 155 -
11am-11.30am
Ali Bayat - Does CEO’s Holding of Vested Options Measure Overconfidence [PDF 439.55KB]
11.30am-12pm
Chia Ying Chan - The Role of CEO Perquisites in Firm Cash holding A US case [PDF 619.51KB]
12pm-12.30pm
Paula Castro Castro - The Incentives of Creditors to Monitor via Debt Specialization-The Impact of CEO Horizons Compensation [PDF 795.21KB]
- Trading, Risk and Investments
Trading (Carol Alexander)
Jubilee G31 -
11am-11.30am
Laura Delaney - Equilibrium Investment in High-Frequency Trading Technology [PDF 338.85KB]
11.30am-12pm
Dimitrios Stafylas - Hedge Fund Performance Persistence and Mixed Trading Strategies [PDF 1.26MB]
12pm-12.30pm
Haicheng Shu - A Macro-Finance Model for Crude Oil Futures Prices in the Real Economy [PDF 444.76KB]
12.30pm-2pm
Lunch and Poster session
2pm-3.30pm
Expand to view the timings and sessions
- Corporate Debt I
Bank Loans (David Storey)
Jubilee 115 -
2pm-2.30pm
Yousef Makhlouf -Two Faces of Financial Systems- markets stimulate growth, banks smooth exogenous shocks [PDF 605.34KB]
2.30pm-3pm
Orkun Saka - Domestic banks as lightning rods Home bias during Eurozone crisis [PDF 876.27KB]
3pm-3.30pm
Wan-Chien Chiu - Debt Maturity and Cost of Bank Loans [PDF 1.19MB]
- Corporate Debt II
Credit Ratings (Ranko Jelic)
Jubilee 116 -
2.30pm-3pm
Jonatan Groba - Foreign Monetary Policy and Firm's default risk [PDF 811.88KB]
3pm-3.30pm
Nathan Dong - Credit Quality Signaling through Government Ownership [PDF 962.37KB]
- Corporate Finance I
International (Wolfgang Aussenegg)
Jubilee 117 -
2pm-2.30pm
Zhenyi Huang - The Impact of Corporate Cultural Distance on Mergers and Acquisitions [PDF 2.44MB]
2.30pm-3pm
Suparna Ray - How international orientation of top managerial teams may (not) moderate the performance of serial acquirers? [PDF 600.78KB]
3pm-3.30pm
Dooruj Rambaccussing - Expected Returns and Expected Dividend Growth in Europe-Institutional and Financial Determinants [PDF 641.39KB]
- Corporate Finance II
Behavioural (Ephraim Clark)
Jubilee 155 -
2pm-2.30pm
Xin Li - The Role of Hormones in Financial Markets [PDF 611.77KB]
2.30pm-3pm
Zhe An - Individualism and Stock Price Crash Risk
3pm-3.30pm
Jinsha Zhao - Inside Debt and Managerial Risk Taking [PDF 311.84KB]
- Trading, Risk and Investments
Quantitative Finance (Andreas Kaeck)
Jubilee G31 -
2pm-2.30pm
Nuria Alemany - Lead-lag relationship between spot and futures stock indexes. [PDF 277.22KB]
2.30pm-3pm
Yuqian Zhao - An exploration of momentum-sorted cross section return in Chinese stock market [PDF 1.38MB]
3pm-3.30pm
Yang Han - Statistican and empirical properties of factor model quantile simulation. [PDF 1.14MB]
3.30pm-4.30pm
Tea/Coffee Break and Poster Session
4.30pm-5.30pm
Round table Discussions
5.30pm-6pm
Awards
6pm-6.45pm
Drinks and Networking Reception- Bramber House
6.45pm-10pm
Conference Dinner - Bramber House
Lunch and refreshments will be provided during the conference. Please let us know if you wish to attend the conference dinner, for which there is an additional charge of £30.
Registration
Contact
Please do not hesitate to contact us if you have further questions or have any special requests regarding the conference schedule:
E N.Karouzakis@sussex.ac.uk
E Ding.Chen@sussex.ac.uk