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The 2024 Wellington Finance Summit
June 21
Wellington, New Zealand
Organised by
School of Economics and Finance
Victoria University of Wellington
Program Schedule
For each paper: 25 min for presentation including Q&A, 15 min for discussion.
Zoom Link: https://vuw.zoom.us/my/wfs2024
Friday, June 21, 2024
8.00am-8.30am Registration / Welcome Breakfast, RH103
Welcome Remarks
8.30am-8.40am: RH104
Professor Jane Bryson (Dean of Wellington School of Business and Government)
Session 1: Asset Pricing
8.40am-10.00am: RH104
The Low Frequency Trading Arms Race: Machines Versus Delays
Alexander Dickerson (University of New South Wales Business School)
Yoshio Nozawa (University of Toronto)
Cesare Robotti (Warwick Business School)
Discussant: Hai Lin (Victoria University of Wellington)
Approaching the Mean-Variance Efficiency in a High Dimension: Which Firm Characteristics Matter?
Bin Luo (Southern University of Science and Technology)
Ti Zhou (Southern University of Science and Technology)
Discussant: Justin Case (University of Auckland)
10.00am-10.30am: Morning Break and Refreshments, RH103
Session 2: Climate Finance
10.30am-11.50pm: RH104
Capital Structure and ESG Integration
Dongkyu Chang (City University of Hong Kong)
Keeyoung Rhee (Sungkyunkwan University (SKKU))
Aaron Yoon (Kellogg School of Management at Northwestern University)
Discussant: Shixiang Xia (City University of Hong Kong)
Environmental Activism: Endogenous Risk and Asset Prices
Ravi Jagannathan (Kellogg School of Management, Northwestern University and NBER)
Soohun Kim (KAIST)
Robert McDonald (Kellogg School of Management, Northwestern University and NBER)
Shixiang Xia (City University of Hong Kong)
Discussant: Keeyoung Rhee (Sungkyunkwan University (SKKU))
11.50pm-1.10pm: Lunch Break and Refreshments, RH103
Keynote Speech
1.10pm-2.10pm: RH104
Agent Heterogeneity in Finance: Models and Applications
Stavros Panageas (University of California, Los Angeles)
2.10pm-2.30pm: Afternoon Break and Refreshments, RH103
Session 3: Empirical Corporate Finance
2.30pm-3.50pm: RH104
Jason Chen (Auburn University)
Jakub Hajda (HEC Montreal)
Joseph Kalmenovitz (University of Rochester)
Discussant: Harold Cuffe (Victoria University of Wellington)
Overvalued Equity and Investment: A Regression Discontinuity Approach
Jun Chen (Chinese University of Hong Kong Business School)
Discussant: Michael Keefe (Victoria University of Wellington)
3.50pm-4.20pm: Afternoon Break and Refreshments, RH103
Session 4: Household Finance
4.20pm-5.40pm: RH104
When Does Intra-Household Risk Sharing Matter for Life-Cycle Portfolio Choice?
Joachim Inkmann (University of Melbourne)
Alexander Michaelides (Imperial College London)
Yuxin Zhang (University of Nottingham Ningbo China)
Discussant: Toby Daglish (Victoria University of Wellington)
How Anti-ESG Pressure Affects Investment: Evidence from Retirement Savings
Jane Danyu Zhang (UCLA Anderson School of Management)
Discussant: Joachim Inkmann (University of Melbourne)
A Best Paper Award of NZ$1000 will be voted for by the participants at the conclusion of the summit.
6:15pm: Main dinner