8th HEC PARIS Finance PhD Workshop
Participate
The HEC Paris Finance PhD Workshop is held in honor of Denis Gromb, Professor of Finance at HEC, who passed away in 2022.
His contribution to the school, the scientific community, and the advancement of knowledge has been invaluable (see, for instance, here and here). Denis provided amazing help and advice to many PhD students, and organized at HEC an annual PhD workshop in which PhD students could present their early-stage research projects to their peers and faculty. To honor his legacy, the HEC Paris Finance department hosts the PhD workshop in his memory—this year for the 8th time.
Contact:
Daniel Schmidt (HEC faculty): schmidt@hec.fr
Zijun Wang (HEC PhD student): zijun.wang@hec.edu
Romain Rossello (HEC PhD student): romain.rossello@hec.edu
Mian Liu (HEC PhD student): mian.liu@hec.edu
PhD Workshop – Day 1 – Thursday, Aug 29
(HEC Paris campus, X building, room X13)
9:45-10:00: Registration and quick welcome
10:00-11:15: Session 1 (chair: Jessica Jeffers, HEC Paris)
Mark Morley (LSE), “Luck in Mutual Funds”
Yurii Handziuk (HEC Paris), “Escape Competition Effect in Asset Management”
Samia Badidi (Tilburg University), “Analyst Forecast Dispersion and Stock Market Reaction to Macro News”
11:15-11:45: Coffee break
11:45-12:35: Session 2 (chair: Quirin Fleckenstein, HEC Paris)
Yasmine Van der Straten (University of Amsterdam), “Flooded House or Underwater Mortgage? The Implications of Climate Change and Adaptation on Housing, Income & Wealth”
Helene Iung-Mathurin (ESSEC Business School), “Regulatory and Technological Climate Risks”
12:35-14:00: Lunch at Le Petit Gustave (HEC Campus)
14:00-14:50: Session 3 (chair: Bruno Biais, HEC Paris)
Chen Lin (University of Mannheim), “How do ETFs affect Stock Volatility?”
Hao Yang (Swiss Finance Institute), “Speculation, Learning from Price, and Knightian Uncertainty”
14:50-15:20: Coffee break
15:20-16:10: Session 4 (chair: Daniel Schmidt, HEC Paris)
Floris van Dijk (ENSAE), “The Missing Data Bias in Modern Fund Portfolio Data”
Giuliano Graziani (Bocconi), “Time Series Reversal: A Payment Cycle Friction”
16:10-16:40: Coffee break
16:40-17:30: Session 5 (chair: Johan Hombert, HEC Paris)
Christopher Greiner (LSE), “Extracting factors approximating the stochastic discount factor”
Antoine Hubert-de-Fraisse (HEC Paris), “How Much is Too Much? A Risk-Benefit Framework for Quantitative Easing”
19:00-21:00: Cocktail & Dinner at HEC Le Chateau
PhD Workshop – Day 2 – Friday, Aug 30
(HEC Paris campus, X building, room X13)
10:00-11:15: Session 1 (chair: Vincent Maurin, HEC Paris)
Samuel Jaeger (University of Berne), “Recovering Price Informativeness from Nonfundamental Shocks”
Zhengge Zhou (Warwick Business School), “A Rational Interpretation to the Automated Market Makers Design on Crypto Decentralised Exchanges”
Julian Terstegge (Copenhagen Business School), “Intermediary Option Pricing”
11:15-11:45: Coffee break
11:45-12:35: Session 2 (chair: Matthias Efing, HEC Paris)
Tong Yu (Imperial College), Open Banking and Lending Standards
Emanuela Benincasa (University of Zurich and SFI), “The social effects of bank deserts”
12:35-14:00: Lunch at Le Petit Gustave (HEC Campus)
14:00-14:50: Session 3 (chair: Guillaume Vuillemey, HEC Paris)
Noemie Bucourt (Rotman School of Management), “Real effects of personal liability of corporate decision-makers: evidence from industrial pollution in Canada”
Mayur Choudhary (LBS), “Judicial Selection and Production Efficiency: The Role of Campaign Finance”
14:50-15:20: Coffee break
15:20-16:10: Session 4 (chair: Jean-Edouard Colliard, HEC Paris)
Win Monroe (Imperial College), “Dealers, Information, and Liquidity Crises in Safe Assets”
Alessio Ozanne (Toulouse School of Economics), “Data Sharing in Financial Contracting: Transparent vs Opaque Algorithms”
16:10-16:30: Coffee break and goodbyes
