2024 NFA Annual Conference
a) If you're already registered, log in here.
b) Haven't registered yet? Log in/sign up here and click "Conference Registration".
Sessions
Filter by Participant:
Asset Pricing: Mutual Funds and ETFs
Will ETFs Drive Mutual Funds Extinct? | Indexing and the Incorporation of Exogenous Information Shocks to Stock Prices | Factor and stock-specific disagreement and trading flows
Corporate Finance - Empirical: Corporate Governance
When Values Align: Corporate Philanthropy and Employee Turnover | Directing the Labor Market:The Impact of Shared Board Members on Employee Flows | Access to Financing and Racial Pay Gap Inside Firms
Fintech: Governance, Payments, and Investment
Inflation Expectation and Cryptocurrency Investment | Token-based Decentralized Governance, Data Economy and Platform Business Model | Digital Payments and Monetary Policy Transmission
Real Estate
Nonbank Issuers and Mortgage Credit Supply | Spatial Extrapolation in the Housing Market | Assessing Assessors
Special Session on Climate Finance
(Sponsored by: HEC Montréal)
The ESG Divide: How Banks and Bondholders Differ in Financing Brown Firms | Fighting Climate Change with FinTech | Panel Discussion: Climate Finance
Asset Pricing: Asset Allocation and Trading
The Low Frequency Trading Arms Race: Machines Versus Delays | Asset Pricing, Participation Constraints, and Inequality | Flow-Based Arbitrage Pricing Theory
Corporate Finance - Empirical: Investment Policy
Monetary Policy and Corporate Investment: The Equity Financing Channel | Public Seeds, Private Blooms: A Q-theoretical Exploration of Public and Private Investment | The Epidemiology of Financial Constraints and Corporate Investment
Financial Intermediation and Banking
Variable Deposit Betas and Bank Interest Rate Risk Exposure | Size-Based Regulation and Bank Fragility: Evidence from the Wells Fargo Asset Cap | Open to All Comers: How Unsought Deposit Inflows Affect Banks
International Finance - Empirical: Exchange Rates
On the Use of Currency Forwards: Evidence from International Equity Mutual Funds | Presidential Cycles and Exchange Rates | Firm Foreign Activity and the Geography of Exchange Rate Risk
Special Session on AI & Finance
(Sponsored by: McGill Desautels Faculty of Management and the Desmarais Global Finance Research Centre)
Social Learning and Sentiment Contagion in the Bitcoin Market | Executives vs Chatbots: Unmasking Insights through Human-AI Differences in Earnings Conference Q&A | Panel Discussion: AI in Finance
Asset Pricing - Theoretical: Dynamic Equilibrium Models
Asset Pricing with the Awareness of New Priced Risks | Investor Beliefs and Asset Prices Under Selective Memory | Volatility Disagreement and Asset Prices
Corporate Finance - Empirical: Diversity, Policy, and Corporate Performance
The Effect of Childcare Access on Women’s Careers and Firm Performance | Mortgage Lenders’ Diversity Policies and Mortgage Lending to Minorities | Female Equity Analysts and Corporate Environmental and Social Performance
International Finance - Empirical: Global Asset Pricing
The Stock-Bond Correlation: A Tale of Two Days | Economic Policy Uncertainty and Global Portfolio Allocations | The Hairy Premium
Market Frictions and Asset Pricing
Dealer Specialization and Market Segmentation | The Implications of CIP Deviations for International Capital Flows | A Previously Unknown Benefit of Dual Class Shares: Better Price Informativeness
Monetary Policy
Monetary Policy Transmission through the Exchange Rate Factor Structure | Monetary Policy in the Age of Universal Banking | Local Monetary Policy
PhD Session: Climate and Sustainability
International ESG Equity Investing and Heterogeneous Asset Demand | Carbon Pricing and Green Finance in Clean Growth | Using Consumer Demand to Limit Climate Risk: Evidence from the U.S. Electric Utility Sector
Poster Presentations
Does speed bump resolve the problems of mini flash crashes? Evidence from NYSE American | Silencing the Noise, Amplified Effects: Causal Study on Price Efficiency | ARE PASSIVE INSTITUTIONAL INVESTORS EFFECTIVE MONITORS? NEW EVIDENCE FROM THE PRIVATE AND PUBLIC DEBT MARKETS | Value-Destroying Activism | Upstream markup, operating leverage, and risk | Anomalies and Cash Flows | Hiding in plain sight: preferred habitat effects in short-term rates | How Carbon Is Priced in Cryptocurrencies | In the Money? Low-Leverage Option Betting | Real Effects of Personal Liability: Evidence from Industrial Pollution | Aiming Low: The Selection into Alternative Forms of Entrepreneurship by Laid-Off Employees | Questioning the Wisdom of Crowds: When do social media trends help and hinder retail trading? | Minding Your Business or Minding Your Child? Motherhood and the Entrepreneurship Gap
Venture Capital
Create Your Own Valuation | Financing The Next VC-Backed Startup: The Role of Gender | From Competitors to Partners: Banks’ Venture Investments in Fintech
Asset Pricing - Empirical: Fund Management Practices and Performance
Can International Funds Navigate Changing Global Investment Environments? | Silent Swing: Do Open-End Funds Tilt Holdings Valuations in Response to Flows? | Fund Flows and Income Risk of Fund Managers
Asset Pricing: Inflation Risk
Good Inflation, Bad Inflation: Implications for Risky Asset Prices | Can the Fed Control Inflation? Stock Market Implications | What Can Cross-Sectional Stocks Tell Us About Core Inflation Shocks?
Corporate Governance: Partisanship and Political Influence
Investing in influence: Investors, portfolio firms, and political giving | Political Preferences and Financial Market Equilibrium | Media, Partisan Ideology, and Corporate Social Responsibility
Information Costs and Market Efficiency
Do Investors Have Data Blind Spots? The Role of Data Vendors in Capital Markets | Causal effect of information costs on asset pricing anomalies | Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets
Market Microstructure: Dynamics of Trading
What Does Best Execution Look Like? | Kyle Meets Friedman: Transforming a Trading Model into a Consumption Model | Gamification of Stock Trading: Losers and Winners
PhD Session: Firm Financing
Financing Intangibles | Collateralization, Monitoring, and Credit Reallocation | The Unintended Consequences of Intellectual Property Protection: Staying Private Longer
Sustainable Finance: Pollution, Greenium, and Environmental Disclosure
Environmental Disclosure Incentives and Externalities | Pollution-Shifting vs. Downscaling: How Financial Distress Affects the Green Transition | The Benchmark Greenium
Asset Pricing: Return Predictability
Decoding Anomalies through Alpha Dynamics | Sources of Return Predictability | Which (Nonlinear) Factor Models ?
Corporate Finance and Hedging Policy
Supply Network Fragility, Inventory Investment, and Corporate Liquidity | EXIM’s Exit: The Real Effects of Trade Financing by Export Credit Agencies | How Valuable is Corporate Adaptation to Crisis? Estimates from Covid-19 Work-from-Home Announcements
Debt Contracts and Investment Policy
Short-term debt overhang | Anticipating Binding Constraints: An Analysis of Financial Covenants
Global Banking and Financial Intermediation
Decomposing Large Banks' Trading Losses | Geopolitical Risk and Global Banking | Local Power, Global Reach: The Influence of Deposit Market Power on International Banking
Government Regulation and Financial Intermediation
The Long-Run Impact of Government Asset Guarantees | The Deposit Business at Large vs. Small Banks | What Quantity of Reserves Is Sufficient?
PhD Session: Information and Financial Markets
The Double-edged Sward of Data Mining: Implications on Asset Pricing and Information Efficiency | Taking the Road Less Traveled? Market Misreaction and Firm Innovation Directions | Talk or Walk the Talk? The Real Impact of ESG Investing
Sustainable Finance: ESG Ratings
The Market for ESG Ratings | How Anti-ESG Pressure Affects Investment: Evidence from Retirement Savings | Do Consumers Care About ESG? Evidence from Barcode-Level Sales Data
Asset Management: Responsible Investment
Rich and Responsible: Is ESG a Luxury Good? | How Effective are Portfolio Mandates? | Voting Choice
Asset Pricing - Empirical: Firm-Level Economic Risks
The Relative Price Premium | The Effect of Malicious Cyber Activity on the U.S. Corporate Sector | Firm-Level Labor-Shortage Exposure
Asset Pricing: Derivatives
0DTE Option Pricing | An Anatomy of Retail Option Trading | Weather Variance Risk Premia
Corporate Finance - Empirical: Small Business, Bankruptcy, and Entrepreneurial Success
Contract Completeness of Company Bylaws and Entrepreneurial Success | Entrepreneur Experience & Success: Causal Evidence from Immigration Wait Lines | Can Small Businesses Survive Chapter 11?
Corporate Governance - Empirical: Proxy Voting and Shareholder Dynamics
Mutual Fund Disagreement and Firm Value: Passive vs. Active Voice | Custom Proxy Voting Advice | See the Gap: Firm Returns and Shareholder Incentives
Financial Intermediation and Banking
Banks in Space | The Information Advantage of Banks: Evidence From Their Private Credit Assessments | Municipal Capital Structure
PhD Session: Credit Markets
Monetary Policy Complementarity: Bank Regulation and the Yield Curve | Mortgage Aggregation and Credit Supply | A Preferred-Habitat Model with a Corporate Sector
Asset Pricing - Empirical: Macroeconomic Announcements and Information Processing
Does Partisanship Affect Mutual Fund Information Processing? Evidence from Textual Analysis on Earnings Calls | Learning About Fed Policy From Macro Announcements: A Tale of Two FOMC Days | Equity Premium Events
Corporate Finance and Investment Policy
Intangible Capital Around the World | The Costs of Hidden Workplace Harassment | The Nature of Innovation and The Market for Corporate Control
Financial Intermediation - Empirical: Liquidity Risk and Asset Management
Anticipatory Trading Against Distressed Mega Hedge Funds | Risk-averse Dealers in a Risk-free Market -- The Role of Internal Risk Limits | Pension Liquidity Risk
Fraud, Trust, and Financial Behavior
Ethics and Trust in the Market for Financial Advisors | Is Fraud Contagious? Social Connections and the Looting of COVID Relief Programs | Consumer Surveillance and Financial Fraud
Sustainable Finance: Green Transition
Corporate Climate Lobbying | “Glossy Green” Banks: The Disconnect Between Environmental Disclosures and Lending Activities | Getting Dirty Before You Get Clean: Institutional Investment in Fossil Fuels and the Green Transition
Asset Pricing - Empirical: Risk Factors
Intangibles Investment and Asset Quality | A Factor Framework for Cross-Sectional Price Impacts | Downside Risk and the Cross-section of Corporate Bond Returns
Asset Pricing: Investor Sentiment and Beliefs
The Subjective Risk and Return Expectations of Institutional Investors | Excess Volatility and Mispricing in the Presence of Sentiment and Institutional Investors | Sentiment, Productivity, and Economic Growth
Corporate Finance: Corporate Careers and Relationships
Relationship Lending in Corporate Bond Markets? Evidence from Corporate Call Policies | Between Boardrooms and the Beltway: The Career Paths of Senior Regulators | Succession
Financial Intermediation - Theoretical: Banking and Credit Risk
Screen More, Sell Later: Screening and Dynamic Signaling in the Mortgage Market | Manipulable Data, Goodhart's Law, and Credit Risk Prediction | Lending Competition and Funding Collaboration
Household Finance
The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption | Individual Investors’ Housing Income and Interest Rates Fluctuations | Friends with Benefits: Social Capital and Household Financial Behavior
Events
Special Session on AI & Finance
(Sponsored by: McGill Desautels Faculty of Management and the Desmarais Global Finance Research Centre)
Session sponsored by the Desautels Faculty of Management at McGill University and the Desmarais Global Finance Research Centre
Eventus NFA Reception
(Sponsored by: Eventus, Cowan Research LC)
Reception sponsored by Cowan Research, LC - Publisher of Eventus.
Gold Sponsor(s)
Bronze Sponsor(s)
Exhibitor Sponsor(s)
Session Sponsor(s)
Reception Sponsor(s)