Asset Pricing and Corporate Finance Workshop

Issued: Fri, 08 Mar 2013 14:48:00 GMT

The University of Glasgow Adam Smith Business School is pleased to host an "Asset Pricing and Corporate Finance" workshop at the Hilton Grosvenor Hotel, Byres Road, Glasgow on Monday 15th April 2013.

The workshop will promote research collaboration and the exchange of ideas amongst academics in the areas of asset price and corporate finance in Scotland.

Ronald MacDonald, Adam Smith Professor of Political Economy and Gabriel Talmain, Daniel Jack Chair of Economics, both of the Adam Smith Business School, will chair the morning and afternoon sessions respectively.

Workshop Programme:

09:00 Coffee and Registration
Chair: Professor Ronald MacDonald (University of Glasgow Adam Smith Business School)
10:00

"Founding Family CEO Pay Incentives and Investment Policy: Evidence From Structural Models"
Betty Wu (University of Glasgow Adam Smith Business School)

10:30 Discussant: Serafeim Tsoukas (University of Glasgow Adam Smith Business School)
10:40 "To What Extent Does the Interest Burden Affect Firm Survival? Evidence from a Panel of UK Firms during the Financial Crisis"
Marina Eliza Spaliara (University of Glasgow Adam Smith Business School)
11:10 Discussant: Gabriel Talmain (University of Glasgow Adam Smith Business School)
11:20 "Why Are Announcement Effects of Convertible Bonds Different in Japan?"
Hong Liu (University of Glasgow Adam Smith Business School)
11:50 Coffee Break
12:10 Discussant: TBA
12:20 "Systemic Size, Bank Risk and Systemic Crises"
Jens Hagendorff (University of Edinburgh Business School)
12:50 Discussant: Chris Veld (University of Glasgow Adam Smith Business School)
13:00 Lunch
Chair: Professor Gabriel Talmain (University of Glasgow Adam Smith Business School)
14:00 "Persistent Currency Returns"
Craig Burnside (Duke University and University of Glasgow Adam Smith Business School) with
Giorgio Valente (University of Essex Business School)
15:00 "Modeling and Trading the EUR Exchange Rates with Hybrid Genetic Algorithms - Support Vector Regression Forecast Combinations"
Georgios Sermpinis and Charlampos Stasinakis (University of Glasgow Adam Smith Business School)
15:30 Coffee
15:50 Discussant: Christian Ewald (University of Glasgow Adam Smith Business School)

For further information or to register please email Christine Haley at Christine.Haley@glasgow.ac.uk