Program

Tuesday November 17

13.30-13.40 Welcome: Anders Anderson (SSE & SHoF)

Session A: Chair: Adam Farago

13.40-14.20 Market Liquidity after Banning Aggressive Proprietary Trading
Chengcheng Qu (SBS)
Discussant: Darya Yuferova (NHH Bergen)

14.20-15.00 Smart Beta Made Smart
Andreas Johansson (SSE)
Discussant: Adam Farago (Gothenburg)

15.00-15.30 Break

Session B: Chair: Diogo Mendes (SSE)

15.30-16.10 Learning from Neighbors About Risks: Evidence from Insurance Claims
Emil Bustos (SSE)
Discussant: Lena Jaroszek (CBS)

16.10-16.50 Real Effects of credit Supply Shocks: Evidence from Danish Banks, Firms and
Workers
Christofer Schroeder (SSE)
Discussant: Diogo Mendes (SSE)

16.50-17.00 Small Break

17.00-17.45 Keynote Speech by Bo Becker (SSE Cevian Professor of Finance).

17.45 Virtual Get Together

WEDNESDAY NOVEMBER 18

Session C: Chair: Tobias Sichert (SSE)

09.00-09.40 Predicting stock price movements with news implied information sentiment: a
machine learning approach
Yavor Kovachev (SSE)
Discussant: Tobias Sichert (SSE)

09.40-10.20 Central bank communication and asset correlation
Duc Hong Hoang (Lund)
Discussant: Ming Zeng (Gothenburg)

10.20-10.40 Break

Session D: Chair: Ivan Alfaro (BI Oslo)

10.40-11.20 Are Financially Constrained Firms More Sensitive to Shocks?
Oliver Engist (SSE)
Discussant: Yingjie Qi (CBS)

11.20-12.00 Firm-level Uncertainty: Evidence from China
Yue Tang (SSE)
Discussant: Ivan Alfaro (BI Oslo)

12.15-12.30 Award of the Best PhD Paper Prize in the memory of Ola Bengtsson & Award for the Best Discussant

12.30 Adjourn