Program Overview

Thursday, 24 October 2024

08:00 – 08:30 Registration & Coffee 1st FLOOR

08:30 – 09:00 Welcome and Opening Remarks GREAT HALL

Huu Toan Bui, Chairman, Board of Trustee, Banking Academy of Vietnam, Vietnam
Thi Hoang Anh Pham, Acting President, Banking Academy of Vietnam, Vietnam
Sabri Boubaker, Professor of Finance, EM Normandie Business School, France & Swansea
University, United Kingdom, President of ISAFE, Conference Co-Chair
Duc Khuong Nguyen, Professor of Finance, Associate Dean, EMLV Business School, France &
President, AVSE Global
Hung Xuan Do, Associate Professor of Finance, Massey University, New Zealand & Director of
Finance and Banking Network, AVSE Global, Conference Co-Chair
Viet Dung Tran, Associate Professor of Economics, Director of Banking Research Institute,
Banking Academy of Vietnam & Conference Co-Chair

09:00 – 10:00 Keynote Address (A1)

09:00 – 10:00 Topic: Carbon Bubbles and Stranded Assets in
GREAT HALL
Financial Markets

Professor Tom Smith, Professor of Finance, Macquarie University,

Australia & Co-Editor of Journal of Accounting Literature

10:00 – 10:30 Coffee Break 1st FLOOR

10:30 – 12:00 Morning Parallel Sessions (A2)

10:30 – 12:00 A2.1: Finance and Sustainability I ZOOM A2.1
Chair: Angelica Gonzalez, University of Edinburgh (United
Kingdom)

10:30 – 12:00 A2.2: Banking System & Macroeconomics ZOOM A2.2

Chair: Vesa Pursiainen, University of St. Gallen & Swiss
Finance Institute (Switzerland)

10:30 – 12:00 A2.3: Monetary & Financial Macroeconomics I ZOOM A2.3

Chair: Kiril Tochkov, Texas Christian University (United
States)

10:30 – 12:00 A2.4: Asset Pricing & Allocation I ZOOM A2.4

Chair: Yi Zhou, San Francisco State University (United States)
10:30 – 12:00 A2.5: Corporate Finance & Governance I ZOOM A2.5
Chair: Hansol Jang, National University of Singapore
(Singapore)

10:30 – 12:00 A2.6: Monetary & Financial Macroeconomics II ZOOM A2.6

Chair: Astrid Loretta Ayala, Mercer University (United States)

12:00 – 13:30 Lunch Break 1st FLOOR

13:30 – 14:30 Afternoon Parallel Sessions (B1)

13:30 – 14:30 Topic: Beyond the Headlines: The Unseen Consequences
GREAT HALL
of Fed Rate Changes on Vietnam's Economy

14:30 – 15:00 Coffee Break 1st FLOOR

15:00 – 16:30 Afternoon Parallel Sessions (B2)

15:00 – 16:30 B2.1: Risk Management ZOOM B2.1
Chair: Arisa Chantaraboontha, Osaka University (Japan)

15:00 – 16:30 B2.2: Behavioral Finance ZOOM B2.2

Chair: Paul Gerrans, University of Western Australia
(Australia)

15:00 – 16:30 B2.3: Financial Markets, Institutions, & Money I ZOOM B2.3
Chair: Candida Ferreira, Universidade De Lisboa (Portugal)

15:00 – 16:30 B2.4: Market Behavior and Efficiency ZOOM B2.4

Chair: Hamid Yahyaei, Macquarie University (Australia)

15:00 – 16:30 B2.5: Special Session: Professional Report ZOOM B2.5

Chair: Giang Phung, ISC Paris School of Business (France)

15:00 – 16:30 B2.6: Finance and Sustainability II ZOOM B2.6

Chair: Dominika Galkiewicz, University of Applied Sciences
Kufstein (Uask) (Austria)

19:00 – 22:00 GALA DINNER & BEST PAPER AWARDS

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Friday, 25 October 2024
08:00 – 08:30 Registration & Coffee 1st FLOOR

08:30 – 9:30 Keynote Address (C1)

08:30 – 9:30 Topic: Global Portfolio Investing: Financial and
GREAT HALL
Economic Integration

Professor Bruno Solnik, Professor in Finance, HKUST Business

School, Hong Kong SAR

9:30 – 10:00 Coffee Break 1st FLOOR

10:00 – 11:30 Morning Parallel Sessions (C2)

10:00 – 11:30 C2.1: Banking regulations & Financial services ZOOM C2.1
Chair: Vadim Balashov, Rutgers University - Camden (United
States)

10:00 – 11:30 C2.2: Asset Pricing & Allocation II ZOOM C2.2

Chair: Joseph Chen, University of California - Davis (United
States)

10:00 – 11:30 C2.3: Corporate Finance I ZOOM C2.3

Chair: Tram Vu, Monash University (Australia)

10:00 – 11:30 C2.4: Financial Modelling I ZOOM C2.4

Chair: Kodjovi Assoe, Université de Montréal (Canada)

10:00 – 11:30 C2.5: Corporate Governance ZOOM C2.5

Chair: Fumiko Takeda, Keio Business School (Japan)

10:00 – 11:30 C2.6: Financial Modelling II ZOOM C2.6

Chair: Quoc Khanh Nguyen, University of Technology,
Sydney (Australia)

11:30 – 13:00 Lunch Break 1st FLOOR

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 13:00 – 14:00 Keynote Address (D1)
13:00 – 14:00 Topic: TBA GREAT HALL

Professor Huyen Pham, Distinguished Professor of Financial

Mathematics, École Polytechnique, France & Editor-in-Chief of
SIAM Journal on Control and Optimization

14:00 – 14:30 Coffee Break 1st FLOOR

14:30 – 16:00 Afternoon Parallel Sessions (D2)

14:30 – 16:00 D2.1: Corporate Finance & Governance II ZOOM D2.1
Chair: Yen Ngoc Nguyen St. Francis Xavier University
(Canada)

14:30 – 16:00 D2.2: Financial Markets, Institutions, & Money II ZOOM D2.2
Chair: Tram Hong Dang, Université Polytechnique Hauts-de-
France (France)

14:30 – 16:00 D2.3: Finance and Sustainability III ZOOM D2.3

Chair: Linh Tran Dieu, Paris Saclay University (France)

14:30 – 16:00 D2.4: Finance and Sustainability IV ZOOM D2.4

Chair: Britta Hachenberg, Technical University of Darmstadt
(Germany)

14:30 – 16:00 D2.5: Asset Pricing & Financial Modelling ZOOM D2.5
Chair: Heni Boubaker, IPAG Business School (France)

Saturday, 26 October 2024

9:00-12:00
SOCIAL EVENT/HALF-DAY TOUR
END OF CONFERENCE

4
Program in Details
Thursday, 24 October 2024
08:00 – 08:30 Registration & Coffee 1st FLOOR

08:30 – 09:00 Welcome and Opening Remarks GREAT HALL

Huu Toan Bui, Chairman, Board of Trustee, Banking Academy of Vietnam, Vietnam
Thi Hoang Anh Pham, Acting President, Banking Academy of Vietnam, Vietnam
Sabri Boubaker, Professor of Finance, EM Normandie Business School, France & Swansea
University, United Kingdom, President of ISAFE, Conference Co-Chair
Duc Khuong Nguyen, Professor of Finance, Associate Dean, EMLV Business School, France &
President, AVSE Global
Hung Xuan Do, Associate Professor of Finance, Massey University, New Zealand & Director of
Finance and Banking Network, AVSE Global, Conference Co-Chair
Viet Dung Tran, Associate Professor of Economics, Director of Banking Research Institute,
Banking Academy of Vietnam & Conference Co-Chair

09:00 – 10:00 Keynote Address (A1)

09:00 – 10:00 Topic: Carbon Bubbles and Stranded Assets in
GREAT HALL
Financial Markets

Professor Tom Smith, Professor of Finance, Macquarie University,

Australia & Co-Editor of Journal of Accounting Literature

10:00 – 10:30 Coffee Break 1st FLOOR

10:30 – 12:00 Morning Parallel Sessions (A2)

10:30 – 12:00 A2.1: Finance and Sustainability I ZOOM A2.1
Chair: Angelica Gonzalez, University of Edinburgh (United Discussant
Kingdom)
Actions after Experiences: CEO Abnormal Climate Exposure Lu He (University of Macau,
and Corporate Carbon Reduction (In-person) China)
Angelica Gonzalez (University of Edinburgh, United Kingdom)
CEOs' Prior Professional Experiences and Bank Risk (Online) Angelica Gonzalez
Esteban Hernandez (Florida Atlantic University, United States), (University of Edinburgh,
Rebel Cole (Florida Atlantic University, United States), Luis United Kingdom)
García-Feijóo (Florida Atlantic University, Boca Raton, United
States)
The value of sustainability: How ESG cost investment impact Esteban Hernandez (Florida
corporate financial performance (In-person) Atlantic University, United
Lu He (University of Macau, China) States)

5
10:30 – 12:00 A2.2: Banking System & Macroeconomics ZOOM A2.2
Chair: Vesa Pursiainen, University Of [Link] & Swiss Discussant
Finance Institute (Switzerland)
Bank efficiency and the bond markets: evidence from Asia- Vesa Pursiainen (University
Pacific region (In-person) of [Link] and Swiss Finance
Qiongbing Wu (Western Sydney University, Australia), Institute, Switzerland)
Donghyun Park (The Asian Development Bank, Philippines),
Shu Tian (The Asian Development Bank, Philippines)
Bank heterogeneity and monetary policy response: Evidence Qiongbing Wu (Western
from the emerging market economies (In-person) Sydney University, Australia)
Abhay Pratap Raghuvanshi (Indian Institute of Technology
Kanpur, India)
Real Consequences of Banking Efficiency (In-person) Abhay Pratap Raghuvanshi
Vesa Pursiainen (University of [Link] and Swiss Finance (Indian Institute of Technology
Institute, Switzerland), Hanwen Sun (University of Bath, United Kanpur, India)
Kingdom), Wang qiong (Southeast University Dongnan Daxue,
China), Gouchao Yang (Zhongnan University of Economics and
Law, China)

10:30 – 12:00 A2.3: Monetary & Financial Macroeconomics I ZOOM A2.3

Chair: Kiril Tochkov, Texas Christian University (United Discussant
States)
Betting on Dark Horses - Tools from Macroeconomics for Ondrej Sokol (Prague
Model Trading in hybrid crypto-assets portfolios (In-person) University of Economics and
Duc Pham-Hi (ECE Graduate Engineering School, France) Business, Czechia)
Inter-regional risk sharing and the effectiveness of monetary Duc Pham-Hi (ECE Graduate
policy in China (In-person) Engineering School, France)
Kiril Tochkov (Texas Christian University, United States),
Makram Shagi EI (Henan University, China)
Unveiling Asymmetries: Savings-Investment Dynamics Across Kiril Tochkov (Texas Christian
Quantiles (In-person) University, United States)
Ondrej Sokol (Prague University of Economics and Business,
Czechia), Lukas Fryd (Prague University of Economics and
Business, Czechia)

10:30 – 12:00 A2.4: Asset Pricing & Allocation I ZOOM A2.4

Chair: Yi Zhou, San Francisco State University (United States) Discussant
New Score-Driven Scale and Shape Interactions: An Daniel Rabetti (National
Application to International Stock Indices (Online) University of Singapore,
Szabolcs Blazsek (Mercer University, United States) Singapore)
Predicting CDS Spreads and Stock Returns with Weather Szabolcs Blazsek (Mercer
Risk: A Study Utilizing NLP/LLM and AI Measures (Online) University, United States)
Yi Zhou (San Francisco State University, United States)
The Effect of Climate Regulatory Actions on Credit Allocation: Yi Zhou (San Francisco State
Evidence from the Insurance Industry (Online) University, United States)
Victor Wei (Cornell University, United States), Ali Ozdagli
(Federal Reserve Bank of Dallas, United States)
Is Love Blind? AI-Powered Trading with Emotional Dividends Victor Wei (Cornell University,
(Online) United States)
Daniel Rabetti (National University of Singapore, Singapore),
De-Rong Kong (Yuan-Ze University, China)

6
10:30 – 12:00 A2.5: Corporate Finance & Governance I ZOOM A2.5
Chair: Hansol Jang, National University of Singapore Discussant
(Singapore)
Capital Structure and the Franchise Decision: A Knightian Hansol Jang (National
View (Online) University of Singapore,
Christos Kelepouris (Palm Beach Atlantic University, United Singapore)
States), Ariel Viale (Palm Beach Atlantic University, West
Palm Beach, United States)
Corporate Communications with Politicians: Evidence from the Ariel Viale (Palm Beach
STOCK Act (Online) Atlantic University, West Palm
Youan Wang (Xiamen University, China), Zhige Yu (Xiamen Beach, United States)
University, China)
The External Governance of Internal Governance: Evidence Youan Wang (Xiamen
from Broker-Dealers and Insider Stock Gift Backdating University, China)
(Online)
Hansol Jang (National University of Singapore, Singapore),
Ben Charoenwong (INSEAD Singapore, Singapore), Yibin Liu
(National University of Singapore, Singapore)

10:30 – 12:00 A2.6: Monetary & Financial Macroeconomics II ZOOM A2.6

Chair: Astrid Loretta Ayala, Mercer University (United States) Discussant
Expectations Hypothesis Revisited (Online) Astrid Loretta Ayala (Mercer
Nilanjana Chakraborty (Independent Researcher, India), University, United States)
Mohammed Elgammal (Qatar University, Qatar), David
Mcmillan (University of Stirling, United Kingdom)
The role of financial inclusion on economic uncertainties- Nilanjana Chakraborty
growth nexus: Evidence from the dynamic panel threshold (Independent Researcher,
(Online) India)
Rafiqa Murdipi (International Islamic University Malaysia,
Malaysia)
What can Jackson Pollock tell us about the Art Market? Rafiqa Murdipi (International
(Online) Islamic University Malaysia,
Astrid Loretta Ayala (Mercer University, United States) Malaysia)

12:00 – 13:30 Lunch Break 1st FLOOR

13:30 – 14:30 Afternoon Parallel Sessions (B1)

13:30 – 14:30 Topic: Beyond the Headlines: The Unseen Consequences
GREAT HALL
of Fed Rate Changes on Vietnam's Economy

14:30 – 15:00 Coffee Break 1st FLOOR

15:00 – 16:30 Afternoon Parallel Sessions (B2)

15:00 – 16:30 B2.1: Risk Management ZOOM B2.1
Chair: Arisa Chantaraboontha, Osaka University (Japan) Discussant
Bitcoin and Ethereum: Commodities or Alternative Assets - an Tarek Mejri (Université d’Evry,
Experimental Approach (Online) Paris Saclay, France)
Daria Gottwald (University of Bath, United Kingdom), Ariel
Sun (University of Bath, United Kingdom), Jorge A. Chan-Lau
(ASEAN+3 Macroeconomic Research (AMRO), Singapore)

7
 Measuring the Spillovers of US Unconventional Surprises Daria Gottwald (University of
across Monetary Conditions with Local Projections (In-person) Bath, United Kingdom)
Arisa Chantaraboontha (Graduate School of Economics,
Osaka University, Japan)
The Impact of Gender-Diverse Audit Committees on Risk Arisa Chantaraboontha
Management Effectiveness in GCC Firms (Online) (Graduate School of
Tarek Mejri (Université d’Evry, Paris Saclay, France), Pascale Economics, Osaka University,
Baaklini (Pascale BAAKLINI, France) Japan)

15:00 – 16:30 B2.2: Behavioral Finance ZOOM B2.2

Chair: Paul Gerrans, University of Western Australia Discussant
(Australia)
Is Sustainable Investing Driven by Social Preferences? Paul Gerrans (The University
Evidence from Shocks to Philanthropy (Online) of Western Australia,
Maria Boutchkova (University of Edinburgh, United Kingdom), Australia)
Angelica Gonzalez (University of Edinburgh, United
Kingdom), Renfang Zhang ((University of Edinburgh, United
Kingdom)
The Impact of Investment Returns on Gambling Consumption Maria Boutchkova (University
(In-person) of Edinburgh, United Kingdom)
Sung Kwan Lee (Chinese University of Hong Kong, Shenzhen,
China), Jake An (University of Technology Sydney, Australia),
Baek Jung Kim (Korea University, South Korea)
The important role of intention and financial literacy in Sung Kwan Lee (Chinese
pension plan members' retirement savings behaviors during University of Hong Kong,
COVID-19 (In-person) Shenzhen, China)
Paul Gerrans (The University of Western Australia, Australia),
Sirimon Treepongkaruna ( The University of Western
Australia, Australia; Sasin School of Management, Thailand),
Suntharee Lhaopadchan (Faculty of Management)

15:00 – 16:30 B2.3: Financial Markets, Institutions, & Money I ZOOM B2.3
Chair: Candida Ferreira, Universidade De Lisboa (Portugal) Discussant
Efficiency of the European Union Banking Sector: A Panel Sofia Mathew (Indian Institute
Data Approach (Online) of Management Kozhikode,
Candida Ferreira (ISEG, UECE and REM, Portugal) India)

Impacts of Index Revisions on Weight Reduction Firms: Candida Ferreira (ISEG, UECE
Empirical Evidence in Japan (In-person) and REM, Portugal)
Thanh Nguyen (Japan Securities Research Institute, Japan),
Kimie Harada (Chuo University, Japan)
The non-linear association between bank fintech and Thanh Nguyen (Japan
relationship lending: A panel threshold analysis of Indian Securities Research Institute,
banks (In-person) Japan)
Sofia Mathew (Indian Institute of Management Kozhikode,
India), Rudra Sensarma (Indian Institute of Management
Kozhikode, India)

15:00 – 16:30 B2.4: Market Behavior and Efficiency ZOOM B2.4

Chair: Hamid Yahyaei, Macquarie University (Australia) Discussant
Data Breaches: Impact of Severity, Confounding Events, and Hamid Yahyaei (Macquarie
Managerial Information Asymmetry (Online) University, Australia)
Ruoyu Gao (University College Dublin, Ireland), Ronan Powell
(University College Dublin, Ireland)

8
 Geopolitical Risk and Global Supply Chain Dynamics Ruoyu Gao (University
(Online) College Dublin, Ireland)
Lei Zhuang (The Hong Kong Polytechnic University, Hong
Kong SAR China), Lixin Su (The Hong Kong Polytechnic
University, Hong Kong SAR China), Jing Zhao (The Hong Kong
Polytechnic University, Hong Kong SAR China)
Ex Ante Bond Returns and Time-Varying Monotonicity Lei Zhuang (The Hong Kong
(Online) Polytechnic University, Hong
Hamid Yahyaei (Macquarie University, Australia), Tom Smith Kong SAR China)
(Macquarie University, Australia), Abhay Singh (Macquarie
University, Australia)

15:00 – 16:30 B2.5: Special Session: Professional Report ZOOM B2.5

Chair: Giang Phung, ISC Paris School of Business (France) Discussant
Evaluation of Performance of Vietnamese Commercial Joint Ayotunde Saka (Robert
Stock Banks Under Digital Transformation (Online) Gordon University, United
Hoa Phan (National Taipei University of Technology, Taiwan), Kingdom)
Chuang-Min Chao (National Taipei University of Technology,
Taiwan), Ming-Miin Yu (National Taiwan Ocean University,
Taiwan)
Evidence on the Impact of Corporate Governance on Bank Giang Phung (ISC Paris
Performance from Deposit Money Banks in Sub-Saharan Business School, France)
Africa (SSA) (Online)
Ayotunde Saka (Robert Gordon University, United Kingdom),
Xin Zhang (Robert Gordon University, United Kingdom)
Global Bank Default Risk: A Cross-Regional Analysis of Harvey Nguyen (Massey
Financial Determinants Using the CAMELS Framework University, New Zealand)
(Online)
Giang Phung (ISC Paris Business School, France), Eric Thorez
(ISC Paris Business School, France)

15:00 – 16:30 B2.6: Finance and Sustainability II ZOOM B2.6

Chair: Dominika Galkiewicz, University of Applied Sciences Discussant
Kufstein (Uask) (Austria)
Changes in Sustainability Reporting Dynamics Observed from Ana Oliveira (ISEG - Lisbon
ESG Measures Provided by Real Estate Companies in 2020 School of Economics and
and 2021: Evidence from Germany, Austria and Switzerland Management, Portugal)
(Online)
Dominika Galkiewicz (FH Kufstein Tirol Bildungs
GmbH/University of Applied Sciences Kufstein, Austria), Bernd
Wollmann (University of Applied Sciences Kufstein, Austria)
The Double-Edged Sword of Firm's Commitment to Net Zero Faten Lakhal (Pôle
on the Carbon Risk Premium (Online) Universitaire Léonard de Vinci,
Keith Jin Deng Chan (The Hong Kong University of Science France)
and Technology, Hong Kong SAR China), Wilson Wan (The
Hong Kong University of Science and Technology, Hong Kong
SAR China)
The importance of cultural dimensions, legal system, Dominika Galkiewicz (FH
corruption, human rights, and gender equality in Corporate Kufstein Tirol Bildungs
Social Responsibility: A systematic literature review (Online) GmbH/University of Applied
Ana Oliveira (ISEG - Lisbon School of Economics and Sciences Kufstein, Austria)
Management, Portugal), Vieaira Pedro Rino (Lisbon School of
Economics and Management, Lisbon University, Portugal)
Toward carbon neutrality: Exploring the role of climate risk Keith Jin Deng Chan (The
on corporate carbon emissions (Online) Hong Kong University of

9
 Faten Lakhal (Pôle Universitaire Léonard de Vinci, France), Science and Technology, Hong
Khaled Hussainey (Bangor Business School, United Kingdom), Kong SAR China)
Hamza Nizar (Institut des hautes études commerciales,
Carthage, Tunisie), Khaled Ghozzi (IPAG Buisness School,
France)

19:00 – 22:00 GALA DINNER & BEST PAPER AWARDS

10
Friday, 25 October 2024
08:00 – 08:30 Registration & Coffee 1st FLOOR

08:30 – 9:30 Keynote Address (C1)

08:30 – 9:30 Topic: Global Portfolio Investing: Financial and
GREAT HALL
Economic Integration

Professor Bruno Solnik, Professor in Finance, HKUST Business

School, Hong Kong SAR

9:30 – 10:00 Coffee Break 1st FLOOR

10:00 – 11:30 Morning Parallel Sessions (C2)

10:00 – 11:30 C2.1: Banking regulations & Financial services ZOOM C2.1
Chair: Vadim Balashov, Rutgers University - Camden (United Discussant
States)
Central Bank Digital Currency (CBDC) Diffusion in Asia: Vadim Balashov (Rutgers
Insights from a Conjoint Analysis of the Indonesian Market (In- University, United States)
person)
Akbar Rabbani (Seoul National University, South Korea),
Jongsu Lee (Seoul National University, South Korea)
Changes in liquidity regulation and bank credit growth (In- Akbar Rabbani (Seoul
person) National University, South
Amine Tarazi (Université de Limoges, LAPE, France), Victor Korea)
Osei (Université de Limoges, LAPE, France)
Long-Horizon Forecasts (In-person) Amine Tarazi (Université de
Vadim Balashov (Rutgers University, United States), Kevin Limoges, LAPE, France)
Pisciotta (University of Kansas, United States)

10:00 – 11:30 C2.2: Asset Pricing & Allocation II ZOOM C2.2

Chair: Joseph Chen, University of California, Davis (United Discussant
States)
Algorithmic Alchemy: Turning Data into Stock Market Gold George Panayotov (Hong
(In-person) Kong University of Science and
Yihe Qian (University of Macau, Macau SAR China), Yang Technology, Hong Kong SAR
Zhang (University of Macau, Macau SAR China), Minghui China)
Yang (University of Hradec Králové, Czech Republic)
Currency Investing Throughout Recent Centuries (In-person) Yihe Qian (University of
Joseph Chen (University of California, Davis, United States) Macau, Macau SAR China)
The vanishing of currency puzzles is a puzzle too (In-person) Joseph Chen (University of
George Panayotov (Hong Kong University of Science and California, Davis, United
Technology, Hong Kong SAR China) States)

11
10:00 – 11:30 C2.3: Corporate Finance I ZOOM C2.3
Chair: Tram Vu, Monash University (Australia) Discussant
CEO Inside Debt the Sell-Off Decision (In-person) Tram Vu (Monash University,
Eric Brisker (The University of Akron, United States), Aigbe Australia)
Akhigbe (University of the District of Columbia, United States),
Duong Pham (Georgia Southern University, United States), Ann
Marie Whyte (University of Central Florida, Orlando, United
States)
Climate Risk and Corporate Debt Maturity Profiles (In- Eric Brisker (The University of
person) Akron, United States)
Nhung Vu (Loughborough University, United Kingdom), Tuyet
Nhung Vu (Loughborough University, United Kingdom), Binh
Nguyen (RMIT Vietnam, Vietnam), Tam Nguyen (University of
Bath, United Kingdom), Hong Liu (Loughborough University,
United Kingdom)
Information Sharing Through Common Auditors: Evidence Nhung Vu (Loughborough
from Lending Syndicates (In-person) University, United Kingdom)
Tram Vu (Monash University, Australia), Do Minh Viet
(Monash University, Australia), Cameron Truong (Monash
University, Australia)

10:00 – 11:30 C2.4: Financial Modelling I ZOOM C2.4

Chair: Kodjovi Assoe, Université de Montréal (Canada) Discussant
Herding Behavior in African Stock Markets: A State-Space Zhengyu Zuo (Shanghai Jiao
Assessment During Times of Crisis (Online) Tong University, China)
Kodjovi Assoe (Université du Québec à Montréal, Canada),
Mohamed Lamine Mbengue (Université Gaston Berger,
Senegal), Oumar Sy (Dalhousie University, Canada)
Information Discovery in the Digital Age: Online Search Kodjovi Assoe (Université du
Activity and Earnings Announcements (Online) Québec à Montréal, Canada)
Saurabh Ahluwalia (University of New Mexico, United
States)
The Trickle-Down Effect of Government Debt and Social Saurabh Ahluwalia
Unrest (Online) (University of New Mexico,
Zhengyu Zuo (Shanghai Jiao Tong University, China), Ben United States)
Charoenwong (INSEAD Singapore, Singapore), Meng Miao
(Renmin University of China/ Université Renmin de Chine,
China)

10:00 – 11:30 C2.5: Corporate Governance ZOOM C2.5

Chair: Fumiko Takeda, Keio Business School (Japan) Discussant
Investors' reaction to greenwashing: Evidence in corporate Mathieu Petit (Institute of
ESG bond market (Online) Economic Studies, Faculty of
Keith Jin Deng Chan (The Hong Kong University of Science and Social Sciences, Charles
Technology, Hong Kong SAR China), Wilson Wan (The Hong University, Czechia)
Kong University of Science and Technology, Hong Kong SAR
China)
The effects of activist board representation on targets' Wilson Wan (The Hong Kong
performance in Japan (Online) University of Science and
Fumiko Takeda (Keio University, Japan) Technology, Hong Kong SAR
China)
The optimal investment size in the electricity sector in EU Fumiko Takeda (Keio
countries (Online) University, Japan)

12
 Mathieu Petit (Institute of Economic Studies, Faculty of Social
Sciences, Charles University, Czechia)

10:00 – 11:30 C2.6: Financial Modelling II ZOOM C2.6

Chair: Quoc Khanh Nguyen, University of Technology, Discussant
Sydney (Australia)
The Influence of the COVID-19 Pandemic on Depositors in the Quoc Khanh Nguyen
Eurozone: A Comprehensive Analysis (Online) (University of Technology
Veton Zeqiraj (University of Prishtina & Central Bank of the Sydney, Australia)
Republic of Kosovo, Kosovo)
The role of digital technology in Macro-financial linkages Veton Zeqiraj (University of
(Online) Prishtina & Central Bank of the
Małgorzata Pawłowska (SGH Warsaw School of Economics, Republic of Kosovo, Kosovo)
Poland)
Why are cryptocurrencies so volatile? (Online) Małgorzata Pawłowska
Quoc Khanh Nguyen (University of Technology Sydney, (SGH Warsaw School of
Australia) Economics, Poland)

11:30 – 13:00 Lunch Break 1st FLOOR

13:00 – 14:00 Keynote Address (D1)

13:00 – 14:00 Topic: TBA GREAT HALL

Professor Huyen Pham, Distinguished Professor of Financial

Mathematics, École Polytechnique, France & Editor-in-Chief of
SIAM Journal on Control and Optimization

14:00 – 14:30 Coffee Break 1st FLOOR

14:30 – 16:00 Afternoon Parallel Sessions (D2)

14:30 – 16:00 D2.1: Corporate Finance & Governance II ZOOM D2.1
Chair: Yen Ngoc Nguyen (St. Francis Xavier University, Discussant
Canada)
Does Corporate Social Responsibility Impact the Market for Yen Ngoc Nguyen (St. Francis
New Issues? (Online) Xavier University, Canada)
Taylan Mavruk (University of Gothenburg, Sweden), Russell
Wermes (University of Maryland, United States)
The Value of Openness (In-person) Taylan Mavruk (University of
Mitch Warachka (Chapman University, United States), Joshua Gothenburg, Sweden)
Dellavedova (University of San Diego, United States),
Stephan Siegel (University of Washington, United States)
Does Labor Market Flow Help or Hurt Firm Innovation? Mitch Warachka (Chapman
Evidence from OECD Countries (In-person) University, United States)
Yen Ngoc Nguyen (St. Francis Xavier University, Canada),
Douglas Cumming (Florida Atlantic University [Boca Raton],
United States), My Nguyen (RMIT University, Australia), Yan

13
 Wang (Brock University, Canada), Jin Lei (Brock University,
Canada)

14:30 – 16:00 D2.2: Financial Markets, Institutions, & Money II ZOOM D2.2
Chair: Tram Hong Dang, Université Polytechnique Hauts-de- Discussant
France (France)
Monetary and prudential policy coordination: impact on Tram Hong Dang (Université
bank's risk-taking (Online) Polytechnique Hauts-de-France,
Melchisedek Joslem Ngambou Djatche (University of France)
Angers, France), Olivier Bruno (University Côte d'Azur, France)
The Interplay of Monetary Policy and FDI in Shaping Green Melchisedek Joslem
Finance (In-person) Ngambou Djatche (University
Nguyen-Quynh-Nhu Ngo (Ton Duc Thang University, of Angers, France)
Vietnam; Open University Ho Chi Minh City, Vietnam), Ha
Pham (Open University Ho Chi Minh City,Vietnam)), Xuan-
Hoang Tran (Ton Duc Thang University, Vietnam), Ngoc-Yen-
Nhi Vuong (Open University Ho Chi Minh City, Vietnam)
The Market for Bank Branches in the Internet Age (Online) Nguyen-Quynh-Nhu Ngo
Tram Hong Dang (Université Polytechnique Hauts-de-France, (Ton Duc Thang University,
France) Vietnam; Open University Ho
Chi Minh City, Vietnam)

14:30 – 16:00 D2.3: Finance and Sustainability III ZOOM D2.3

Chair: Linh Tran Dieu, Paris Saclay University (France) Discussant
A Legal Origins Perspective on ESG Ratings Disagreement Ankur Paliwal (IFMR-
(Online) Graduate School of Business,
Barbara Kurbus (University of Ljubljana, Slovenia), Vasja Krea University, India)
Rant (University of Ljubljana, Slovenia)
Determinants Of Mutual Funds' Carbon Footprint (In-person) Barbara Kurbus (University of
Linh Tran Dieu (RITM - Paris Saclay University, France) Ljubljana, Slovenia)
Does Board Compensation Influence Corporate Social Linh Tran Dieu (RITM - Paris
Responsibility Investment? (In-person) Saclay University, France)
Ankur Paliwal (IFMR- Graduate School of Business, Krea
University, India), Chandrasekaran Nagarajan (IFMR-
Graduate School of Business, Krea University, India)

14:30 – 16:00 D2.4: Finance and Sustainability IV ZOOM D2.4

Chair: Britta Hachenberg, Technical University of Darmstadt Discussant
(Germany)
Revising the Connectedness between Oil, Natural Gas and Renaud Beaupain (IESEG
Energy Firms: A Quantile-decomposition Approach (Online) School of Management (LEM-
Jorge Muñoz (University of Barcelona, Spain), Helena Chuliá CNRS), France)
(University of Barcelona, Spain), Jorge Uribe Gil (University
of Barcelona, Spain)
The Sustainium Effect and Step-up Penalties of Sustainability- Jorge Muñoz (University of
Linked Bonds (Online) Barcelona, Spain)
Britta Hachenberg (TH Köln, Germany), Erdem Kocyigit
(Technische Universität Darmstadt - Technical University of
Darmstadt, Germany)), Dirk Schiereck (Technische Universität
Darmstadt - Technical University of Darmstadt, Germany)
What do press conferences tell us about central bankers' Britta Hachenberg (TH Köln,
sentiment? (Online) Germany)
Renaud Beaupain (IESEG School of Management (LEM-
CNRS), France), Minh Ly Lieu (IESEG School of Management
(LEM-CNRS), France)

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14:30 – 16:00 D2.5: Asset Pricing & Financial Modelling ZOOM D2.5
Chair: Heni Boubaker, IPAG Business School (France) Discussant
An explanation of under-diversification puzzles through Heni Boubaker (IPAG Business
ambiguity tastes and beliefs (Online) School, France; IHEC, Tunisia)
Somayyeh Lotfi (University of Central Lancashire Cyprus,
Cyprus), Stavros Zenios (Durham University, University of
Cyprus, Bruegel, United Kingdom)
Short-horizon insiders and stock trades in personal portfolios Somayyeh Lotfi (University of
(Online) Central Lancashire Cyprus,
M Shahin Sarwar (University of Gothenburg, Sweden), Diem Cyprus)
Nguyen (Lund University, Sweden), Taylan Mavruk (University
of Gothenburg, Sweden)
Improving Hybrid Approaches in Forecasting with Entropy M Shahin Sarwar (University
and Fuzzy Logic (Online) of Gothenburg, Sweden)
Heni Boubaker (IPAG Business School, France; IHEC, Tunisia)

Saturday, 26 October 2024

9:00-12:00
SOCIAL EVENT/HALF-DAY TOUR
END OF CONFERENCE

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