October - 2018
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Keynote speakers

Edward I. Altman, Stern School of Business, New York University

Edward I. Altman: The Altman Z score model after 50 years: What have we learned, and Where are we in the Crédit Cycle, Is there a global debt bubble building?

Douglas Cumming, Schulich School of Business, York University

Douglas Cumming: Linking microstructure and manipulation to corporate finance

Thomas Walker, John Molson School of Business, Concordia University

Thomas Walker: Financial innovations in the social economy

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Invited speakers

Jonathan A. Batten

Jonathan A. Batten, University Utara Malaysia

Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi and Niklas F. Wagner: Dynamic co-movements among crude oil and commodity markets

Jonathan A. Batten, Harald Kinateder, Niklas Wagner: Beating the average: Equity premium variations, uncertainty and liquidity

Jonathan A. Batten, Igor Loncarski, Peter G. Szilagyi: Strategic insider trading: Liquidity impacts

Nina Anolick, Jonathan A. Batten, Harald Kinateder and Niklas Wagner: Abnormal share repurchase returns: Does liquidity risk matter?

András Bohák

András Bohák, MSCI

András Bohák: A change of paradigm on fund liquidity risk - from mere compliance to actual management

Igor Lončarski

Igor Lončarski, University of Ljubljana

Jonathan A. Batten, Igor Loncarski, Peter G. Szilagyi: Strategic insider trading: Liquidity impacts

Seema Narayan

Seema Narayan, RMIT University

Seema Narayan, Son Nguyen and Ngoc Minh Bui: Macroeconomic determinant of US corporate leverage

Alexander Szimayer

Alexander Szimayer, University of Hamburg

Christian Hilpert, Stefan Hirth and Alexander Szimayer: Rating under asymmetric information

Md Hamid Uddin

Md Hamid Uddin, Taylor’s University

Md Hamid Uddin and Md Hakim Ali: Cybersecurity Risk and Banking Stability: A thematic review

Niklas Wagner

Niklas Wagner, University of Passau

Jonathan A. Batten, Harald Kinateder, Niklas Wagner: Beating the average: Equity premium variations, uncertainty and liquidity

Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi and Niklas F. Wagner: Dynamic co-movements among crude oil and commodity markets

Nina Anolick, Jonathan A. Batten, Harald Kinateder and Niklas Wagner: Abnormal share repurchase returns: Does liquidity risk matter?

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Speakers

Nina Anolick

Nina Anolick, University of Passau

Nina Anolick, Jonathan A. Batten, Harald Kinateder and Niklas Wagner: Abnormal share repurchase returns: Does liquidity risk matter?

Nicoleta Bărbuţă-Mişu

Nicoleta Bărbuţă-Mişu, “Dunarea de Jos” University of Galati

Fitim Deari, Nicoleta Bărbuţă-Mişu, Teona Shugliashvili: Capital structure and macroeconomic determinants: a panel data analysis for german SMEs

Edina Berlinger

Edina Berlinger, Corvinus University of Budapest

Edina Berlinger, Judit Lilla Keresztúri and Zsuzsanna Tamásné Vőneki: A cross-country analysis of operational risk: The effect of the freedom of press

Edina Berlinger, Márton Gosztonyi and Zoltán Pollák: Formal and informal lending

Barbara Będowska-Sójka

Barbara Będowska-Sójka, Poznań University of Economics and Business

Barbara Będowska-Sójka and Krzysztof Echaust: Proxies for extreme illiquidity: The evidence from the Warsaw Stock Exchange

Nina Boyarchenko

Nina Boyarchenko, Research Group of the Federal Reserve Bank of New York

Nina Boyarchenko, Thomas Eisenbach, Pooja Gupta, Or Shachar and Peter Van Tassel: Bank-intermediated arbitrage

Alexander Brauneis

Alexander Brauneis, Alpen-Adria-Universitaet Klagenfurt

Alexander Brauneis: A High-Frequency Analysis of Bitcoin Markets

Aida Ćehajić

Aida Ćehajić, University of Ljubljana

Aida Ćehajić and Marko Košak: Macroprudential measures and developments in bank funding costs and funding structure

Ondřej Černík

Ondřej Černík, University of Economics Prague

Ondřej Černík, Jan Červenka and Radim Valenčík: Game theoretic analysis of liquidity in financial markets

Jan Červenka

Jan Červenka, University of Finance and Administration Prague

Ondřej Černík, Jan Červenka and Radim Valenčík: Game theoretic analysis of liquidity in financial markets

Péter Csóka

Péter Csóka, Corvinus University of Budapest

Péter Csóka, Ferenc Illés and Tamás Solymosi: On the Shapley-value of liability games

Barbara Dömötör

Barbara Dömötör, Corvinus University of Budapest

Barbara Dömötör: Risk management and corporate size: Results of a survey

Hamza El Khalloufi

Hamza El Khalloufi, University of Paris 1 Sorbonne

Hamza El Khalloufi and Constantin Mellios: Optimal asset allocation and consumption under market liquidity risk

Garo Garabedian

Garo Garabedian, Central Bank of Ireland

Garo Garabedian: A sparse market liquidity measure, and its interactions with monetary policy

Arun Kumar Gopalaswamy

Arun Kumar Gopalaswamy, IIT Madras

James Dominica and Arun Kumar Gopalaswamya: Is VC market liquid? Evidence from India

Márton Gosztonyi

Márton Gosztonyi, Budapest Business School

Edina Berlinger, Márton Gosztonyi and Zoltán Pollák: Formal and informal lending

Attila Havas

Attila Havas, Institute of Economics, Hungarian Academy of Sciences

György Molnár and Attila Havas: Escaping from the poverty trap with social innovation: the Way-out program in Hungary

Dániel Havran

Dániel Havran, Corvinus University of Budapest

Dániel Havran, Péter Kerényi and Attila A. Víg: Short food supply chain finance

Dániel Havran, Zsolt Lakatos and Henriett Primecz: Women on Board in Central Eastern Europe: the Business Case

László Holló

László Holló, MSCI

László Holló: Portfolio level liquidity – how to account for correlations?

Bálint Horváth

Bálint Horváth, University of Bristol

Swarnava (Sonny) Biswas, Fabiana Gomez, Bálint L. Horváth, Wei Zhai: Eliminating the tax shield through allowance for corporate equity: Cross-border credit supply effects

Ferenc Illés

Ferenc Illés, Corvinus University of Budapest

Péter Csóka, Ferenc Illés and Tamás Solymosi: On the Shapley-value of liability games

Lorant Kaszab

Lorant Kaszab, Central Bank of Hungary

Roman Horvath and Lorant Kaszab: Equity premium and monetary policy in a model with limited asset market participation

Judit Lilla Keresztúri

Judit Lilla Keresztúri , Corvinus University of Budapest

Edina Berlinger, Judit Lilla Keresztúri and Zsuzsanna Tamásné Vőneki: A cross-country analysis of operational risk: The effect of the freedom of press

Péter Kerényi

Péter Kerényi, Corvinus University of Budapest

Dániel Havran, Péter Kerényi and Attila A. Víg: Short food supply chain finance

Hubert János Kiss

Hubert János Kiss, Eötvös Loránd University

Hubert J. Kiss, Ismael Rodriguez-Lara and Alfonso Rosa-Garcia: Who runs first to the bank?

Ingomar Krohn

Ingomar Krohn, Copenhagen Business School

Ingomar Krohn, Philippe Mueller and Paul Whelan: FX premia around the clock

Zsolt Lakatos

Zsolt Lakatos, Corvinus University of Budapest

Dániel Havran, Zsolt Lakatos and Henriett Primecz: Women on Board in Central Eastern Europe: the Business Case

Tomy Lee

Tomy Lee, Central European University

Tomy Lee: Why trade over-the-counter? When investors want price discrimination

Godfrey Marozva

Godfrey Marozva, University of South Africa

Godfrey Marozva and Daniel Makina: Liquidity risk and asset liability mismatches: Evidence from South Africa

Piotr Mielus

Piotr Mielus, Warsaw School of Economics

Aneta Hryckiewicz, Piotr Mielus, Karolina Skorulska and Małgorzata Snarska: Does a bank levy increase frictions on the interbank market?

György Molnár

György Molnár, Institute of Economics, Hungarian Academy of Sciences

György Molnár and Attila Havas: Escaping from the poverty trap with social innovation: the Way-out program in Hungary

László Nagy

László Nagy, Budapest University of Technology and Economics

László Nagy and Mihály Ormos: Volatility surface calibration in illiquid market environment

Mihály Ormos

Mihály Ormos, Eötvös Loránd University

László Nagy and Mihály Ormos: Volatility surface calibration in illiquid market environment

Roberto Pascual

Roberto Pascual, University of the Balearic Islands

Bidisha Chakrabarty, Terrence Hendershott, Samarpan Nawn and Roberto Pascual: Order exposure in high frequency markets

Dóra Gréta Petróczy

Dóra Gréta Petróczy, Corvinus University of Budapest

Dóra Gréta Petróczy: An alternative quality of life ranking on the basis of remittances

Zoltán Pollák

Zoltán Pollák, Corvinus University of Budapest

Edina Berlinger, Márton Gosztonyi and Zoltán Pollák: Formal and informal lending

Teona Shugliashvili

Teona Shugliashvili, Ludwig Maximilian University of Munich

Fitim Deari, Nicoleta Barbuta-Misu, Teona Shugliashvili: Capital structure and macroeconomic determinants: a panel data analysis for german SMEs

Rafał Sieradzki

Rafał Sieradzki, Cracow University of Economics

Rafał Sieradzki and Michał Thlon: Corporate credit risk modelling: sectoral approach

Milla Siikanen

Milla Siikanen, Tampere University of Technology

Milla Siikanen, Ulrich Nögel, and Juho Kanniainen: Liquidity in the FX market: empirical evidence from an aggregator

Tamás Solymosi

Tamás Solymosi, Corvinus University of Budapest

Péter Csóka, Ferenc Illés and Tamás Solymosi: On the Shapley-value of liability games

Csilla Szanyi

Csilla Szanyi, KELER CCP

Csilla Szanyi, Melinda Szodorai and Kata Váradi: An empirical study on the effect of margin requirement changes on the market liquidity

Melinda Szodorai

Melinda Szodorai, KELER CCP and Corvinus University of Budapest

Csilla Szanyi, Melinda Szodorai and Kata Váradi: An empirical study on the effect of margin requirement changes on the market liquidity

Kazuhiro Takino

Kazuhiro Takino, NUCB Business School

Kazuhiro Takino: A market making of derivatives markets under non-cash collateralization

Zsuzsanna Tamásné Vőneki

Zsuzsanna Tamásné Vőneki, Corvinus University of Budapest

Edina Berlinger, Judit Lilla Keresztúri and Zsuzsanna Tamásné Vőneki: A cross-country analysis of operational risk: The effect of the freedom of press

Michał Thlon

Michał Thlon, Cracow University of Economics

Rafał Sieradzki and Michał Thlon: Corporate credit risk modelling: sectoral approach

Quentin Vandeweyer

Quentin Vandeweyer, ECB

Matthieu Darracq Pariès and Quentin Vandeweyer: A macro-financial model of monetary policies with leveraged intermediaries

Kata Váradi

Kata Váradi, Corvinus University of Budapest

Csilla Szanyi, Melinda Szodorai and Kata Váradi: An empirical study on the effect of margin requirement changes on the market liquidity

György Varga

György Varga, FCE Consultoria

György Varga: Liquidity Premium and Buyback Auctions in Domestic Brazilian Government Bonds

Gyuri Venter

Gyuri Venter, Copenhagen Business School

Gyuri Venter: Financially constrained strategic arbitrage

Attila A. Víg

Attila A. Víg, Corvinus University of Budapest

Dániel Havran, Péter Kerényi and Attila A. Víg: Short food supply chain finance

Michael Weigerding

Michael Weigerding, German Commerzbank

Michael Weigerding: Liquidity drivers on the covered bond market

Paul Whelan

Paul Whelan, Copenhagen Business School

Matteo Leombroni, Andrea Vedolin, Gyuri Venter and Paul Whelan: Central Bank communication and the yield curve

Ádám Zawadowski

Ádám Zawadowski, Central European University

Martin Oehmke, Adam Zawadowski: Optimal Complexity in Financial Markets

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Poster presenters

Barbara Będowska-Sójka

Barbara Będowska-Sójka, Poznań University of Economics and Business

Barbara Będowska-Sójka and Krzysztof Echaust: The differences in liquidity: Developed versus emerging European markets

Edina Berlinger

Edina Berlinger, Corvinus University of Budapest

Edina Berlinger, Barbara Dömötör and Balázs Árpád Szűcs: Path dependent risk taking

Katalin Dobranszky-Bartus

Katalin Dobranszky-Bartus, Corvinus University of Budapest

Jens Valdemar Krenchel, Katalin Dobránszky-Bartus: Does a continuous loan-to-value requirement on cover pool undermine financial stability?

Katalin Dobránszky-Bartus, Jens Valdemar Krenchel: Do pricing patterns on the Danish housing market change?

Barbara Dömötör

Barbara Dömötör, Corvinus University of Budapest

Barbara Dömötör: Motives of foreign currency borrowings

Edina Berlinger, Barbara Dömötör and Balázs Árpád Szűcs: Path dependent risk taking

Selma Haj Khlifa

Selma Haj Khlifa, Business school - Groupe ISCAE - Morocco

Selma Haj Khlifa: Banking regulations and role of the state in economic growth

Olivér Hortay

Olivér Hortay, Budapest University of Technology

Olivér Hortay and Bence Péter Rozner: Optimal allocation of renewable energy subsidy licenses

Ngo Thai Hung

Ngo Thai Hung, Corvinus University of Budapest

Ngo Thai Hung: Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods? Evidence from EGARCH model

Jens Valdemar Krenchel

Jens Valdemar Krenchel, Corvinus University of Budapest

Jens Valdemar Krenchel, Katalin Dobránszky-Bartus: Does a continuous loan-to-value requirement on cover pool undermine financial stability?

Katalin Dobránszky-Bartus, Jens Valdemar Krenchel: Do pricing patterns on the Danish housing market change?

Karel Kupka

Karel Kupka, TriloByte Statistical Software

Arun P. Aneja, Karel Kupka, Rudrajeet Pal, Jiri Militky and Marcela Salficka: Statistical models for rating financial performance and health of companies: New business comfort paradigm

Zoriana Matsuk

Zoriana Matsuk, Kiev National Economic University, named after Vadym Hetman

Zoriana Matsuk: The legal regulation frameworks of the securities market activities: A review from Ukraine

Fitim Deari, Zoriana Matsuk and Valeriya Lakshina: Leverage and macroeconomic determinants: Evidence from Ukraine

László Nagy

László Nagy, Budapest University of Technology and Economics

Mihály Ormos and László Nagy: A Cluster-based analysis of financial markets

Emilia Németh-Durkó

Emilia Németh-Durkó, Corvinus University of Budapest

Emilia Németh-Durkó: Does financial development increase environmental quality?

Mihály Ormos

Mihály Ormos, Eötvös Loránd University

Mihály Ormos and László Nagy: A Cluster-based analysis of financial markets

Bence Péter Rozner

Bence Péter Rozner, Eötvös Loránd University

Olivér Hortay and Bence Péter Rozner: Optimal allocation of renewable energy subsidy licenses

Zorka Simon

Zorka Simon, Research Center SAFE of Goethe University Frankfurt

Zsuzsa R. Huszár and Zorka Simon: The information content of securities lending along the sovereign risk spectrum

Szymon Stereńczak

Szymon Stereńczak, Poznań University of Economics and Business

Szymon Stereńczak: Stock liquidity premium on the Warsaw Stock Exchange: New alternative tests

Balázs Árpád Szűcs

Balázs Árpád Szűcs, Corvinus University of Budapest

Edina Berlinger, Barbara Dömötör and Balázs Árpád Szűcs: Path dependent risk taking

György Varga

György Varga, FCE Consultoria

György Varga: International versus local credit ratings agencies: The case of Brazilian ABS

László Vértesy

László Vértesy, Budapest University of Technology and Economics

László Vértesy: The free movement of capital - towards the Capital Markets Union - legal and regulative aspects

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Last modified: 2018.10.16.