December - 2019
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Program

Speakers

Organizing committee

Venue

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Sponsors

Keynote speaker

Andrew Karolyi

Andrew Karolyi, Cornell University

Andrew Karolyi: The State of Research on Climate Finance: An Inconvenient Void

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Invited speakers

Jonathan A. Batten

Jonathan A. Batten, Universiti Utara Malaysia

Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi, Niklas F. Wagner: Asset Price and Liquidity Impacts: Can the Two Oils (Palm and Brent) Hedge Local Stocks?

Fabrizio Lillo

Fabrizio Lillo, University of Bologna

Fabrizio Lillo: Better to stay apart: asset commonality, systemic risk, and investment strategies

Rafael Schiozer

Rafael Schiozer, Fundacao Getulio Vargas – EAESP

Frederico A. Mourad, Rafael F. Schiozer, Toni R. E. dos Santos: Bank loan forbearance: evidence from a million restructured loans

Balázs Szentes

Balázs Szentes, London School of Economics

Doron Ravid, Anne-Katrin Roesler, Balazs Szentes: Learning Before Trading: On the Inefficiency of Ignoring Free Information

Alexander Szimayer

Alexander Szimayer, University of Hamburg

Zsolt Bihary, Péter Csóka, Péter Kerényi, Alexander Szimayer: Managerial Power and Say-on-Pay in a Principal Agent Framework

Niklas Wagner

Niklas Wagner, University of Passau

Patrizia Perras, Niklas Wagner: Asset pricing with distinct premia for trading and non-trading risk

Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi, Niklas F. Wagner: Asset Price and Liquidity Impacts: Can the Two Oils (Palm and Brent) Hedge Local Stocks?

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Speakers

Vilija Aleknevičienė

Vilija Aleknevičienė, Vytautas Magnus University, Lithuania

Vilija Aleknevičienė, Vaida Klasauskaitė: Behaviour of Calendar Anomalies and Adaptive Market Hypothesis: Evidence from Baltic Stock Markets

Matīss Andersons

Matīss Andersons, Stockholm School of Economics in Riga

Matīss Andersons, Lauris Krasovskis, Ágnes Lublóy: Price evolution of major cryptocurrencies and attitude on the Internet

Sorin Gabriel Anton

Sorin Gabriel Anton, Alexandru Ioan Cuza University of Iasi

Sorin Gabriel Anton: The efficiency of financial intermediation and SME cash holdings. Empirical evidence from emerging Europe

Mátyás Bajai

Mátyás Bajai, Corvinus University of Budapest

Mátyás Bajai, Olivér Hortay, Attila A. Víg: Market Liquidity Analysis on the HUPX Day-Ahead Market

Mehmet Balcilar

Mehmet Balcilar, Eastern Mediterranean University

Mehmet Balcilar, Hasan Gungor: Global Liquidity Effect of Quantitative Easing in Major Advanced Economies on Emerging Markets

Mehmet Balcilar, Hasan Güngör: The Impact of Economic Policy Uncertainty on Government Bond Risk Premiums on Emerging Markets

Eszter Baranyai

Eszter Baranyai, Corvinus University of Budapest

Eszter Baranyai: Open-ended real estate funds: from flows to property

Roberto Baviera

Roberto Baviera, Politecnico Milano

Roberto Baviera, Aldo Nassigh, Emanuele Nastasi: A closed formula for illiquid corporate bonds and an application to the European market

Botond Benedek

Botond Benedek, Babeș-Bolyai University

Botond Benedek, Bálint Zsolt Nagy: Nonlinear asset pricing for cryptocurrencies

Edina Berlinger

Edina Berlinger, Corvinus University of Budapest

Edina Berlinger, Anita Lovas: Social enterprise under moral hazard

Edina Berlinger, Barbara Dömötör: Wrong way risk of retail loans

Zsolt Bihary

Zsolt Bihary, Corvinus University of Budapest

Zsolt Bihary, Péter Csóka, Péter Kerényi, Alexander Szimayer: Managerial Power and Say-on-Pay in a Principal Agent Framework

Robert Czech

Robert Czech, Bank of England

Robert Czech: Credit Default Swaps and Corporate Bond Trading

Péter Csóka

Péter Csóka, Corvinus University of Budapest, Department of Finance

Péter Csóka, P. Jean-Jacques Herings: Non-cooperative bargaining on debt restructuring

Péter Csóka, Ferenc Illés, Tamás Solymosi: Properties of the Shapley allocation rule in liability problems

Zsolt Bihary, Péter Csóka, Péter Kerényi, Alexander Szimayer: Managerial Power and Say-on-Pay in a Principal Agent Framework

Alan De Genaro

Alan De Genaro, Getulio Vargas Foundation (EAESP-FGV)

Alan De Genaro: Market Impact: Evidence from the Brazil stock market

Barbara Dömötör

Barbara Dömötör, Corvinus University of Budapest

Edina Berlinger, Barbara Dömötör: Wrong way risk of retail loans

Máté Fain

Máté Fain, Department of Finance, Corvinus University of Budapest

Máté Fain, Helena Naffa: Pure Factor Megatrend Investments

Melinda Friesz

Melinda Friesz, Corvinus University of Budapest

Melinda Friesz, Kira Muratov-Szabó, Andrea Prepuk, Kata Váradi: Cross-guarantee phenomenon in central clearing

Hasan Güngör

Hasan Güngör, Department of Economics, Eastern Mediterranean University

Mehmet Balcilar, Hasan Güngör: The Impact of Economic Policy Uncertainty on Government Bond Risk Premiums on Emerging Markets

Mehmet Balcilar, Hasan Güngör: Global Liquidity Effect of Quantitative Easing in Major Advanced Economies on Emerging Markets

Attila Havas

Attila Havas, CERS

Attila Havas, György Molnár: A multi-channel interactive learning model of social innovation

Daniel Havran

Daniel Havran, Corvinus Business School, Corvinus University of Budapest

Daniel Havran: What do bankrupted households do differently? Financial and labour market behavior around the poverty trap

Olivér Hortay

Olivér Hortay, Department of Environmental Economics, Budapest University of Technology and Economics; Századvég Economic Research Institute

Mátyás Bajai, Olivér Hortay, Attila A. Víg: Market Liquidity Analysis on the HUPX Day-Ahead Market

Ferenc Illés

Ferenc Illés, Corvinus University of Budapest

Péter Csóka, Ferenc Illés, Tamás Solymosi: Properties of the Shapley allocation rule in liability problems

Péter Juhász

Péter Juhász, Corvinus University of Budapest

Peter Juhasz: Ethical challenges of using AI solutions in financial consulting

Péter Kerényi

Péter Kerényi, Corvinus University of Budapest

Zsolt Bihary, Péter Csóka, Péter Kerényi, Alexander Szimayer: Managerial Power and Say-on-Pay in a Principal Agent Framework

Michał Konopczak

Michał Konopczak, Warsaw School of Economics, Narodowy Bank Polski

Svitlana Galeshchuk, Michał Konopczak, Dobiesław Tymoczko: Evolution of the euro's role as an international currency vis-a-vis the US dollar

Grzegorz Kosiorowski

Grzegorz Kosiorowski, Cracow University of Economics

Grzegorz Kosiorowski, Rafał Sieradzki, Michał Thlon: Game-theoretic approach to IPO underpricing: issuer vs broker

Jan Libich

Jan Libich, La Trobe University and VSB-TU Ostrava

Jan Libich: Unpleasant Monetarist Arithmetic: Macroprudential Edition

Anita Lovas

Anita Lovas, Corvinus University of Budapest

Edina Berlinger, Anita Lovas: Social enterprise under moral hazard

Ágnes Lublóy

Ágnes Lublóy, Stockholm School of Economics in Riga

Matīss Andersons, Lauris Krasovskis, Ágnes Lublóy: Price evolution of major cryptocurrencies and attitude on the Internet

Carolina Manzano Tovar

Carolina Manzano Tovar, Universitat Rovira i Virgili

Anna Bayona, Ariadna Dumitrescu, Carolina Manzano: Information and Optimal Trading Strategies with Dark Pools

György Molnár

György Molnár, CERS

Attila Havas, György Molnár: A multi-channel interactive learning model of social innovation

Helena Naffa

Helena Naffa, Department of Finance, Corvinus University of Budapest

Máté Fain, Helena Naffa: Pure Factor Megatrend Investments

Balint Zsolt Nagy

Balint Zsolt Nagy, Babes Bolyai University

Balint Zsolt Nagy, Botond Benedek: Nonlinear asset pricing for cryptocurrencies

Olivér Nagy

Olivér Nagy, Student, Corvinus University of Budapest

Oliver Nagy, Gabor Neszveda: Individualism and Momentum in Emerging Markets

Gabor Neszveda

Gabor Neszveda, Corvinus University of Budapest

Oliver Nagy, Gabor Neszveda: Individualism and Momentum in Emerging Markets

Miklos Farkas, Gabor Neszveda: Attention and short term reversals

Paweł Oleksy

Paweł Oleksy, Cracow University of Economics

Marcin Czupryna, Paweł Oleksy: The effect of digital communication on liquidity and price behaviour in fine wine market

Panagiotis Panagiotou

Panagiotis Panagiotou, Cass Business School & University of Greenwich

Angel Gavilan, Xu Jiang, Panagiotis Panagiotou: Commonality in Liquidity and its Determinants in Euro-Area Sovereign Bond Market

Patrizia Perras

Patrizia Perras, University of Passau

Patrizia Perras, Niklas Wagner: Asset pricing with distinct premia for trading and non-trading risk

Miklós Pintér

Miklós Pintér, Budapest University of Technology and Economics

Miklós Pintér: How to generate objective ambiguity

Louis Raffestin

Louis Raffestin, Université d'Orléans-CNRS 7322

Louis Raffestin: Confidence as a vector of financial contagion: how does it work, and how much does it matter?

Hamid Raza

Hamid Raza, Aalborg University

Mikael Byrialsen, Hamid Raza: Household Debt and Macroeconomic Stability: An Empirical SFC Model for the Danish Economy

Andreas Savvides

Andreas Savvides, Cyprus University of Technology

Christoforos Andreou, Neophytos Lambertides, Andreas Savvides: Sovereign Credit Risk, Liquidity and Global Equity Fund Returns in Emerging Markets

Ekaterina Serikova

Ekaterina Serikova, University of St. Gallen - Swiss Institute of Bank

Albert J. Menkveld, Ekaterina Serikova: Time for Dinner? No, for Risk Contraction

Rafał Sieradzki

Rafał Sieradzki, Cracow University of Economics

Grzegorz Kosiorowski, Rafał Sieradzki, Michał Thlon: Game-theoretic approach to IPO underpricing: issuer vs broker

Zorka Simon

Zorka Simon, Goethe University Frankfurt

Loriana Pelizzon, Max Riedel, Zorka Simon, Marti Subrahmanyam: Eurosystem Collateral Eligibility and Corporate Debt in the Eurozone

Tamás Solymosi

Tamás Solymosi, Corvinus University of Budapest

Péter Csóka, Ferenc Illés, Tamás Solymosi: Properties of the Shapley allocation rule in liability problems

Szymon Stereńczak

Szymon Stereńczak, Poznań University of Economics and Business

Szymon Stereńczak, Zaghum Umar, Adam Zaremba: Is Stock Liquidity Priced in Frontier Markets?

Coskun Tarkocin

Coskun Tarkocin, Graduate School of Social Sciences, Yildiz Technical University

Coskun Tarkocin: Evolution of liquidity regulation in the UK and what it means for bank's liquidity management

Attila Tasnádi

Attila Tasnádi, Corvinus University of Budapest

Attila Tasnádi: Production in advance versus production to order: Equilibrium and social surplus

Michał Thlon

Michał Thlon, Cracow University of Economics

Kosiorowski Grzegorz, Sieradzki Rafał, Thlon Michał: Game-theoretic approach to IPO underpricing: issuer vs broker

Gyorgy Varga

Gyorgy Varga, FCE

Gyorgy Varga: Liquidity Premium and Buyback Auctions

Attila András Víg

Attila András Víg, Corvinus University of Budapest

Mátyás Bajai, Olivér Hortay, Attila A. Víg: Market Liquidity Analysis on the HUPX Day-Ahead Market

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Poster presenters

Borbála Benedek

Borbála Benedek, Corvinus University of Budapest

Borbála Benedek, Zsuzsanna Győri: Motivations and opportunities of debt settlement as banking activity in Hungary

Andrei Dimcea

Andrei Dimcea, Babes-Bolyai University

Andrei Dimcea, Daria Gavrilova: Influence of Psychic Distance Stimuli on Stock Market Liquidity

Andrei Dimcea, Daria Gavrilova: Abnormal Return Determinants Post-Index-Addition

Krzysztof Echaust

Krzysztof Echaust, Poznań University of Economics and Business

Będowska-Sójka Barbara, Echaust Krzysztof: Do liquidity proxies based on daily prices and quotes really measure liquidity?

Máté Fain

Máté Fain, Department of Finance, Corvinus University of Budapest

Máté Fain, Helena Naffa: Do ESG factors matter in Emerging Markets?

Daria Gavrilova

Daria Gavrilova, Babes-Bolyai University

Andrei Dimcea, Daria Gavrilova: Abnormal Return Determinants Post-Index-Addition

Andrei Dimcea, Daria Gavrilova: Influence of Psychic Distance Stimuli on Stock Market Liquidity

Zsuzsanna Győri

Zsuzsanna Győri, Budapest Business School

Borbála Benedek, Zsuzsanna Győri: Motivations and opportunities of debt settlement as banking activity in Hungary

Péter Juhász

Péter Juhász, Corvinus University of Budapest

Peter Juhasz: Risk of liquidity and leverage in the Hungarian manufacturing industry – Recent trends in dualities

Helena Naffa

Helena Naffa, Department of Finance, Corvinus University of Budapest

Máté Fain, Helena Naffa: Do ESG factors matter in Emerging Markets?

Emilia Németh-Durkó

Emilia Németh-Durkó, Corvinus University of Budapest

Emilia Németh-Durkó: Financing a low-carbon economy

Tímea Ölvedi

Tímea Ölvedi, Corvinus University of Budapest, Department of Finance

Timea Olvedi: The liquidity aspects of P2P lending

Ekaterina Serikova

Ekaterina Serikova, University of St. Gallen - Swiss Institute of Bank

Ekaterina Serikova: The Role of Daytime Stock Auctions in Intraday Return Seasonality

Szymon Stereńczak

Szymon Stereńczak, Poznań University of Economics and Business

Szymon Stereńczak: Various Firm Characteristics, Market States, and Liquidity Premium: The Case of the Warsaw Stock Exchange

Coskun Tarkocin

Coskun Tarkocin, Graduate School of Social Sciences, Yildiz Technical University

Murat Donduran, Coskun Tarkocin: Liquidity classification of the equities introduction of advanced internal models

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Last modified: 2019.11.06.