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2022 Applied Finance Conference13 May 2022 | St. John's University, New York, NY![]() The Tenth Anniversary FMA Applied Finance Conference will be hosted in-person at St. John’s University’s Tobin College of Business's Manhattan campus located in the heart of New York City’s most vibrant neighborhoods. The Conference is much smaller and more focused than the FMA’s traditional meetings and includes a relatively small number of papers to provide ample opportunity for presentations and discussion by participants. FMA seeks high-quality papers from scholars and practitioners in the fields of finance and accounting that:
Program Co-Chairs Anna Martin, Executive Director, Applied Finance Institute & Alois J. Theis Endowed Chair in Global Finance Betty Simkins, Regents Professor of Finance, Head, Department of Finance, Williams Companies Chair of Business & Professor of Finance Practitioner Insights Coordinator
Conference ProgramFeaturing Keynote Speaker, Andrew Ang, BlackRock Systematic "Sustainable Alpha" Andrew Ang, Ph.D, Managing Director, is Head of Factors, Sustainable and Solutions for BlackRock Systematic. He also serves as Senior Advisor to BlackRock Retirement Solutions. As part of BlackRock Systematic, the Factors, Sustainable and Solutions group is responsible for proprietary factor investing, delivering cutting-edge sustainable alpha, ESG outcomes and product innovation. Dr. Ang is a well-known financial economist specializing in quantitative investing. Author of over 100 publications, Dr. Ang has published on equities, fixed income, optimal asset allocation, and alternative assets. He has written seminal papers in the area of factor investing, including research behind the minimum volatility factor, incorporating macro factors into bond pricing models and factor allocation. His FMA Survey & Synthesis book, "Asset Management: A Systematic Approach to Factor Investing" is a comprehensive guide showing how factor risk premiums can be harvested in portfolio design and incorporated in all aspects of investment management. Conference Registration & Continental Breakfast, 8:00 am Session 1, Politics & Currencies, 8:30 AM - 10:15 am Chairperson: Hongfei Frank Tang, Seton Hall University Regulation and Politics of Share Repurchases: Theory and Evidence Subramanian Rama Iyer, University of New Mexico | Kose John, New York University | Ramesh P Rao, Oklahoma State University | Emma Xu, University of New Mexico Discussant: Elena Smirnova, SUNY Old Westbury Let the Parametric Phoenix Fly Pedro Barroso, Catolica-Lisbon School of Business & Economics | Florent Rouxelin, Florida International University | Jurij-Andrei Reichenecker, UBS Switzerland AG | Michael Reichenecker, UBS Switzerland AG Discussant: Andre de Souza, St. John's University Presidential Cycles and Exchange Rates Pasquale Della Corte, Imperial College London & CEPR | Hsuan Fu, Universite Laval Discussant: Steve Kozlowski, Fairfield University Practitioner insights provided by Georgia Bush, Financial Sector Specialist, Banco de México Session 2, Influences on Firm-Level Decisions, 8:30 AM - 10:15 AMChairperson: Yun Zhu, St. John's University Technological Progress, Managerial Learning, and the Investment-to-Stock Price Sensitivity Kevin Aretz, University of Manchester | Hassan Ilyas, Cornell University | Gaurav Kankanhalli, University of Pittsburgh Discussant: Steve Taylor, Stevens Institute of Technology The Role of Managerial Protections on Bank Capital Requirements Joshua Bosshardt, Federal Housing Finance Agency | Ali Kakhbod, Rice University | Kunal Sachdeva, Rice University Discussant: Nonna Sorokina, Penn State Scranton Information Spillover and Corporate Policies: The Case of Listed Options Jianfeng Hu, Singapore Management University | Guangzhong Li, Sun Yat-Sen University | Roni Michaely, University of Geneva & SFI | Gennaro Bernile, University of Miami Discussant: Joon Ho Kong, Stevens Institute of Technology Practitioner insights provided by Victor Flores, Managing Partner, Snowwater Investment Partners LLC Coffee Break, 10:15 AMSession 3, PANEL SESSION, New Frontiers in Enterprise Risk Management, 10:30 AM - 12:00 noon Enterprise risk management (ERM) is a methodology that looks at risk management strategically from the perspective of the entire firm or organization. It is a top-down strategy that aims to identify, assess, and prepare for potential losses, dangers, hazards, and other potentials for harm that may interfere with an organization's operations and objectives and/or lead to losses. This panel session will address how a firm's ERM is evolving to address the rapidly changing landscape of risk within organizations. It will also cover the need for more academic research on ERM and provide suggestions of research topics. Moderator Betty Simkins, Regents Professor of Finance, Head, Department of Finance, Williams Companies Chair of Business & Professor of Finance, Panelists Susan Hume, Associate Professor of Finance Don Pagach, Professor of Accounting and Director of Research for Enterprise Risk Management Initiative Rob Quail, Principal Keynote Address, 12:00 noon"Sustainable Alpha"Andrew Ang, BlackRock SystematicLuncheon, 1:00 PMSession 4, PANEL SESSION, Retail Trading in Modern Financial Markets, 2:00 PM - 3:30 PM Retail trading in financial markets has exploded in recent years. This session will explore retail trade execution, discuss the implications of retail trading for financial markets, and consider what may happen in the future. Moderator Gregory Eaton, Assistant Professor of Finance, Oklahoma State University Panelists Tom Ernst, Assistant Professor of Finance Phil Mackintosh, Chief Economist John Ramsay, Chief Market Policy Officer Coffee Break, 3:30 PMSession 5, Equity & Asset Pricing, 3:45 PM - 5:30 PMChairperson: Danling Jiang, Stony Brook University What Drives Stock Prices along Business Cycles? Dat Mai, University of Missouri - Columbia Discussant: Demissew Ejara, University of New Haven Kai Li, Peking University | Chi-Yang Tsou, University of Manchester Discussant: Namho Kang, Bentley University Iftekhar Hasan, Fordham University | Alev Yildirim, Southern Connecticut State University | Erdem Dogukan Yilmaz, HEC Lausanne Discussant: Nazli Alan, Fairfield University Practitioner insights provided by Carla Nunes, Managing Director, Kroll LLC Session 6, Unique Technologies in Finance, 3:45 PM - 5:30 PM Chairperson: George Jiang, Washington State University The Network Factor of Equity Pricing: A Signed Graph Laplacian Approach Ajim Uddin, New Jersey Institute of Technology Discussant: Dexin Zhou, Baruch College Analysts, Fundamentals, and Portfolio Selection: A Machine Learning Approach Stefano Bonini, Stevens Institute of Technology | Mustafa Gultekin, UNC Chapel Hill | Thomas Shohfi, Rensselaer Polytechnic Institute | Majeed Simaan, Stevens Institute of Technology Discussant: Hoang Nguyen, University of Baltimore Banking Across America: Distance and Branch Use Jung Sakong, Federal Reserve Bank of Chicago | Alexander K Zentefis, Yale School of Management Discussant: Raffi Garcia, Rensselaer Polytechnic Institute Practitioner insights provided by Mitesh Shah, Founder & CEO, Omnia Markets, Inc. ----- Presenting authors appear in bold. Reception, 5:30 PM RegistrationConference registration is closed. Please contact FMA here if you have any questions. Hotel Reservations There are a number of hotels located near the St. John's University campus. Hotel information, sample rates, and a map can be found here. If you use an online hotel search engine, East Village (Lower East Side) and Union Station are the primary neighborhoods to use in your search. St. John's University is located at 101 Astor Place. Call for Papers Click here to read the Call For Papers Per St. John's University policy, all attendees must provide proof of COVID-19 vaccination to attend the Conference. #FMAAFC2022 - Follow the ConversationDuring the conference, use the hashtag #FMAAFC2022 to follow the conversation on Twitter (@finmgmtassoc) and Facebook (www.facebook.com/FMA.org). THANK YOU to our main sponsor:St. John's University
Founded in 1870, St. John’s University is a Catholic and Vincentian university that prepares students for ethical leadership roles in today’s global society.St. John’s has four campuses—Queens, Staten Island, and Manhattan in New York, and Rome, Italy. The University also has three academic locations—Hauppauge, New York; Paris, France; and Limerick, Ireland. Students come to St. John’s from 46 states and 127 countries. The University offers more than 100 associate, bachelor’s, master’s, and doctoral degree programs in the arts, business, education, law, pharmacy, and the natural and applied sciences. Students benefit from academic service, learning activities, extensive global studies opportunities, an alumni network of over 180,000, and 17 NCAA, Division I men’s and women’s athletic teams.
THANK YOU to our secondary sponsor Spears School of Business, Oklahoma State University The Spears School of Business is the business component of Oklahoma State University. Located in Stillwater, Oklahoma, Spears Business is composed of eight academic departments with more than 100 tenure and tenure-track educational professionals.
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