Finance and Statistical Analysis

Frontiers In Finance 2016

BanffJune 4-5

Banff, Alberta, Canada

This two day conference showcases papers in a broad range of finance, law, and economics with an eye on emerging topics and subjects. Topics include governance, corporate control, ownership and capital structure, investor protection, and networking and price formation in financial markets.

Keltie Tolmie, the FSA Department Administrator, will be on-site if you have any questions or concerns while at the conference (tel. 780-907-1208 or keltie.tolmie@ualberta.ca).

General information on Banff: official Banff website

Link to Banff weather: http://www.theweathernetwork.com/weather/caab0016

How to get to Banff from the Calgary Airport:

Information on the Banff Airporter Shuttle

Information on Brewster Transportation

Driving from Calgary to Banff: Click here to download a PDF file with directions on how to get out of Calgary from the Calgary Airport. This file also shows you how to get to the Rimrock Resort Hotel once you reach Banff.

The Rimrock Resort Hotel: www.rimrockresort.com/

Parking is available at the hotel. Self-parking is $16/day and valet parking is $30/day. Parking information will be given to you when you check in to the hotel. Standard wifi is complimentary.

Program of Events:

Day 1: Saturday, June 4 (Session chair: Masahiro Watanabe)

Click here for Day One abstracts.
8:00-9:30 a.m. Breakfast for participants and their families in the Hawthorn Room (level 6)
9:30 a.m.-12:00 noon Networking with colleagues
Lunch and afternoon presentations are in the Hawthorn Room (level 6)
12:00-12:30 p.m. Conference Lunch
12:30-1:20 p.m. Paper #1: "Aggregate Supply and Demand Shocks and Asset Prices" by Ray Ball (University of Chicago), Gil Sadka (University of Texas at Dallas) and Ayung Tseng (Indiana University)
Presenter: Ray Ball
1:25-2:15 p.m. Paper #2: "Efficient Prices at Any Cost: Does Algorithmic Trading Deter Information Acquisition" by Brian Weller (Northwestern University)
Presenter: Brian Weller
2:15-2:30 p.m. Afternoon coffee break
2:30-3:20 p.m. Paper #3: "The Economic Impact of Index Investing" by Jonathan Brogaard (University of Washington), Matthew Ringgenberg (Washington University in St. Louis) and David Sovich (Washington University in St. Louis)
Presenter: Matthew Ringgenberg
3:25-4:15 p.m. Paper #4: "The Fragility of Organization Capital" by Oliver Boguth (Arizona State University), David Newton (Concordia University) and Mikhail Sumutin (University of Toronto)
Presenter: Oliver Boguth
4:15-4:30 p.m. Wine and cheese break
4:30-5:15 p.m.  New Ideas session: Eliezer Fich, moderator
Presenters: Sahil Raina (University of Michigan), Efstathios Avdis (University of Alberta), Mark Huson, University of Alberta
6:00 p.m. Cocktails and conference dinner in the Hawthorn Room (level 6)




Day 2: Sunday, June 5 (Session chair: Aditya Kaul)
Click here for Day Two abstracts.
8:00-9:30 a.m. Breakfast for participants and their families in the Hawthorn Room (level 6)
9:30 a.m.-12:00 p.m. Networking with colleagues
Lunch and afternoon presentations are in the Hawthorn Room C (level 6)
12:00-12:30 p.m. Conference Lunch
12:30-1:20 p.m. Paper #5: "Uncertain Ability, Career Concerns and Voluntary Disclosure: Evidence from CEO Participation in Earnings Conference Calls" by Khrystyna Bochkay (University of Miami), Roman Chychyla (University of Miami) and Dhananjay Nanda (University of Miami)
Presenter: Dhananjay Nanda
1:25-2:15 p.m. Paper #6: "The Effect of Takeover Protection on the Value of Cash: Evidence From a Natural Experiment" by Eliezer M. Fich (Drexel University), Jarrad Harford (University of Washington) and Adam S. Yore (University of Missouri)
Presenter: Eliezer Fich
2:15-2:30 p.m.  Afternoon coffee break
2:30-3:20 p.m. Paper #7: "What in a (School) Name? Racial Discrimination in Higher Education Bond Markets" by Casey Dougal (Drexel University), Pengjie Gao (University of Notre Dame), William J. Mayew (Duke University) and Christopher Parsons (University of California San Diego)
Presenter: Christopher Parsons
3:25-4:15 p.m. Paper #8: "'Social Issues' in Takeovers" by Aazam Virani (University of Arizona)
Presenter: Aazam Virani
4:15 p.m.  Closing remarks - Vikas Mehrotra
6:00 p.m. Cocktails and conference dinner in the Hawthorn Room (level 6)