University of Glasgow – Nankai University
Workshop on “Asset Pricing & Corporate Finance”
26th-27th May 2016 – Room 368, Main Building
26-May | |
8.45 | Coffee and Registration |
9.15 | Opening Speech |
Professor Anne Anderson, Dean of College of Social Science | |
Professor John Mckernan, Head of Accounting and Finance, Adam Smith Business School, University of Glasgow | |
Professor Jushan Bai, Head of School of Finance, Nankai University | |
Chair: | Dr. Frank Hong Liu (Glasgow) |
9.30 | National Culture, Corporate Governance Practices, and Firm Value |
Professor Kai Li, University of British Columbia, Canada | |
11.00 | Coffee Break |
11.30 | Why do real estate agents buy houses at lower prices? Cherry picking or bargaining power |
Dr. Jia He (Nankai) | |
Harvard MBA Alumni and their Impact on LBO Investments | |
Dr. Betty Wu (Glasgow) | |
TBC | |
Dr. Evangelos Vagenas-Nanos (Glasgow) | |
13.00 | Lunch |
14.00 | Multi-step nonparametric predictive regression with stationary regressors |
Dr.Tingting Cheng (Nankai) | |
A Parsimonious Asset Pricing Model with Exchange Traded Funds | |
Dr. Chi-Hsiou Daniel Huang (Glasgow) | |
15.00 | Coffee Break |
15.30 | A robust variance bound on pricing kernels |
Dr.Haoxi Yang (Nankai) | |
Monetary Policy and Corporate Bond Returns | |
Prof. Alexandros Kontonikas (Glasgow) | |
27-May | |
Chair: | Dr. Jia He (Nankai) |
10.00 | Learning effects and the disconnect puzzle of emerging market currencies |
Dr.Zeguang Li (Nankai) | |
Trade credit and the firm credit channel of crisis contagion | |
Dr.Bo Wang (Nankai) | |
11.00 | Coffee Break |
11.30 | Could mutual lending facilities fulfil their purpose? An analysis of the legal and regulatory practices in the UK and China |
Dr.Meihui Zhang (Nankai) | |
The Dynamics of Joint Credit Risk and UK Banks | |
Dr. Minjoo Kim (Glasgow) | |
Investment under uncertainty and ambiguity aversion | |
Mr. Xiao Zhang (Glasgow/Nankai) | |
13.00 | Lunch |
14.00 | Capital tiers and prospective tears - Regulatory capital composition and bank risk |
Prof. Phil Molyneux, Bangor University, UK |