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 | |