Conference Program

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   XIV Lubrafin Virtual Conference
June 25, 2021

Organizers: Igor Cunha and Bruno Giovannetti, Melissa Prado and José Miguel Gaspar


A single ZOOM Link, valid for the whole day will be sent to participants by separate email.

Presenters: 15 minutes if with discussant, 10 minutes if without discussant (5m)

Discussants: 5 minutes

All Times São Paulo time (BRT / GMT

10:00-10:20The Contrarian Put

Presenter: Ferando Chague (EESP-FGV)

Discussant: Ricardo Barahona (Tilburg university)

10:25-10:35: Corporate Bond Portfolios and Asset-Specific Information

Presenter: Giorgio Ottonello (Nova SBE)

10:40-11:00: An Intertemporal Risk Factor Model

Presenter: Andrei Gonçalves (University of North Carolina)

Discussant: Giorgio Ottonello (Nova SBE)

11:05-11:15: Frequency-domain information for active portfolio management

Presenter: Gonçalo Faria (Católica Porto Business School)

11:20-11:40: Value Creation in Shareholder Activism: A Structural Approach

Presenter: Rui Albuquerque (Boston College)

Discussant: Paulo Manoel (University of Kentucky)

11:45-11:55: Why can't investors pick the right index fund? 

Presenter: Ricardo Barahona (Tilburg university)

12:00-12:20: How does Peer-to-Business Lending Affect Financial Policy of SMEs?

Presenter: Emanuele Rizzo (Nova SBE)

Discussant: Marcelo Rezende (Federal Reserve Board

12:25-12:45: Effects of sharing positive information on the credit market

Presenter: Claudia Bruschi (Itau BBA)

12:50-13:00: How Do Global Systemically Important Banks Lower Capital Surcharges?

Presenter: Marcelo Rezende (Federal Reserve Board)

Discussant: Klênio Barbosa (SKEMA


1 hour Break

14:00-14:10: Bank relationship and firms' cost of hedging

Presenter: Sérgio Leão (Central Bank of Brazil

14:15-14:35: International financial frictions, bank lending and firm level activity

Presenter: Artashes Karapetyan (ESSEC Business School)        

Discussant: Melissa Prado (Nova SBE)

14:40-14:50: The Impact of Financial Regulation on Bank Risk and Performance 

Presenter: Klênio Barbosa (SKEMA  

14:55-15:05Which Entrepreneurs Are Financially Constrained? 

Presenter: Francisco Queiró (Nova SBE)                   

Discussant: Marco Bonomo (Insper)

15:10-15:30Macroprudential Policies at Work: How do Government-owned Banks Affect Credit Markets? 

Presenter: Marcio Garcia (PUC-Rio)       

30-min Break 

16:00-16:20Sovereign-Bank Diabolic Loop: The Government Procurement Channel

Presenter: Miguel Ferreira (Nova SBE)

Discussant: Rui Albuquerque (Boston College) 

16:25-16:35: Workplace racial harassment and firm performance 

Presenter: Isaac Hacamo (Indiana University)

DiscussantFrancisco Queiró (Nova SBE)

16:40-17:00: The Real Effects of Politicians' Compensation

Presenter: Paulo Manoel (University of Kentucky)

Discussant: Isaac Hacamo (Indiana University)  

17:05-17:15:Are ISS Recommendations Informative?

Presenter: Ana Albuquerque (Boston University)

17:20-17:40:Banks as Venture Capital General Partners

Presenter: Antônio Gledson de Carvalho (EAESP-FGV)

17:45-18:05:Personal Income Taxes and Labor Downskilling: Evidence from 27 Million Job Postings

Presenter: Murillo Campello (Cornell University) 

Discussant: Bruno Giovannetti (EESP-FGV)  

18:10-18:30:Micro Uncertainty and Asset prices

Presenter: Bernard Herskovic (UCLA) 

Discussant: Andrei Gonçalves (UNC)

Social Time (15 min): group photo, plans for 2022, …

A single ZOOM Link, valid for the whole day will be sent to participants by separate email.