VII Luso-Brazilian Finance Meeting - Buzios

March 23-25, 2013


Venue of the Meeting:Pousada dos Gravatás 

Its unique setting right on the beach in Geribá, makes the POUSADA DOS GRAVATAS the right place to enjoy the best that Buzios has to offer:
Breathtaking views, white sands and sparkling turquoise waters along with a lot of fun and a full range of activities and sports.
The Pousada dos Gravatás also mixes the charm and the cool atmosphere of a typical Buzios
colonial style construction with a touch of modernity offering its guests comfort and personalized service.

The Organizing Committee:

João Amaro de Matos (Nova SBE): This email address is being protected from spambots. You need JavaScript enabled to view it.

Ana Paula Serra (Universidade do Porto): This email address is being protected from spambots. You need JavaScript enabled to view it.

Marco Bonomo (INSPER): This email address is being protected from spambots. You need JavaScript enabled to view it.

Walter Novaes (PUC-Rio): This email address is being protected from spambots. You need JavaScript enabled to view it.


Saturday Evening

5:00 – 5:40 pm: Speculation and Risk Sharing with New Financial Assets

Author: Alp Simsek


5:40-6:00 pm: Coffee Break


Short Communications


6:00 – 6:15 pm: Price Discovery on Common and Preferred
Shares Across Multiple Markets

Authors: Marcelo Fernandes e Cristina Scherrer

6:15 – 6:30 pm Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?

Authors: Gonçalo Faria and João Correia da Silva

6:30 – 6:45 pm:Forecasting Bond Yields with Segmented Term Structure Models

Authors: Caio Almeida, Daniela Kubudi, Axel Simonsen and José Vicente

6:45 – 7:00 pm: Monetary Policy and the Cross Monetary Policy and the Cross-section of section of Stock Returns: A FAVAR approach

Authors: Tiago Berriel, Carlos Carvalho e Victor Duarte

7:00 – 7:15 pm: Tradable macro risk factors and the cross-section of stock returns

Authors: Nikolay Doskov,Tapio Pekkala and Ruy M. Ribeiro

7:15 – 7:30 pm: Residential Property Loans and the Cross-Section of Stock returns

Authors:António Martins, Ana Paula Serra, Francisco VitorinoMartins and Simon Stevenson

7:30 – 7:45 pm: Conditional Betas and Investor Uncertainty

Authors: Fernando Chague

7:45 – 8:00 pm: Firm Cash Holdings and Real Interest Rates

Authors: Bernardino Adão, Miguel Ferreira and André Castro Silva

8:00 – 8:15 pm: Inflation Expectations in an Affine Macro-Finance Term Structure Model

Authors: Daniela Kubudi and José Vicente

Sunday Morning

8:30-9:45 am: When Less is More: Financial Constraints and Innovative Efficiency

Authors: Heitor Almeida, Po-Hsuan Hsu and Dongmei Li

Discussants: Cláudia Custódio; Marco Bonomo

9:45-11:00 am: Rollover Crises and Transparency: the Role of Asymmetric Risk Sensitivities

Authors: Felipe Iachan and Plamen Nenov

Discussants: André Silva; Tiago Berriel

Beach Break

Saturday Afternoon

4:00 pm- 5:15 pm: Financial Expert CEOs: Corporate Policies, CEO Choice, and the Firm Life Cycle

Authors: Claudia Custodio e Daniel Metzger

Discussant: Walter Novaes; Pedro Barroso

5:15-6:30 pm: Testing the Effects of Short-Selling Restrictions on Asset Prices

Authors: Bruno Giovanetti, Rodrigo de Losso e Alan De Genaro.

Discussant: Melissa Prado; Marcelo Fernandes

6:30-6:45 pm: Coffee Break

6:45-8:00 pm: Equity Lending, Investment Restrictions and Fund Performance

Author: Melissa Prado, Miguel Ferreira and Richard Evans

Discussants: Daniela Kubudi; Nelson Camanho

Monday Morning

8:30-9:45 am: Co-Insurance in Mutual Fund Families

Authors: Breno Schmidt and Luis Gonçalves-Pinto

Discussants: Ruy Ribeiro; Ana Paula Serra

9:45-10:00 am: Coffee Break

10:00-11:15 am: Managing the Risk of Momentum

Authors: Pedro Barroso e Pedro Santa-Clara

Discussants: Fernando Chague; Gonçalo Faria

11:15 am-12:30 pm: The Effects of Fund Flows on Corporate Investment: a Catering View

Author: Nelson Camanho

Discussants: João Mergulhão; Carlos Carvalho

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