2013
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.
Program
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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