Program for stream Finance

WB-11: Financial Modelling I
Stream: Finance
Room: Wildstrubel
Chair(s): Volker Seiler

• Mini flash crashes in Austria: An empirical study
  Viktoria Steffen
• China-to-FOB Price Transmission in the Rare Earth Elements Market and the End of Chinese Export Restrictions
  Volker Seiler
• Social Trading: Do Signal Providers Trigger Gambling?
  Andreas Oehler, Julian Schneider

WE-11: Financial Modelling II
Stream: Finance
Room: Wildstrubel
Chair(s): Florian Pauer

• Barrier Option Pricing With Trading and Non-Trading Hours
  Philip Rosenthal, Rainer Baule, David Shkel
• Time-to-Build and Capacity Expansion
  Haejun Jeon
• Sell or Hold? On the Value of Non-Performing Loans and Mandatory Write-Off Rules
  Florian Pauer, Stefan Pichler

TA-11: Financial Markets
Stream: Finance
Room: Wildstrubel
Chair(s): Julian Schneider

• Fraud Detection by using Isolation Forests
  Johannes Kriebel, Jörn Debener, Volker Heinke
• Does firm's silence drive media's attention away?
  Sasan Mansouri
• On the externalitites of tech firms
  Kai Rohde, Peter Grundke, Valeriya Dinger
• Competition for Visibility: When do (FX) Signal Providers employ Lotteries?
  Julian Schneider, Andreas Oehler

TB-11: Sustainable Finance and Catastrophe Finance
Stream: Finance
Room: Wildstrubel
Chair(s): Stefan Kupfer

• The Challenge of CAT Bond Pricing: Random Forests win the Race
  Eileen Witowski
• Statistical Models Based Stock Trading Strategy for Vaccine Development Company during COVID-19 Outbreak
  Chi-Feng Ho, Chi-hong Ho
• The Influence of ESG Ratings on Idiosyncratic Stock Risk: The Unrated, the Good, the Bad, and the Sinners
  Matthias Horn
• Sustainable Investment Timing, Agency, and Information
  Stefan Kupfer, Max-Frederik Neubert