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Program for stream Finance
Wednesday
Wednesday, 10:40-12:00
WB-11: Financial Modelling I
Stream: Finance
Room: Wildstrubel
Chair(s):
Volker Seiler
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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
Wednesday, 16:00-17:20
WE-11: Financial Modelling II
Stream: Finance
Room: Wildstrubel
Chair(s):
Florian Pauer
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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
Thursday
Thursday, 9:00-10:20
TA-11: Financial Markets
Stream: Finance
Room: Wildstrubel
Chair(s):
Julian Schneider
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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
Thursday, 10:40-12:00
TB-11: Sustainable Finance and Catastrophe Finance
Stream: Finance
Room: Wildstrubel
Chair(s):
Stefan Kupfer
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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