Als zweite wissenschaftliche Abteilung der BWG fungiert seit Februar 2010 die Austrian Working Group on Banking and Finance, kurz AWG. Die wissenschaftliche Leitung liegt bei Univ.-Prof. Dr. Michael Hanke, Universität Liechtenstein, Univ.-Prof. Dr. Stefan Pichler, Institute für Finance, Banking and Insurance, WU Wien und Univ.-Prof. Dr. Peter Steiner, ibf der Karl-Franzens-Universität Graz.
Der 34. Workshop fand am 22. und 23. November 2019 an der Universität Liechtenstein, Lehrstuhl für Finance, unter der Leitung von Prof. Dr. Michael Hanke und Prof. Dipl.-Ing. Mag. Dr. Sebastian Stöckl in Vaduz statt.
Folgende Papers wurde vorgestellt und diskutiert:
Downside Risk
Optimization vs Mean-Variance Optimization
Andrea Rigamonti,
Free University of Bozen-Bolzano (Discussant:
W. Schadner)
Fear
and Laughing of the Market: trending pessimism, fragile optimism
Wolfgang
Schadner, University of St. Gallen (Discussant: A. Rigamonti)
Systematic
Systemic Stress Tests
Thomas Breuer,
University of Applied Sciences Vorarlberg /Martin Summer, National Bank of
Austria (Discussant: F. Mair)
Drivers
of the EUR/CHF Exchange Rate
Piotr Kotlarz, University of
Liechtenstein
On
the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a
Multivariate Extension of the Merton Model
Ines Wöckl, University of
Graz
Thou shalt not trade - A study analyzing violations
of no-trade predictions in experimental asset markets
Thomas Stöckl, Management
Center Innsbruck
Cognitive
Skills and Economic Preferences in the Fund Industry
Michael Razen, University of
Innsbruck
Earnings
Autocorrelation and the Post-Earnings-Announcement Drift
Stefan Palan, University of
Graz
Losing
funds, or losing face? Reputational and Accountability Mechanisms in the Credit
Rating Industry
Matthias Herrmann-Meng,
University of Liechtenstein
Reference
Points in Refinancing Decisions
Virginia Gianinazzi, Universià
della Svizzera Italiana & Swiss Finance Institute
Information
Management against Excessive Stock Trading: More or Less? Or Both?
Moritz Mosenhauer,
Management Center Innsbruck
Gold,
platinum, and industry stock returns
Quynh Thi Thuy Pham, WHU -
Otto Beisheim School of Management
The
trilemma of Exiting Expansive Monetary Policy in the Euro Area
Sebastian Lang, University
of St. Gallen
The
Impact of ESG Ratings on the Value of M&A Transactions
Hendrik Kimmerle, University
of Liechtenstein
Der 33. Workshop fand am 23. und 24. November 2018 an der Paris Lodron-Universität Salzburg Fachbereich Sozial- und Wirtschaftswissenschaften – Finanzmanagement und Finanzdienstleistungen unter der Leitung von Univ.-Prof. Dr. Claudia B. Wöhle statt.
Folgende Papers wurde vorgestellt und diskutiert:
Implied Volatility and its predicitive power. An empirical analysis for the
G10 Currencies
Jonathan Bergmann (Universität Würzburg)
A High-Frequency Analysis of Bitcoin Markets
Alexander Brauneis (Alpen-Adria-University
Klagenfurt)
Score-based Portfolio Choice
Dominic Cervicek (TU Wien)
Political Uncertainty and Sovereign Bond Markets
Lukas Handler (Wirtschaftsuniversität
Wien)
Forecasting accuracy and the influence of expert information
Christoph Huber (Universität
Innsbruck)
How to choose between fixed and variable rate loans
Lisa-Maria Kampl (Karl-Franzens-Universität Graz)
Rational Decisions When Selling Non Performing Loans and the Impact of
Regulation
Florian Pauer (Wirtschaftsuniversität Wien)
CDS Market Transparency and Equity Market Quality
Julia Reynolds (Università della Svizzera italiana)
Turbulence in the Cross-Section: Predicting Factor Premia
Sebastian Stöckl (Universität Liechtenstein)
Debt Restructuring: When Do Loan and Bond Prepayments Pay Off?
Ines Wöckl (Universität Graz)