VSB Mid-Atlantic Research Conference in Finance Program

Conference date

25 Mar 2022




Conference Announcement
VSB Mid-Atlantic Research Conference in Finance Program
Villanova School of Business
March 25, 2022

In conjunction with the Villanova School of Business, we invite finance researchers to attend the 2022 VSB Mid-Atlantic Research Conference in Finance (MARC). This one-day, one-track MARC meeting on Friday, March 25, 2022, will be held in virtually, via Zoom, from 8:15 am until 5:00 pm. We will be sharing high quality research papers in all areas of finance and will feature Prof. Will Goetzmann of Yale Univ. as our keynote speaker. Also, we will have two additional distinguished speakers, Turan Bali (Georgetown) and Michelle Lowry (Drexel). Please see below for the full program.

8:40 Financial Markets Session: Chair: Andriy Shkilko, Wilfrid Laurier Univ.

Passive Ownership and Price Informativeness
Marco Sammon, Harvard Business School
Discussant: Mina Lee, Washington Univ. in St. Louis

Does Time Priority Prevent Risk Sharing?
Corey Garriott, Montréal Exchange; Vincent van Kervel, Pontifica Universidad Católica de Chile; Marius Zoican, Univ. of Toronto
Discussant: Patrik Sandas, Univ. of Virginia

9:50 Distinguished Speaker: Turan Bali, Georgetown Univ.
A Factor Model for Stocks Based on Option Prices

10:20 Break

10:35 Financial Institutions Session: Chair: Kris Gerardi, FRB Atlanta

Minority Loan Offices and Minorities’ Access to Mortgage Credit
W. Scott Frame, FRB Dallas; Ruidi Huang, Southern Methodist Univ., Erik Mayer, Southern Methodist Univ., Adi Sunderam, Harvard Business School
Discussant: James Vickery, FRB Philadelphia

Do Mortgage Lenders Compete Locally? Implications for Credit Access
Greg Buchak, Stanford Univ.; Adam Jørring, Boston College
Discussant: Jim Conklin, Univ. of Georgia

11:45 Break

12:00 Lunch and Keynote Speaker
William Goetzmann, Yale Univ.
Ancient and Modern Financial Tools

1:00 Corporate Finance Session: Chair: John Hackney, Univ. of South Carolina

Remotely Productive: The Efficacy of Remote Work for Executives
Ran Duchin, Boston College; Denis Sosyura, Arizona State Univ.
Discussant: Vineet Bhagwat, George Washington Univ.

Consumer Choice and Corporate Bankruptcy
Samuel Antill, Harvard Business School; Megan Hunter, Boston College
Discussant: Ben Iverson, Brigham Young Univ.

2:10 Break

2:25 Distinguished Speaker: Michelle Lowry, Drexel Univ.
Blurring of Lines Between Private and Public Ownership

2:55 Investments Session: Chair: Andrea Rossi, Univ. of Arizona

Prices are Less Elastic at More Aggregate Levels
Jiacui Li, Univ. of Utah; Zihan Lin, Stanford Institute for Computational & Mathematical Engineering
Discussant: Thummim Cho, London School of Economics

The Cost of ESG Investing
Laura Lindsey, Arizona State Univ.; Seth Pruitt, Arizona State Univ.; Christoph Schiller, Arizona State Univ.
Discussant: Pedro Matos, Univ. of Virginia

4:05 Closing Remarks and Online Reception

MARC Program Track Chairs:
Corporate Finance: John Hackney, Univ. of South Carolina; Matthew Denes, Carnegie Mellon Univ.
Financial Institutions: Atanas Mihov, Kansas Univ.
Financial Markets / Market Microstructure: Andriy Shkilko, Wilfrid Laurier Univ.
Investments: Andrei Gonçalves, Univ. of North Carolina

We encourage you to attend this one-day conference. If you wish to attend, then please follow the MARC conference link to register on-line: https://www1.villanova.edu/university/business/faculty-and-research/academic-departments/finance-real-estate/marc.html

If you have any questions about the conference, please contact the MARC Program Chair, Prof. John Sedunov at marc@villanova.edu.