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Bocconi Event
Deutsche Bank Room (AS02) via Röntgen 1
Free admission

Securities Markets. Trends, Risks, Policies


Welcome Addresses
Marco Ottaviani Dean of Research, Bocconi University
Carmine Di Noia Commissioner, CONSOB

Keynote Speech
Colin Mayer Peter Moores Professor of Management Studies, Saïd Business School, University of Oxford


First Session | Securities and Financial Markets

Chair Massimo Guidolin Bocconi University


Risk and Return in High-Frequency Trading
Jonathan Brogaard (S) Foster School of Business, University of Washington;
Matthew Baron Johnson Graduate School of Management, Cornell University; 
Andrei Kirilenko Brevan Howard Centre for Financial Analysis, Imperial College Business School;
Björn Hagströmer Stockholm Business School

Discussant Fabrizio Lillo Scuola Normale Superiore


The Propagation of Shocks Across International Equity Markets. A Microstructure Perspective

Darya Yuferova (S) Norwegian School of Economics;
Dion Bongaerts Rotterdam School of Management; 
Richard Roll California Institute of Technology;
Dominik Rösch SUNY Buffalo;
Mathijs van Dijk Rotterdam School of Managment

Discussant Loriana Pelizzon Università Ca’ Foscari Venezia and Research Center Goethe, University of Frankfurt


A Tale of One Exchange and Two-Order Books. Effects of Fragmentation in the Absence of Competition

Satchit Sagade (S) Departiment of Finance and Research Center Goethe, University of Frankfurt; 
Alejandro Bernales University of Chile;
Italo Riarte University of Chile;
Marcela Valenzuela University of Chile;
Christian Westheide Finance Area, University of Mannheim and Research Center SAFE, Goethe University Frankfurt

Discussant Giovanni Petrella Università Cattolica del Sacro Cuore


Much Ado About Nothing. A Study of Differential pricing and Liquidity of Short- and Long-Term Bonds
Zorka Simon (S) University of Mannheim, Netspar; 
Joost Driessen Tilburg University, Netspar; 
Theo E. Nijman Tilburg University, Netspar

Discussant Paolo Colla Bocconi University
 


Second Session | Financial Institutions and Corporate Finance

Chair Giovanni Siciliano CONSOB


Empty creditors and Strong Shareholders: The real effects of credit risk taking
Stefano Colonnello (S) University of Magdeburg and Halle institute for Economic Research; 
Matthias Efing HEC Paris;
Francesca Zucchi U.S. Federal Reservem Board of Governors

Discussant Francesco Columba Banca d’Italia


Canary in a Coalmine. Securities Lending Predicting the Performance of Securitized Bonds

Alberto Manconi (S) Bocconi University;
Elisabeth Kempf Chicago Booth School of Business; 
Massimo Massa INSEAD

Discussant Giovanni Ferri LUMSA


Equity Ownership in IPO Issuers by Brokerage Firms and Analyst Research Coverage

Xi Li (S) Hong Kong University of Science and Technology; 
Qiang Kang Florida International University; 
Ronald W. Masulis School of Banking and Finance, Australian School of Business

Discussant Hannes Wagner Bocconi University


Does Financial Innovation Enhance or Inhibit Real Innovation?

Lora Dimitrova (S) University of Exeter;
Sapnoti K. Eswar University of Cincinnati

Discussant Alberto Zazzaro Università degli Studi di Napoli Federico II
 


Policy Session | Technology and Financial Services: The development and regulation of robo- advice

Chair Francesco Saita Bocconi University

Speakers
Mark Abrahamson Oliver Wyman
Filippo Annunziata Bocconi University
Giuseppe D’Agostino CONSOB
Salvatore Gnoni ESMA
Giovanni Sandri Blackrock


 

Organized by
BAFFI CAREFIN - Center for Applied Research on International Markets, Banking, Finance and Regulation
ESMA
CONSOB

For information
BAFFI CAREFIN
tel. +39 025836.5908
bafficarefin@unibocconi.it

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