Matteo Vacca, Aalto University
\nInsider Trading with Options<\/a><\/em><\/li>\n<\/ul>\n<\/td>\nLCC Training Room 2<\/td>\n<\/tr>\n | \n| 10:30-12:00 hrs<\/td>\n | Parallel Session 1B \u2013 Financial Crime Around the World and Market Quality<\/b><\/p>\n Chair: Jeffrey Yang
\nSupport: Reka Lantos<\/p>\n \n- Pedro Gurrola-Perez, World Federation of Exchanges
\nAn Analysis of Market Manipulation Definitions Around the World<\/a> (with Kaitao Lin, World Federation of Exchanges)<\/li>\n- Elena Stella, Northwestern University
\nOrganized Crime, Public Procurement, and Firms<\/a><\/em><\/li>\n- Jeffrey Yang, University of Utah
\nDoes High Frequency Market Manipulation Harm Market Quality?<\/a><\/em>\u00a0<\/i>(with Jonathan Brogaard, University of Utah, Dan Li, Chinese University of Hong Kong)<\/li>\n<\/ul>\n<\/td>\nLCC Training Room 3<\/td>\n<\/tr>\n | \n| 12:00-13:15 hrs<\/td>\n | Lunch Break<\/b><\/td>\n | LCC Lounge<\/td>\n<\/tr>\n | \n| 13:15-13:30 hrs<\/td>\n | Welcome and Logistics: Olga Kolokolova, Chair in Finance (LUMS)<\/b><\/td>\n | LCC Training Room 2<\/td>\n<\/tr>\n | \nSession 2 – Keynote (Plenary)<\/strong><\/td>\n<\/tr>\n\n| 13:30-14:30 hrs<\/td>\n | Keynote Speech: Alan Jagolinzer, Cambridge Judge Business School Manipulative Influencers and Systemic Risks<\/i><\/b><\/p>\n Chair: Igor Goncharov
\nSupport: Reka Lantos<\/td>\n | LCC Training Room 2<\/td>\n<\/tr>\n | \nSession 3 – Parallel Sessions<\/strong><\/td>\n<\/tr>\n\n| 14:45-16:15 hrs<\/td>\n | Parallel Session 3A \u2013 Manipulation in Option Markets and price discovery<\/b><\/p>\n Chair: Melay Dey
\nSupport: Reka Lantos<\/p>\n \n- Mattia Bevilacqua, University of Liverpool
\nAnalyst Tipping: New Evidence from Directional Options Trading Volume and FINRA Rule 2241<\/a> <\/em>(with Lykourgos Alexiou, University of Liverpool, Zacharias Petrou, University of Liverpool)<\/li>\n- Carlo Sala, ESADE Business School
\nOption Market Manipulation<\/a><\/em>\u00a0<\/i>(with Douglas Cumming, Florida Atlantic University, Shan Ji, Capital Markets CRC Limited)<\/li>\n- Malay Dey, Saint Xavier University
\nPrice Discovery with Divergence of Opinion, Institutional Ownership, and Short Selling<\/a><\/em><\/li>\n<\/ul>\n<\/td>\nLCC Training Room 2<\/td>\n<\/tr>\n | \n| 14:45-16:15 hrs<\/td>\n | Parallel Session 3B \u2013 Banks and Financial Advisors<\/b><\/p>\n Chair: Valeriy Sibilkov
\nSupport: Olga Kolokolova<\/p>\n \n- Rhiannon Sowerbutts, Bank of England
\nHow Do Banks Respond to Misconduct Costs<\/a><\/em> (with Belinda Tracey, Bank of England)<\/li>\n- Xiangyu Lin, University of Manchester
\nRacial Disparities in the U.S. Mortgage Market: The Evidence of Privacy<\/a><\/em>\u00a0Legislation <\/i>(with Sarah Zhang, University of Manchester)<\/li>\n- Valeriy Sibilkov, University of Wisconsin Milwaukee
\nFinancial Advisor Misconduct and Race<\/a><\/em>\u00a0<\/i>(with John Huck, University of Wisconsin Milwaukee, Donglai Bao, University of Wisconsin Milwaukee)<\/li>\n<\/ul>\n<\/td>\nLCC Training Room 3<\/td>\n<\/tr>\n | \n| 16:15-16:30 hrs<\/td>\n | Refreshment Break<\/b><\/td>\n | LCC Lounge<\/td>\n<\/tr>\n | \nSession 4 – Keynote (Plenary)<\/strong><\/td>\n<\/tr>\n\n| 16:30-17:30 hrs<\/td>\n | Keynote Speech: Simran Singh and Efthymios Rizopoulos, Financial Conduct Authority (FCA) AI in combatting complex market abuse<\/i> <\/b><\/p>\n Chair: Olga Kolokolova
\nSupport: Reka Lantos<\/td>\n | LCC Training Room 2<\/td>\n<\/tr>\n | \n| 18:30-19:00 hrs<\/td>\n | Drink Reception<\/b>
\nLancaster House Hotel<\/td>\n | Foodworks Lobby<\/td>\n<\/tr>\n | \n| 19:00-21:30 hrs<\/td>\n | Conference Dinner<\/b>
\nLancaster House Hotel<\/td>\n | Foodworks Restaurant<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\nFriday 13th September<\/strong><\/caption>\n\n\nTimes<\/strong><\/td>\nDetails<\/strong><\/td>\nRoom<\/strong><\/td>\n<\/tr>\n\nSession 5 – Parallel Sessions<\/strong><\/td>\n<\/tr>\n\n| 09:30-11:00 hrs<\/td>\n | Parallel Session 5A \u2013 Machine Learning and Manipulation Detection<\/b><\/p>\n Chair: Ioane Muni Toke
\nSupport: Reka Lantos<\/p>\n \n- Tatiana Franus, City University of London
\nA Machine Learning Ensemble Approach to Predict Financial Markets Manipulation<\/a><\/em>\u00a0<\/i>(with Malvina Marchese, City University of London, Richard Payne, City University of London)<\/li>\n- Gabriel Garcia-Arenas, University of Oxford
\nSpoofing and Manipulating Order Books with Learning Algorithms<\/a><\/em>\u00a0(with Alvaro Cartea, University of Oxford, Patrick Chang, Oxford-Man Institute, University of Oxford)<\/li>\n- Ioane Muni Toke, Universit\u00e9 Paris-Saclay
\nHigh-frequency Market Manipulation Detection with a Markov-modulated Hawkes Process<\/i> (with Timoth\u00e9e Fabre, Centrale Sup\u00e9lec, MICS)<\/li>\n<\/ul>\n<\/td>\nLCC Training Room 2<\/td>\n<\/tr>\n | \n| 09:30\u201311:00 hrs<\/td>\n | Parallel Session 5B \u2013 Information Disclosure<\/b><\/p>\n Chair: Junli Zhao
\nSupport: Olga Kolokolova<\/p>\n \n- Quoc Nguyen, DePaul University
\nMoving Targets<\/a><\/em>\u00a0(with Lauren Cohen, Harvard Business School)<\/li>\n- Erik-Jan Senn, University of St.Gallen LongFinBERT
\nA Language Model for Very Long Financial Documents<\/a><\/i>\u00a0(with Tri Minh Phan, University of St.Gallen)<\/li>\n- Junli Zhao, City University of London
\nSpecialization and Integration in Markets for Financial Information<\/i> (with Giovanni Cespa, City University of London, Wei Zhao, Renmin University of China)<\/li>\n<\/ul>\n<\/td>\nLCC Training Room 3<\/td>\n<\/tr>\n | \n| 11:00-11:15 hrs<\/td>\n | Refreshment Break<\/b><\/td>\n | LCC Lounge<\/td>\n<\/tr>\n | \nSession 6 \u2013 Keynote (Plenary)<\/strong><\/td>\n<\/tr>\n\n| 11:15-12:15 hrs<\/td>\n | Keynote Speech: Utpal Bhattacharya, Hong Kong University of Science and Technology The Dark Side of Investments<\/i> <\/b><\/p>\n Chair: Olga Kolokolova
\nSupport: Reka Lantos<\/td>\n | LCC Training Room 2<\/td>\n<\/tr>\n | \n| 12:15-13:30 hrs<\/td>\n | Lunch Break<\/b><\/td>\n | LCC Lounge<\/td>\n<\/tr>\n | \nSession 7 – Parallel Sessions<\/strong><\/td>\n<\/tr>\n\n| 13:30-14:30 hrs<\/td>\n | Parallel Session 7A \u2013 FHT and Crypto<\/b><\/p>\n Chair: Sebeom Oh
\nSupport: Reka Lantos<\/p>\n \n- Mengyu Zhang, University of Sheffield
\nHigh Frequency Trading and Stock Price Crash Risk<\/em>\u00a0(with Emmanouil Pyrgiotakis, University of Essex, Thanos Verousis, Vlerick Business School)<\/li>\n- Sebeom Oh, Temple University
\nMarket Manipulation in Non-Fungible Token Markets<\/a><\/li>\n<\/ul>\n<\/td>\nLCC Training Room 2<\/td>\n<\/tr>\n | \n| 13:30-14:30 hrs<\/td>\n | Parallel Session 7B \u2013 Climate and ESG<\/b><\/p>\n Chair: Markku Kaustia
\nSupport: Olga Kolokolova<\/p>\n \n- Mingran Zhang, University of Bath
\nDoes Climate Change Affect Misreporting?<\/a>\u00a0(Dimitrios Gounopoulos, University of Bath)<\/li>\n- Markku Kaustia, Aalto University
\nAre Better ESG Companies Involved in More Controversies<\/a>\u00a0(Yiqun Zhang, Aalto University)<\/li>\n<\/ul>\n<\/td>\nLCC Training Room 3<\/td>\n<\/tr>\n | \n| 14:30-14:45 hrs<\/td>\n | Refreshment Break<\/b><\/td>\n | LCC Lounge<\/td>\n<\/tr>\n | \nSession 8 – Parallel Sessions<\/strong><\/td>\n<\/tr>\n\n| 14:45-16:15 hrs<\/td>\n | Parallel Session 8A \u2013 Market Manipulation<\/b><\/p>\n Chair: Xinyu Cui
\nSupport: Reka Lantos<\/p>\n \n- Todd Kaplan, University of Exeter\/University of Haifa Manipulation and (Mis)trust in Prediction Markets<\/a><\/em>\u00a0(with Lawrence Choo, Southwestern University of Finance and Economics, Ro’i Zultan, Ben Gurion University of the Negev)<\/li>\n
- Chanaka N. Ganepola, The University of Manchester
\nSpeculation in Bearish Commodity Markets: The Role of Liquidity<\/a><\/em>\u00a0(with Beyza Mina Ordu-Akkaya, Social Sciences University of Ankara)<\/li>\n- Xinyu Cui, University of Bristol
\nDo Hedge Funds Still Manipulate Stock Prices?<\/a><\/em>\u00a0(with Olga Kolokolova, Lancaster University)<\/li>\n<\/ul>\n<\/td>\nLCC Training Room 2<\/td>\n<\/tr>\n | \n| 14:45-16:15 hrs<\/td>\n | Parallel Session 8B \u2013 Manager’s Incentives and Misconduct<\/b><\/p>\n Chair: Hanzhang Zheng
\nSupport: Olga Kolokolova<\/p>\n \n- Kasper Meisner Nielsen, Copenhagen Business School
\nDisqualifying Managerial Misconduct in Corporate Bankruptcy<\/a><\/em>\u00a0(with Donghyun Kang, Copenhagen Business School, Lakshmi Naaraayanan, London Business School)<\/li>\n- Claudia Imperatore, Bocconi University
\nExecutive Bonus Adjustments to Industry Non-Financial Violations<\/a><\/em> (with Francesca Franco, Bocconi University, Mariya N. Ivanova, Stockholm School of Economics)<\/li>\n- Hanzhang Zheng, University of Geneva, and Swiss Finance Institute
\nDiscretionary Administrative Power and Conflicts of Interest in China\u2019s IPO<\/em> Approvals<\/em><\/a>\u00a0(with Heng Geng, Victoria University of Wellington, Harald Hau, University of Geneva, CEPR and Swiss Finance Institute)<\/li>\n<\/ul>\n<\/td>\nLCC Training Room 3<\/td>\n<\/tr>\n | \n| 16:15<\/td>\n | End of Conference<\/b><\/td>\n | <\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":" Latest Information as of 11th September 2024. Download PDF Conference Programme Each presenter is allocated a 30-minute slot with a 20-25-minute presentation that will be followed by a 5\u201310-minute general discussion. Speakers and session chairs should meet in the training … Continue reading →<\/span><\/a><\/p>\n","protected":false},"author":871,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"open","template":"","meta":{"footnotes":""},"class_list":["post-2","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/wp.lancs.ac.uk\/ffmm2024\/wp-json\/wp\/v2\/pages\/2","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wp.lancs.ac.uk\/ffmm2024\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/wp.lancs.ac.uk\/ffmm2024\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/ffmm2024\/wp-json\/wp\/v2\/users\/871"}],"replies":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/ffmm2024\/wp-json\/wp\/v2\/comments?post=2"}],"version-history":[{"count":40,"href":"https:\/\/wp.lancs.ac.uk\/ffmm2024\/wp-json\/wp\/v2\/pages\/2\/revisions"}],"predecessor-version":[{"id":179,"href":"https:\/\/wp.lancs.ac.uk\/ffmm2024\/wp-json\/wp\/v2\/pages\/2\/revisions\/179"}],"wp:attachment":[{"href":"https:\/\/wp.lancs.ac.uk\/ffmm2024\/wp-json\/wp\/v2\/media?parent=2"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}} | | | | | | | | | | | | | | | | | | | | |