University of Connecticut Finance Conference


The Master of Science in Financial Risk Management (MSFRM) Program at the University of Connecticut will host the sixth University of Connecticut Finance Conference on May 21, 2021.

The 2021 conference will be held virtually via Zoom. Registrants will receive the link prior to the event.

Register to Attend

University of Connecticut Finance Conference 2021

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Program Agenda

Friday, May 21, 2021 | 8:30 AM - 5:00 PM (ET)

Virtual Conference (Zoom)

8:30 - 8:40 a.m.


John Elliott
Dean and Auran J. Fox Chair in Business
University of Connecticut, School of Business

8:40 - 9:20 a.m.

Keynote Address

Lu Zhang
John W. Galbreath Chair and Professor of Finance
The Ohio State University

9:20 - 10:40 a.m.

Fundamental Anomalies

Authors: Erica X.N. Li, Guoliang Ma, Shujing Wang, and Cindy Yu
Presenter: Erica X.N. Li, Cheung Kong Graduate School of Business
Discussant: Andrei Gonçalves, University of North Carolina

Pricing Currency Risks

Authors: Mikhail Chernov, Magnus Dahlquist, and Lars A. Lochstoer
Presenter: Magnus Dahlquist, Stockholm School of Economics
Discussant: Zhengyang Jiang, Northwestern University

10:40 - 11:00 a.m.


11:00 a.m. - 12:20 p.m.

The Dissection of Firm Returns

Authors: Jaewon Choi, Andres Donangelo, and Yongjun Kim
Presenter: Jaewon Choi, University of Illinois at Urbana-Champaign
Discussant: Yao Deng, University of Connecticut

Does Size Matter? Number Processing Constraints and Earnings News

Authors: Stephen A. Karolyi, Thomas G. Ruchti, and Phong Truong
Presenter: Phong Truong, Pennsylvania State University
Discussant: Byoung-Hyoun Hwang, Cornell University

12:20 - 1:00 p.m.


1:00 p.m. - 1:40 p.m.

Keynote Address

Viral Acharya
C.V. Starr Professor of Economics in the Department of Finance
New York University

1:40 - 3:00 p.m.

Competition and Selection in Credit Markets

Authors: Constantine Yannelis and Anthony Lee Zhang
Presenter: Anthony Lee Zhang, University of Chicago
Discussant: Mark Egan, Harvard Business School

The Effect of Principal Reduction on Household Distress: Evidence from Mortgage Cramdown

Authors: Jacelly Cespedes, Carlos Parra, and Clemens Sialm
Presenter: Clemens Sialm, University of Texas at Austin
Discussant: Felipe Severino, Dartmouth College

3:00 p.m. - 3:20 p.m.


3:20 - 4:40 p.m.

Are Bankruptcy Professional Fees Excessively High?

Authors: Samuel Antill
Presenter: Samuel Antill, Harvard Business School
Discussant: Brent Glover, Carnegie Mellon University

Debt Financing and Risk Management

Authors: Ilona Babenko, Hendrik Bessembinder, and Yuri Tserlukevich
Presenter: Ilona Babenko, Arizona State University
Discussant: Jess Cornaggia, Pennsylvania State University

4:40 p.m. - 5:00 p.m.

After Conference Social

Keynote Speakers

Viral Acharya

Viral Acharya

C.V. Starr Professor of Economics

New York University Stern School of Business

Lu Zhang

Lu Zhang

John W. Galbreath Chair, Professor of Finance

Fisher College of Business, Ohio State University