First Annual Isenberg School of Management Finance Conference

8:00 – 8:30 a.m. Breakfast & Opening Remarks: Lisa Masteralexis, Senior Associate Dean of Faculty Affairs & Administration, Isenberg School of Management, University of Massachusetts Amherst

8:30 – 10:00 a.m. Session 1: Corporate Governance and Financial Policy
Session Chair: Anya Mkrtchyan, Isenberg School of Management, University of Massachusetts Amherst

Paper 1: The Politicization of Social Responsibility
Presenter: Meng Wang (University of South Florida)  
Co-Author 1: Todd A. Gormley (Washington University in St. Louis)
Co-Author 2: Manish Jha (Georgia State University)
Discussant: Ramona Dagostino (Darden School of Business, University of Virginia)

Paper 2: Can Small Businesses Survive Chapter 11?
Presenter: Edith Hotchkiss (Carroll School of Management, Boston College)  
Co-Author 1: Benjamin Iverson (Brigham Young University)  
Co-Author 2: Xiang Zheng (University of Connecticut)
Discussant: Kristoph Kleiner (Kelley School of Business, Indiana University)

10:00 – 10:20 a.m. Break

10:20 – 11:50 a.m. Session 2: Market Disruptions and Macroeconomic Events
Session Chair: Bing Liang, Isenberg School of Management, University of Massachusetts Amherst

Paper 1:  Equity Premium Events
Presenter: Ben Knox (Federal Reserve)
Co-Author 1: Mehrdad Samadi (Federal Reserve)  
Co-Author 2: Juan M. Londono (Federal Reserve)  
Co-Author 3: Annette Vissing-Jorgensen (Federal Reserve)
Discussant: Nancy Xu (Boston College)

Paper 2: The Debt Ceiling's Disruptive Impact: Evidence from Many Markets
Presenter: William Cassidy (Olin Business School, Washington University in St. Louis)
Co-Author: Shreye Mirani (Olin Business School, Washington University in St. Louis)
Discussant: Marco Machiavelli (Isenberg School of Management)

11:50 – 1:00 p.m. Lunch

1 :15 – 2:15 p.m. Keynote Address
Keynote Speaker: Bryan Kelly, Frederick Frank ’54 and Mary C. Tanner Professor of Finance at the Yale School of Management and Head of Machine Learning at AQR Capital Management.  He is also a Research Fellow at the National Bureau of Economic Research and Associate Director of SOM’s International Center for Finance.

2:15 – 2:30 p.m. Break

2:30 – 3:50 p.m. Session 3: Portfolio Management and Investor Beliefs
Session Chair: Fousseni Chabi-Yo, Isenberg School of Management, University of Massachusetts Amherst

Paper 1: The Unintended Consequences of Rebalancing
Presenter: Alessandro Melone (Fisher College of Business, The Ohio State University)
Co-Author 1: Campbell R. Harvey (Fuqua Business School, Duke University)
Co-Author 2 Michele G. Mazzoleni (Capital Group)
Discussant: Huaizhi Chen (Mendoza College of Business, University of Notre Dame)

Paper 2: The Subjective Belief Factor
Presenter: Sean Myers (The Wharton School of the University of Pennsylvania)
Co-Author 1: Tingyue Cui (The Wharton School of the University of Pennsylvania)
Co-Author 2: Ricardo Delao (Marshall School of Business, University of Southern California)
Discussant: Xing Hao (Questrom School of Business, Boston University)

3:50 – 4:10 p.m Break

4:10 - 4:55 p.m.

Paper 3: Mental Models and Financial Forecasts
Presenter: Marius Guenzel (The Wharton School of the University of Pennsylvania)
Author 1: Francesca Bastianello (The University of Chicago Booth School of Business)
Author 2: Paul H. Décaire (W. P. Carey School of Business, Arizona State University)
Discussant: Giacomo Lanzani (Harvard University)

4:55 - 5:00 p.m. Concluding Remarks

6:00 - 8:00 p.m. Dinner at the Marriott Center; 1 Campus Center Way, Amherst, MA 01003 (by Registration Only)