XX Encontro Brasileiro de Finanças / XX Brazilian Finance Meeting

The 20th Brazilian Finance Meeting is an event organized by SBFin (Brazilian Finance Society), whose main objective is to promote research in Finance in Brazil. In addition, SBFin aims to improve the technical qualification of professionals working in the financial markets.

The Brazilian Finance Meeting will be held virtually this year and will take place on the 16th and 17th of July. Registration is free to participants but we welcome donations that we will revert to charities.

Detailed schedule will be available on our website shortly.

FORMAT: Panel sessions will include keynote addresses and discussions in which participants from academia, regulatory agencies, and financial institutions share their research and insights. Ordinary sessions will include presentation of academic papers.

INVITED SPEAKERS:
Investors and Market Reaction to Covid-19: Harrison Hong (Columbia University), Ralph Koijen (Chicago Booth) and Stefano Giglio (Yale)

Liquidity and Firms after Covid-19: Heitor Almeida (Illinois), Raghuram Rajan (Chicago Booth), Sascha Steffen (Frankfurt) and João Manuel Pinho de Mello (Central Bank of Brazil)

Economics after Covid-19: José Scheinkman (Columbia University), Edward Glaeser (Harvard University), Adam Sheridan (Copenhagen) and Luigi Zingales (Chicago Booth)

Brazil after Covid-19 (in Portuguese): Marcos Lisboa (Insper), Arminio Fraga (Gávea Investimentos), Marco Bonomo (Insper) and André Portela (EESP-FGV).

FURTHER INFORMATION:
Email: secretaria@sbfin.org.br
Website: http://www.sbfin.org.br/

Título Title	Autores Authors	Apresentador Presenter	Debatedor Discussant
Precificação de Ativos via Machine Learning: Uma extensão de métodos lineares esparsos	Márcio Poletti Laurini, Caio de Angelis Nascimento	Márcio Poletti Laurini	Marcelo Fernandes
Betting on conditional alphas	Valentina Corradi, Walter Distaso, Marcelo Fernandes, Asger Lunde	Marcelo Fernandes	Rogério Oliveira de Deus
Saving Markowitz: A Risk Parity approach based on the Cauchy Interlacing Theorem	Fernando Fernandes Neto, Rogério Oliveira de Deus, Rodrigo de Losso da Silveira Bueno, Angelo Jonathan Diaz Soto, Pedro Delano Cavalcanti	Rogério Oliveira de Deus	Márcio Poletti Laurini

Título Title	Autores Authors	Apresentador Presenter	Debatedor Discussant
Foreign Exchange Interventions and Covered Interest Parity Deviations	Daniel Malvezzi Doine, Márcio Garcia	Daniel Malvezzi Doine	Rodrigo Abbade da Silva
Determinantes do capital gains overhang no mercado brasileiro de ações	Rodrigo Abbade da Silva, Newton Carneiro Affonso da Costa Junior, Marcus Vinícius Andrade de Lima, Paulo Sérgio Ceretta	Rodrigo Abbade da Silva	Pedro Henrique Moravis Venturi
Exchange Rates and Binary Political Events	Pedro Henrique Moravis Venturi, Alex Luiz Ferreira	Pedro Henrique Moravis Venturi	Daniel Malvezzi Doine

Título Title	Autores Authors	Apresentador Presenter	Debatedor Discussant
RISK-TAKING, RULE-TAKING AND INVESTMENT-CASH FLOW SENSITIVITY	Michael Espindola Araki, Henrique Castro Martins	Henrique Castro Martins	Ricardo Brito
The Outcome versus Substitute Models of Dividends: a change in minority shareholder protection	Ricardo Brito, Paulo Sergio Ribeiro, Antonio Sanvicente	Ricardo Brito	Lucas Allan Diniz Schwarz
The relationship between economic policy uncertainty and corporate leverage: Evidence from Brazil	Lucas Allan Diniz Schwarz, Flávia Zóboli Dalmácio	Lucas Allan Diniz Schwarz	Henrique Castro Martins

Título Title	Autores Authors	Apresentador Presenter	Debatedor Discussant
Cyclicality of Local Credit Markets and Monetary Policy Transmission	Luiz Claudio Sacramento	Luiz Claudio Sacramento	Fernando Oliveira
Do Hedging and Speculation with Foreign Exchange Derivatives Affect Stock Market Returns in Brazil?	Fernando Oliveira	Fernando Oliveira	Ricardo S. Tavares
Criptomoedas: avaliação da sensibilidade dos retornos em relação ao mercado	Ricardo S. Tavares, João F. Caldeira, Gerson S. Raimundo Junior	Ricardo S. Tavares	Luiz Claudio Sacramento

Título Title	Autores Authors	Apresentador Presenter	Debatedor Discussant
Can Fake News Impact the Stock Market? Evidence From Politicians' Statements	Matheus Moura	Matheus Moura	Rodrigo de Oliveira Leite
Individual Lenders' Reaction to a Ponzi Scheme Scandal: Evidence from the Chinese P2P Lending Market	We Geng Cheng, Rodrigo de Oliveira Leite, Fabio Caldieraro	Rodrigo de Oliveira Leite	Marcelo Guzella
Investor Attention and Volatility Asymmetry: Evidences of the Ostrich Effect in the Brazilian Stock Market	Marcelo Guzella, Henrique Castro	Marcelo Guzella	Matheus Moura

XX Encontro Brasileiro de Finanças / XX Brazilian Finance Meeting

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Título Title	Autores Authors	Apresentador Presenter	Debatedor Discussant
Time Series Momentum predictability via Dynamic Bayesian Learning	Bruno do Prado Costa Levy	Bruno do Prado Costa Levy	Caio A. Vigo Pereira
A Machine Learning Factor-Based Interpretation for the Bond Risk Premia in U.S.	Caio A. Vigo Pereira	Caio A. Vigo Pereira	Lucas Lùcio Godeiro
Equity Premium Prediction with Diffusion-Index Model, Machine Learning and Text Data	Luiz Renato Lima, Lucas Lùcio Godeiro	Lucas Lùcio Godeiro	Bruno do Prado Costa Levy

Título Title	Autores Authors	Apresentador Presenter	Debatedor Discussant
Skin in the game and credible signaling in securitization: evidence from Brazil	Mariana Oreng, Richard Saito	Mariana Oreng	Frederico A. Mourad
Cash holdings and profitability of banks in developed and emerging markets	Gláucia Fernandes, Layla Mendes, Rodrigo Leite	Rodrigo Leite	Tyago Oliveira do Carmo
Bank loan forbearance: evidence from a million restructured loans	Frederico A. Mourad, Rafael F. Schiozer, Toni R. E. dos Santos	Frederico A. Mourad	Mariana Oreng
Concentração bancária e seus efeitos sobre as micro e pequenas empresas no Brasil	Tyago Oliveira do Carmo, Gervásio Ferreira Santos	Tyago Oliveira do Carmo	Rodrigo Leite

Título Title	Autores Authors	Apresentador Presenter	Debatedor Discussant
Closed-Form Expressions for Pricing Multi-Asset Options with Hyperplane Barriers	Jack Baczynski, Estevão Rosalino Junior	Estevão Rosalino Junior	Gustavo B. C. da Paz Freire
Regime switching volatility models for cryptocurrencies Value-at-Risk forecasting	Leandro Maciel	Leandro Maciel	André Nunes Maranhão
Distribuição de Perda Agregada em Modelos de Crédito: Análise Comparativa do Algoritmo Recursivo de Panjer e o Método de Aproximações Ponto de Sela.	André Nunes Maranhão	André Nunes Maranhão	Leandro Maciel
Minimum Discrepancy Risk-Neutral Measures and Asset Prices in Incomplete Markets	Gustavo Bulhoes Carvalho da Paz Freire, Caio Ibsen Kleinman Rodrigues de Almeida	Gustavo B. C. da Paz Freire	Estevão Rosalino Junior

XX Encontro Brasileiro de Finanças / XX Brazilian Finance Meeting

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