HUB-SBA FS Summer Conference on Finance 2024 was held on July 25

The HUB-SBA FS Summer Conference on Finance 2024 was held on Thursday, July 25, 2024 at Lecture Room 4 on the 6th floor of Hitotsubashi University's Chiyoda Campus.

The Financial Strategy and Business Finance Program regularly sponsors seminars for researchers and graduate students affiliated with universities, government agencies, and private companies to present the results of finance research conducted by researchers from Japan and abroad.

The HUB-SBA FS Summer Conference on Finance 2024 featured presentations by three guest presenters and three FS faculty members. For a summary, please refer to Program & Abstract (Download).

HUB-SBA FS Summer Conference on Finance 2024

Session 1

Public perception, identification, and market impact of ESG events

Presenter: Vitali Alexeev（The University of Technology Sydney）

Session ２

Modelling High Frequency Crude Oil Dynamics using Affine and Non-Affine Jump-Diffusion Models

Presenter: Katja Ignatieva（The University of New South Wales）

Session 3

Structural change in the relationship between electricity and fuel prices: Evidence from the Japanese electricity market before and after the Great East Japan Earthquake and Fukushima nuclear accident in 2011

Presenter: Kazuhiko Ohashi（Hitotsubashi University）

Session 4

The Low Frequency Trading Arms Race: Machines Versus Delays

Presenter:Yoshio Nozawa（The University of Toronto）

Session 5

Dynamics of Market Spread of First-to-Default Swap in an Information-Based Approach

Presenter:Hidetoshi Nakagawa（Hitotsubashi University）

Session 6

The impact of homeless encampments on housing prices

Presenter:Yoshiki Shimizu（Hitotsubashi University）