Information in bank asset prices:
theory and empirics

7-8 September 2007
Ghent University , Belgium

The Department of Financial Economics, Ghent University and the Interuniversity Attraction Poles Programme financed by the Belgian Science Policy (IAP-PAI-UAP) are pleased to announce a conference on 'Information in bank asset prices: theory and empirics'.

Mark Flannery (University of Florida, USA) will deliver the keynote speech on the conference theme.

Research related to the following topics will be considered:

  • Banking and the macroeconomy
    • Are banks shock absorbers or sources of shocks? Do macro-shocks affect bank soundness?
    • Real estate prices and bank stock volatility
    • The interaction between bank stock and bond prices
    • Bank asset prices as predictors of financial distress
  • Banking and financial stability
    • The competition-risk trade-off, market structure and risk-taking
      incentives
    • Pricing of deposit insurance schemes in Europe
    • Using market information for banking system risk assessment
    • Bank asset prices and their role for market discipline
    • Shock spillovers and contagion risk in the European banking industry
  • Bank performance
    • Value and risk effects of mergers and acquisitions
    • Bank ownership structure, agency cost and long-run performance
    • Geographical versus functional diversification: benefits and risks

Submission deadline
Full papers (in word or pdf) should be sent via e-mail to
bankassetprices@ugent.be no later than 1 May 2007. The e-mail should
additionally contain an abstract not exceeding 300 words and personal contact
information of all the authors (name, title, affiliation, e-mail). Authors will
be notified of the decision by end-May 2007.