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Conferences

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  • 38) Comparative Analysis of Mean-Variance and Safety-First Portfolio Utilizing Exchange Traded Funds in Asia

    IEEE International Conference on Industrial Engineering and Applications

    Bangkok, Thailand; April 16-18, 2020

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  • 37) Portfolio Selection Utilizing Safety-First Optimization Model on Exchange Traded Funds in Asia

    International Conference on Industrial Engineering and Operations Management

    Dubai, United Arab Emirates; March 10-12, 2020

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  • 36) Factors Affecting Return on Assets of U.S. Publicly-listed Technology and Financial Corporations

    2019 International Conference of Association for China Economic Studies (ACES),     

    Taoyuan City, Taiwan; July 13-14, 2019

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  • 35) Structural Breaks and Volatility Transmissions in the Stock Markets of the Greater China Region

    2019 International Conference of Association for China Economic Studies (ACES),     

    Taoyuan City, Taiwan; July 13-14, 2019

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  • 34) Information Technology Exchange-traded Funds Forecasting: An Application of Grey Relational Analysis and Artificial Neural Networks

    2019 International Conference of Association for China Economic Studies (ACES), 

    Taoyuan City, Taiwan; July 13-14, 2019

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  • 33) Factors Affecting Cash Holdings in Publicly-listed Firms: Evidence from Taiwan and Vietnam Economies

    2019 International Conference of Association for China Economic Studies (ACES),

    Taoyuan City, Taiwan; July 13-14, 2019

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  • 32) Portfolio Optimization Procedure Utilizing Behavioral Portfolio Theory: Evidence from the Exchange-traded Products (ETPs) Market

    2019 International Conference of Association for China Economic Studies (ACES),

    Taoyuan City, Taiwan; July 13-14, 2019

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  • 31) Allied Crude Vegetable Oil Commodities Trading Scandal

    2019 Conference on Advancements of Business Ethics and CSR,

    Taoyuan City, Taiwan; July 13, 2019

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  • 30) The Collapse of Medici Bank: Ethical Issues in Balancing Money and Power

    2019 Conference on Advancements of Business Ethics and CSR,

    Taoyuan City, Taiwan; July 13, 2019

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  • 29) Corruption, Negligence, and Mismanagement at the Dutch East India Company

    2019 Conference on Advancements of Business Ethics and CSR,

    Taoyuan City, Taiwan; July 13, 2019

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  • 28) Martin Shkreli Scandal: Excessive Drug Pricing and Securities Fraud

    2019 Conference on Advancements of Business Ethics and CSR,

    Taoyuan City, Taiwan; July 13, 2019

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  • 27) Tourism Finance: Investing & Financing in Sustainable Tourism (Keynote Speaker)

    2018 International Conference of Social Science (ICOSS) 

    Denpasar-Bali, Indonesia; September 21-22, 2018 

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  • 26) Finance Ethics: A hybrid discipline of Corporate Finance and Business Ethics (Keynote Speaker)

    2018 International Conference on Management and Entrepreneurship (I-COME) 

    Yogyakarta, Indonesia; July 26-28, 2018      

    

    2017 International Conference on Pacific Rim Management by the Association for      

    Chinese Management Educators      

    Los Angeles, California; July 27-29, 2017

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  • 24) Effect of Managerial Overconfidence and Compensation on Share Repurchase: Empirical Evidence from Taiwanese Firms (Best Paper)

    2016 International Conference on Pacific Rim Management by the Association for      

    Chinese Management Educators.     

    Taoyuan City, Taiwan; June 16-18, 2016

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  • 23) Influence of Investors’ Sentiment, Characteristics and Information Sequence on Stock Investment Decision: Evidence in the Taiwanese Market

    2016 International Conference on Pacific Rim Management by the Association for      

    Chinese Management Educators.     

    Taoyuan City, Taiwan; June 16-18, 2016

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  • 22) Return and Volatility performance comparison of Ethical and Non-ethical publicly-listed financial services companies (Best Paper)

    2015 Conference on Advancements of Business Ethics and Corporate Social           

    Responsibility

    Taoyuan City, Taiwan; May 30, 2015

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  • 21) Long-memory and Volatility Asymmetry in the  Stock Returns of Top Emerging Economies

    International Work-Conference on Time Series 2015 
    Granada, Spain; July 1-3, 2015

 

  • 20) On the Predictability and Resilience of Gold Prices’ Returns and Volatility 

    2015 International Conference of Taiwan Finance Association

    Taichung, Taiwan; June 5-6, 2015

 

  • 19) Return and volatility performance comparison of Ethical and Non-ethical publicly-listed financial services companies

    2015 Conference on Advancements of Business Ethics and Corporate Social          

    Responsibility

    Chungli City, Taiwan; May 30, 2015

    

  • 18) Which came first, the chicken or the egg? What about ducks?: Granger causality using Philippine poultry data

    Association of Filipino Scholars in Taiwan Forum

    Taipei, Taiwan; March 29, 2015 

 

  • 17) Return and volatility transmissions in Asia’s top emerging economies

    2015 Seoul International Conference on Social Sciences and Management 

    Seoul, South Korea; January 8-10, 2015

 

  • 16) Variance persistence in the Greater China Region: Evidence from the post-Subprime Mortgage Crisis

    2015 Seoul International Conference on Social Sciences and Management 

    Seoul, South Korea; January 8-10, 2015

 

  • 15) Linkages in Corporate Social Responsibility Indices and Major Financial Market Indices: An ARMA-APARCH Approach

    2014 Business Finance and Regional Economic Development Conference

    Taipei, Taiwan; December 10-11, 2014

 

  • 14) Volatility Dynamics in the ASEAN-China Free Trade Agreement

    2014 Business Finance and Regional Economic Development Conference

    Taipei, Taiwan; December 10-11, 2014

 

  • 13) Long-memory Modeling and Forecasting of the Returns and Volatility of Exchange-traded Notes

    International Conference on Education, Psychology, and Social Science

    Bulacan, Philippines; May 22-24, 2014

 

  • 12) Positive dependence and volatility asymmetry properties of the largest Exchange-traded Notes

    Global Business and Finance Research Conference

    Taipei, Taiwan; October 28-29, 2013

 

  • 11) Fractional Integration in the returns of the largest Real Estate Exchange-traded Funds Global Business and Finance Research Conference

​    Taipei, Taiwan; October 28-29, 2013

 

  • 10) Predictability and Efficiency of the Philippine Stock Market                                       International Conference on Social Science 2013

    Bangkok, Thailand; January 25-27, 2013

 

  • 9) Long memory and chaos on the returns of currency exchange-traded notes               The First Asia-Pacific Econophysics Conference (Session Chair)

    Taipei, Taiwan; September 5-6, 2012

 

  • 8) Chaotic Properties of the Philippine Stock Exchange Index

    The First Asia-Pacific Econophysics Conference (Session Chair)

    Taipei, Taiwan; September 5-6, 2012

 

  • 7) High-technology ETF Forecasting: An Application of Grey Relational Analysis and Artificial Neural Network                                                                                 

    The 2012 International Conference on Innovation and Management

    Taipei, Taiwan; May 25, 2012

 

  • 6) Testing for Long-memory and shifts in the returns of Green and Non-green Exchange-traded Funds (ETFs)

    The 3rd International Conference on Business and Economic Research

    Bandung, Indonesia; March 12-13, 2012

 

  • 5) The Study of Monetary Factors in Recurring Economic Recessions

    The First International Conference on Banking and Finance Perspectives

    Famagusta, North Cyprus; April 13-15, 2011

 

  • 4) Spillover and Leverage Effects of Faith-based Exchange Traded Funds (Best Paper)

    International Islamic Banking, Finance and Investment Conference

    Kuala Lumpur, Malaysia; December 19-20, 2011

 

  • 3) Spillover and Asymmetric-volatility Effects of Leveraged and Inverse Leveraged Exchange Traded Funds (Best Paper)

    World Business and Economics Research Conference

    Auckland, New Zealand; December 12-13, 2011

 

  • 2) Seasonal and Spillover Effects of Real Estate Investment Trusts (REIT) Exchange Traded Funds (ETFs)

    The 15th Asian Real Estate Society (AsRES) International Conference

    Kaohsiung City, Taiwan; July 9-12, 2010

 

  • 1) Housing Price Bubbles in Hong Kong, Shanghai and Taipei: A Comparative Analysis

    The 15th Asian Real Estate Society (AsRES) International Conference

    Kaohsiung City, Taiwan; July 9-12, 2010

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John Francis T. Diaz, PhD, RFP

 

Associate Professor,
Department of Finance and Accounting
Asian Institute of Management
Makati City, Philippines
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