Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

 
Only Sessions at Location/Venue 
 
 
Session Overview
Location: 9B320 (3rd basement floor, International Hall)
Date: Saturday, 14/Dec/2024
8:30am
-
9:25am
Fixed Income - 1
Location: 9B320 (3rd basement floor, International Hall)
Chair: Jaewon Choi, Seoul National University
Discussant: Ji Yeol Jimmy Oh, Sungkyunkwan University
 

Pricing the Priceless: The Financing Cost of Biodiversity Conservation

Fukang Chen1, Minhao Chen1, Lin William Cong2,4, Haoyu Gao1, Jacopo Ponticelli3,4,5

1: Renmin University of China, China, People's Republic of; 2: Cornell SC Johnson College of Business (Johnson); 3: Kellogg School of Management, Northwestern University; 4: NBER; 5: CEPR

9:40am
-
10:35am
Fixed Income - 2
Location: 9B320 (3rd basement floor, International Hall)
Chair: Jaewon Choi, Seoul National University
Discussant: Byounghyun (BH) Jeon, Marquette University
 

The Co-Pricing Factor Zoo

Alexander Dickerson3, Christian Julliard2, Philippe Mueller1

1: Warwick Business School, United Kingdom; 2: London School of Economics; 3: UNSW Sydney

10:50am
-
11:45am
Fixed Income - 3
Location: 9B320 (3rd basement floor, International Hall)
Chair: Jaewon Choi, Seoul National University
Discussant: Sophia Chiyoung Cheong, ESSCA School of Management
 

The Value of Bankruptcy Enforcement in Financial Distress

Bo Li1, Mai Li1, Songnan Li2, Laura Xiaolei Liu1

1: Peking University; 2: University of International Business and Economics

2:00pm
-
2:55pm
Mutual Funds - 1
Location: 9B320 (3rd basement floor, International Hall)
Chair: Jinfei Sheng, UC Irvine
Discussant: Griffin Jiang, CUHK
 

Contract Evaluation Horizon and Fund Performance

Jung Hoon Lee1, Jayoung Nam3, Veronika Pool2, Feng Zhang3

1: U.S. Treasury, United States of America; 2: Vanderbilt University; 3: Southern Methodist University

3:10pm
-
4:05pm
Mutual Funds - 2
Location: 9B320 (3rd basement floor, International Hall)
Chair: Jinfei Sheng, UC Irvine
Discussant: Sangmin Simon Oh, Columbia Business School
 

Exit or Voice? Divestment, Activism, and Corporate Social Responsibility

Victor Antoine Saint-Jean

Sciences Po, France

4:20pm
-
5:15pm
Mutual Funds - 3
Location: 9B320 (3rd basement floor, International Hall)
Chair: Jinfei Sheng, UC Irvine
Discussant: Heebum Lee, Korea University
 

Environmental regulatory risks, firm pollution, and mutual funds’ portfolio choices

Seungho Choi1, Raphael Jonghyeon Park2, Simon Xu3

1: Hanyang University; Queensland University of Technology; 2: University of Technology Sydney; 3: Harvard University

Date: Sunday, 15/Dec/2024
8:30am
-
9:25am
Institutional & Retail Trading - 1
Location: 9B320 (3rd basement floor, International Hall)
Chair: Yu-Jane Liu, Peking University
Discussant: Ji Shen, Peking University
 

News and (Retail) Trading After Hours

Arie Gozluklu1, Bei Cui2, Ozkan Haykir3

1: University of Warwick, United Kingdom; 2: Monash University; 3: Nigde Omer Halisdemir University

9:40am
-
10:35am
Institutional & Retail Trading - 2
Location: 9B320 (3rd basement floor, International Hall)
Chair: Yu-Jane Liu, Peking University
Discussant: Pengfei Sui, Chinese University of Hong Kong, Shenzhen
 

Transparency and Fragility: Evidence from Wealth Management Products Sell-off

Yabin Wang1, Zhang Wu2

1: Norwegian University of Science and Technology, Norway; 2: Hong Kong Monetary Authority, Hong Kong SAR

10:50am
-
11:45am
Institutional & Retail Trading - 3
Location: 9B320 (3rd basement floor, International Hall)
Chair: Yu-Jane Liu, Peking University
Discussant: Ji Chai Lin, National Central University
 

Timing is Money: Limit Order Cancellation and Investment Performance

Wei-Yu Kuo1, Tse-Chun Lin2, Jing Zhao3

1: National Chengchi University; 2: The University of Hong Kong; 3: Hong Kong Polytechnic University, Hong Kong S.A.R. (China)

2:00pm
-
2:55pm
Cross-Section Stocks - 1
Location: 9B320 (3rd basement floor, International Hall)
Chair: Dong Lou, The Hong Kong University of Science and Technology
Discussant: Pengfei Sui, Chinese University of Hong Kong, Shenzhen
 

Salience and Short-term Momentum and Reversals

Yili Chen1, Huaixin Wang2, Jianfeng Yu2

1: Peking University; 2: Tsinghua University

3:10pm
-
4:05pm
Cross-Section Stocks - 2
Location: 9B320 (3rd basement floor, International Hall)
Chair: Dong Lou, The Hong Kong University of Science and Technology
Discussant: Jiaxing Tian, Chinese University of Hong Kong, Shenzhen
 

Does Peer-Reviewed Research Help Predict Stock Returns?

Andrew Chen1, Alejandro Lopez-Lira2, Tom Zimmermann3

1: Federal Reserve Board; 2: University of Florida; 3: University of Cologne

4:20pm
-
5:15pm
Cross-Section Stocks - 3
Location: 9B320 (3rd basement floor, International Hall)
Chair: Dong Lou, The Hong Kong University of Science and Technology
Discussant: Wenxi Jiang, The Chinese University of Hong Kong
 

Same-Weekday Momentum

Zhi Da1, Xiao Zhang2

1: University of Notre Dame, United States of America; 2: University of Maryland, United States of America


 
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