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).
2:00pm FRI 1-1: Value of Skills Location: Meeting Room 4, 2/F, Friendship Palace Chair: Tao Shu , Chinese University of Hong Kong
Global Minds, Local Gains: A Tale of US-China AI Talent Migration
Hanming Fang1 , Xian Gu2 , Hanyin Yan3 , Wu Zhu 3
1: Department of Economics, University of Pennsylvania;
2: Department of Finance, Durham University;
3: School of Economics and Management, Tsinghua University
3:10pm FRI 1-2: Value of Skills Location: Meeting Room 4, 2/F, Friendship Palace Chair: Tao Shu , Chinese University of Hong Kong
Distant Investments: Decoding Mutual Fund Skills with Large Language Models
Xiyuan Ma1 , Matthew Spiegel2 , Hong Zhang 1 , Yijun Zhou3
1: Singapore Management University;
2: Yale University;
3: City University of New York
4:20pm FRI 1-3: Value of Skills Location: Meeting Room 4, 2/F, Friendship Palace Chair: Tao Shu , Chinese University of Hong Kong
Data, Markups, and Asset Prices
Alexandre Corhay 1 , Jun Li2 , Jincheng Tong1 , Ben Tsou3 , Kejia Hu4
1: University of Toronto, Canada;
2: University of Warwick;
3: University of Manchester;
4: University of Oxford
8:30am SAT 1-1: Fixed Income Location: Meeting Room 4, 2/F, Friendship Palace Chair: Erica X.N. Li , Cheung Kong Graduate School of Business
Anatomy of the Treasury Market: Who Moves Yields?
Manav Chaudhary1 , Zhiyu Fu2 , Haonan Zhou 3
1: University of Chicago, Booth School of Business;
2: Washington University in St. Louis, Olin School of Business;
3: University of Hong Kong, Hong Kong S.A.R. (China)
SAT 5-1: Patterns in Returns Location: Meeting Room 4, 2/F, Friendship Palace Chair: Zhan Shi , Tsinghua University PBC School
Mosaics of Predictability
Lin William Cong1 , Guanhao Feng2 , Jingyu He2 , Yuanzhi Wang 2
1: Cornell University SC Johnson College of Business (Johnson) and NBER;
2: City University of Hong Kong, Hong Kong S.A.R. (China)
9:40am SAT 1-2: Fixed Income Location: Meeting Room 4, 2/F, Friendship Palace Chair: Erica X.N. Li , Cheung Kong Graduate School of Business
What Quantity of Reserves Is Sufficient?
Yilin {David} Yang
City University of Hong Kong, Hong Kong S.A.R. (China)
SAT 5-2: Patterns in Returns Location: Meeting Room 4, 2/F, Friendship Palace Chair: Zhan Shi , Tsinghua University PBC School
Anomaly-driven demand
Anders Merrild Posselt , Mads Markvart Kjær
Aarhus University, Denmark
10:50am SAT 1-3: Fixed Income Location: Meeting Room 4, 2/F, Friendship Palace Chair: Erica X.N. Li , Cheung Kong Graduate School of Business
A Nascent International Financial Channel of China’s Monetary Policy Transmission
Chang Ma1 , Alessandro Rebucci2 , Sili Zhou 3
1: Fudan University;
2: Johns Hopkins University;
3: University of Macau, Macau S.A.R. (China)
SAT 5-3: Patterns in Returns Location: Meeting Room 4, 2/F, Friendship Palace Chair: Zhan Shi , Tsinghua University PBC School
Belief Skewness in the Stock Market
Arthur Beddock 1 , Paul Karehnke2
1: City University of Hong Kong;
2: ESCP Business School
8:30am SUN 1-1: Crypto and Fintech Location: Meeting Room 4, 2/F, Friendship Palace Chair: Laura Xiaolei Liu , Peking UniversityDiscussant: Yingguang Zhang , Peking University, Guanghua School of Management
Is Love Blind? AI-Powered Trading with Emotional Dividends
De-Rong Kong1 , Valeria Fedyk2 , Daniel Rabetti 3,4
1: Yuan Ze University;
2: Arizona State University;
3: National University of Singapore;
4: Harvard Business School (visiting)
9:40am SUN 1-2: Crypto and Fintech Location: Meeting Room 4, 2/F, Friendship Palace Chair: Laura Xiaolei Liu , Peking UniversityDiscussant: Chloe Yue Liu , Peking University
Crypto Risk in the Financial System
Hengguo Da 1 , Kose John2 , Ndackyssa Oyima-Antseleve3
1: SWUFE, China, People's Republic of;
2: NYU, USA;
3: CAL Poly, USA
10:50am SUN 1-3: Crypto and Fintech Location: Meeting Room 4, 2/F, Friendship Palace Chair: Laura Xiaolei Liu , Peking UniversityDiscussant: Zhibing Li , University of International Business and Economics
CODE-WASHING: EVIDENCE FROM OPEN-SOURCE BLOCKCHAIN STARTUPS
Ofir Gefen1 , Daniel Rabetti1 , Yannan Sun2 , Che Zhang 3
1: National University of Singapore;
2: The University of Hong Kong;
3: Tsinghua University
2:00pm SUN 5-1: Information and Trading in Financial Market Location: Meeting Room 4, 2/F, Friendship Palace Chair: Kalok Chan , City University of Hong Kong
Inside Out: Who Trade Before the Start of Cyber Attacks?
Xi Dong 1 , Edward Xuejun Li1 , Xintian Lin2 , Xin Yuan3
1: Baruch College, City University of New York;
2: Central University of Finance and Economics;
3: Dongbei University of Finance and Economics
3:10pm SUN 5-2: Information and Trading in Financial Market Location: Meeting Room 4, 2/F, Friendship Palace Chair: Kalok Chan , City University of Hong Kong
Market Feedback: Evidence from the Horse’s Mouth
Itay Goldstein1 , Bibo Liu 2 , Liyan Yang3
1: University of Pennsylvania;
2: Tsinghua University;
3: University of Toronto
4:20pm SUN 5-3: Information and Trading in Financial Market Location: Meeting Room 4, 2/F, Friendship Palace Chair: Kalok Chan , City University of Hong Kong
China Walls
Daniel Nathan 1 , Chaojun Wang2 , Tomy Lee3
1: PolyU, Hong Kong S.A.R. (China);
2: The Wharton School;
3: CEU
