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 4-1: Networks Location: Meeting Room 8, 2/F, Friendship Palace Chair: Bing Han , University of TorontoDiscussant: Belinda Chen , Shanghai Advanced Institute of Finance (SAIF)
Knowledge Network and Asset Pricing
Gang Zhang 1 , Po-Hsuan Hsu2 , Erica Li3 , Huijun Wang4
1: International School of Finance, Fudan University;
2: National Tsing Hua University;
3: Cheung Kong Graduate School of Business;
4: Auburn University
3:10pm FRI 4-2: Networks Location: Meeting Room 8, 2/F, Friendship Palace Chair: Bing Han , University of TorontoDiscussant: Xiaoliang Wang , HKUST Business School
Rethinking Exchange Rate Exposure in Equity Markets Through International Trade Networks
Seo Ha Kim2 , Sungjune Pyun 1
1: Yonsei University, Korea, Republic of (South Korea);
2: Stanford University, Stanford, CA
4:20pm FRI 4-3: Networks Location: Meeting Room 8, 2/F, Friendship Palace Chair: Bing Han , University of TorontoDiscussant: Jincheng Tong , University of Toronto
The Carbon Risk Premium Revisited: The Role of\\ Production Networks
Shubo Kou1 , Kai Li2 , Minghao Li3 , Wu Zhu 4
1: Nankai University;
2: Peking University;
3: Peking University;
4: Tsinghua University
8:30am SAT 4-1: Trust and Culture Location: Meeting Room 8, 2/F, Friendship Palace Chair: Frank Yu , China Europe International Business School
Set in Stone: The Persistence and Origin of Corporate Culture
Kai Li1 , Yu-Jane Liu2 , Ruichang Lu 2 , Kaihao Qian2 , Xiaojun Zhang2
1: University of British Columbia, Sauder School of Business;
2: Peking University, Guanghua School of Management,
9:40am SAT 4-2: Trust and Culture Location: Meeting Room 8, 2/F, Friendship Palace Chair: Frank Yu , China Europe International Business School
Valuing Ideological Customer Capital: Measurement through Procurement
Winston Dou1 , Yan Ji2 , David Reibstein2 , Di Tian 3
1: University of Pennsylvania and NBER;
2: HKUST, Hong Kong S.A.R. (China);
3: University of Pennsylvania
10:50am SAT 4-3: Trust and Culture Location: Meeting Room 8, 2/F, Friendship Palace Chair: Frank Yu , China Europe International Business School
From CeFi to DeFi: What does Investors (Mis)trust?
Shaokai Ding1 , Wenzhi Ding 2 , Chen Lin3
1: Manchester University, Manchester (U.K.);
2: The Hong Kong Polytechnic University, Hong Kong S.A.R. (China);
3: The University of Hong Kong, Hong Kong S.A.R. (China)
2:00pm SAT 8-1: ESG Location: Meeting Room 8, 2/F, Friendship Palace Chair: Hong Zhang , Singapore Management UniversityDiscussant: Haoyu Gao , Renmin University of China
How green is green? Anatomy of ESG funds’ selection
Dunhong Jin , Roni Michaely, Menghan Wang
University of Hong Kong, Hong Kong S.A.R. (China)
3:10pm SAT 8-2: ESG Location: Meeting Room 8, 2/F, Friendship Palace Chair: Hong Zhang , Singapore Management UniversityDiscussant: Darsy PU , Peking University
Oil-Driven Greenium
Zhan Shi 1 , Shaojun Zhang2
1: Tsinghua University, China, People's Republic of;
2: The Ohio State University
4:20pm SAT 8-3: ESG Location: Meeting Room 8, 2/F, Friendship Palace Chair: Hong Zhang , Singapore Management UniversityDiscussant: Mengyu Wang , Singapore Management University
The Salience of Climate Change and Green Patents Review: Evidence from Climatic Disasters
Jie Cao1 , Tao Shu2 , Xuan Tian3 , Yajing Wang 1 , Xintong Zhan4
1: The Hong Kong Polytechnic University, Hong Kong S.A.R. (China);
2: The Chinese University of Hong Kong;
3: Tsinghua University;
4: Fudan University
8:30am SUN 4-1: Risk Factors Location: Meeting Room 8, 2/F, Friendship Palace Chair: Jun Liu , University of California San Diego
So Many Jumps, So Little News
Yacine Ait-Sahalia1 , Chen Xu Li 2 , Chenxu Li3
1: Princeton University, USA;
2: Renmin University of China, China;
3: Peking University, China
9:40am SUN 4-2: Risk Factors Location: Meeting Room 8, 2/F, Friendship Palace Chair: Jun Liu , University of California San Diego
Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux
Zhongtian Chen1 , Nikolai Roussanov2 , Xiaoliang Wang 3 , Dongchen Zou4
1: The Wharton School;
2: The Wharton School;
3: HKUST Business School, Hong Kong S.A.R. (China);
4: The Wharton School
10:50am SUN 4-3: Risk Factors Location: Meeting Room 8, 2/F, Friendship Palace Chair: Jun Liu , University of California San Diego
Semiparametric Conditional Factor Models in Asset Pricing
Qihui Chen 1 , Nikolai Roussanov2 , Xiaoliang Wang3
1: CUHK-Shenzhen;
2: The Wharton School;
3: HKUST Business School, Hong Kong S.A.R. (China)
