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).
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Session Overview | |
| Location: Meeting Room 8, 2/F, Friendship Palace |
| Date: Friday, 05/Dec/2025 | |
| 2:00pm - 2:55pm |
FRI 4-1: Networks Location: Meeting Room 8, 2/F, Friendship Palace Chair: Bing Han, University of Toronto Discussant: Belinda Chen, Shanghai Advanced Institute of Finance (SAIF) Knowledge Network and Asset Pricing 1: International School of Finance, Fudan University; 2: Tsing Hua University in Hsinchu; 3: Cheung Kong Graduate School of Business; 4: Auburn University |
| 3:10pm - 4:05pm |
FRI 4-2: Networks Location: Meeting Room 8, 2/F, Friendship Palace Chair: Bing Han, University of Toronto Discussant: Xiaoliang Wang, HKUST Business School Rethinking Exchange Rate Exposure in Equity Markets Through International Trade Networks 1: Yonsei University, Korea, Republic of (South Korea); 2: Stanford University, Stanford, CA |
| 4:20pm - 5:15pm |
FRI 4-3: Networks Location: Meeting Room 8, 2/F, Friendship Palace Chair: Bing Han, University of Toronto Discussant: Jincheng Tong, University of Toronto The Carbon Risk Premium Revisited: The Role of\\ Production Networks 1: Nankai University; 2: Peking University; 3: Peking University; 4: Tsinghua University |
| Date: Saturday, 06/Dec/2025 | |
| 8:30am - 9:25am |
SAT 4-1: Patterns in Returns Location: Meeting Room 8, 2/F, Friendship Palace Chair: Zhan Shi, Tsinghua University PBC School Discussant: Yifeng Zhu, Central University of Finance and Economics Mosaics of Predictability 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 - 10:35am |
SAT 4-2: Patterns in Returns Location: Meeting Room 8, 2/F, Friendship Palace Chair: Zhan Shi, Tsinghua University PBC School Discussant: Chuck Fang, Drexel University Anomaly-driven demand Aarhus University, Denmark |
| 10:50am - 11:45am |
SAT 4-3: Patterns in Returns Location: Meeting Room 8, 2/F, Friendship Palace Chair: Zhan Shi, Tsinghua University PBC School Discussant: Xingtan Zhang, Cheung Kong Graduate School of Business Belief Skewness in the Stock Market 1: City University of Hong Kong; 2: ESCP Business School |
| 2:00pm - 2:55pm |
SAT 8-1: ESG Location: Meeting Room 8, 2/F, Friendship Palace Chair: Hong Zhang, Singapore Management University Discussant: Haoyu Gao, Renmin University of China How green is green? Anatomy of ESG funds’ selection University of Hong Kong, Hong Kong S.A.R. (China) |
| 3:10pm - 4:05pm |
SAT 8-2: ESG Location: Meeting Room 8, 2/F, Friendship Palace Chair: Hong Zhang, Singapore Management University Discussant: Darcy PU, Peking University Oil-Driven Greenium 1: Tsinghua University, China, People's Republic of; 2: The Ohio State University |
| 4:20pm - 5:15pm |
SAT 8-3: ESG Location: Meeting Room 8, 2/F, Friendship Palace Chair: Hong Zhang, Singapore Management University Discussant: Mengyu Wang, Singapore Management University The Salience of Climate Change and Green Patents Review: Evidence from Climatic Disasters 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 |
| Date: Sunday, 07/Dec/2025 | |
| 8:30am - 9:25am |
SUN 4-1: Risk Factors Location: Meeting Room 8, 2/F, Friendship Palace Chair: Jun Liu, University of California San Diego Discussant: Dan Luo, Shanghai University of Finance and Economics So Many Jumps, So Little News 1: Princeton University, USA; 2: Renmin University of China, China; 3: Peking University, China |
| 9:40am - 10:35am |
SUN 4-2: Risk Factors Location: Meeting Room 8, 2/F, Friendship Palace Chair: Jun Liu, University of California San Diego Discussant: Zhe Geng, Fudan University Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux 1: The Wharton School; 2: The Wharton School; 3: HKUST Business School, Hong Kong S.A.R. (China); 4: The Wharton School |
| 10:50am - 11:45am |
SUN 4-3: Risk Factors Location: Meeting Room 8, 2/F, Friendship Palace Chair: Jun Liu, University of California San Diego Discussant: Junxiong Gao, Shanghai Advanced Institute of Finance Semiparametric Conditional Factor Models in Asset Pricing 1: CUHK-Shenzhen; 2: The Wharton School; 3: HKUST Business School, Hong Kong S.A.R. (China) |