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Conference Time: 1st May 2025, 02:48:22am CEST
 

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).

Please note that all times are shown in the time zone of the conference. The current conference time is: 1st May 2025, 02:48:22am CEST

 
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Session Overview
Session
2.4: Factors in Bond and Equity Returns
Time:
Wednesday, 29/May/2024:
3:30pm - 5:15pm

Session Chair: Svetlana Bryzgalova, London Business School
 Location: Charlottenburg II

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Presentations

Does Peer-Reviewed Research Help Predict Stock Returns?

Andrew Chen1, Alejandro Lopez Lira2, Tom Zimmermann3

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

Discussant: Shri Santosh (University of Maryland)

Chen-Does Peer-Reviewed Research Help Predict Stock Returns-1551.pdf

The Corporate Bond Factor Zoo

Alexander Dickerson1, Christian Julliard2, Philippe Mueller3

1University of New South Waes, Australia; 2London School of Economics, United Kingdom; 3Universisty of Warwick, United Kingdom

Discussant: Lukas Schmid (USC Marshall School of Business)

Dickerson-The Corporate Bond Factor Zoo-771.pdf

Corporate Bond Factors: Replication Failures and a New Framework

Jens Dick-Nielsen, Peter Feldhütter, Lasse Heje Pedersen, Christian Stolborg

Copenhagen Business School, Denmark

Discussant: Chuck Fang (Drexel University)

Dick-Nielsen-Corporate Bond Factors-814.pdf


 
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