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, 10:55:10am CEST

 
 
Session Overview
Session
6.4: Narratives and Investor Memory
Time:
Friday, 31/May/2024:
8:30am - 10:15am

Session Chair: Francesco D'Acunto, Georgetown University
Location: Charlottenburg II


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Presentations

Memory and Beliefs in Financial Markets: A Machine Learning Approach

Zhongtian Chen1, Jiyuan Huang2

1University of Pennsylvania; 2University of Zurich; Swiss Finance Institute

Discussant: Yong Kwon (Brown University)

Chen-Memory and Beliefs in Financial Markets-1089.pdf


Crash Narratives

William Goetzmann, Dasol Kim, Robert Shiller

Yale University, United States of America

Discussant: Constantin Charles (London School of Economics)

Goetzmann-Crash Narratives-629.pdf


Media Narratives and Price Informativeness

Chukwuma Dim2, Francesco Sangiorgi1, Grigory Vilkov1

1Frankfurt School of Finance & Management, Germany; 2George Washington University

Discussant: Katrin Goedker (Bocconi University)

Dim-Media Narratives and Price Informativeness-1379.pdf


 
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