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: 22nd Oct 2025, 09:43:46am KST
Asset Pricing I Location: Studio 10 Session Chair: Jungsuk Han , Seoul National University
A Stock Return Decomposition Using Observables
Benjamin Knox, Annette Vissing-Jorgensen
Federal Reserve Board of Governors
Discussant: Thummim Cho (Korea University)
The Real Cost of Benchmarking
Christian Kontz, Sebastian Hanson
Stanford University
Discussant: David Schoenherr (Seoul National University)
Artificial Intelligence and Firms' Systematic Risk
Tania Babina2 , Anastassia Fedyk1 , Alex He3 , James Hodson4
1 University of California, Berkeley; 2 Columbia University; 3 University of Maryland; 4 AI for Good Foundation
Discussant: Sean Seunghun Shin (Korea Advanced Institute of Science & Technology)
Algorithmic Trading Location: Studio 10 Session Chair: Emiliano Pagnotta , Singapore Management University
AI Powered Trading, Algorithimic Collusion and Price Efficiency
Winston Dou1 , Itay Goldstein1 , Yan Ji2
1 University of Pennsylvania; 2 Hong Kong University of Science and Technology
Discussant: Xian Wu (University of Wisconsin-Madison)
Employing Artificial Intelligence to Create Smart Limit Orders
Seongkyu {Gilbert} Park1 , Patrik Sandas2
1 Willamette University; 2 University of Virginia
Discussant: Chen Yao (Chinese University of Hong Kong)
Machine Traders, Human Behavior, and Model (Mis)Specification
Ahmed Guecioueur
University of Washington
Discussant: Don Noh (Hong Kong University of Science and Technology)