Conference Agenda

Session

Cross-sectional Stock Returns

Time:

Saturday, 30/May/2026:

10:30am - 12:15pm

Session Chair: Shrihari Santosh, University of Maryland

Presentations

Size Distortions in Robust Estimators: Implications for Asset Pricing

Vincent Grégoire¹, Nicolas Harvie², Anthony Sanford¹

¹HEC Montreal, Canada; ²University of Toronto, Canada

Discussant: Aaron Mora (University of South Carolina)

Macroeconomic reports and the cross-section of industry returns

Christian Breitung, Garvin Kruthof, Sebastian Müller

Technical University of Munich, Germany

Discussant: Shuaiyu Chen (UVA Darden)

The Relative Price Premium

Fotis Grigoris¹, Christian Heyerdahl-Larsen², Preetesh Kantak³, Yun Joo An³

¹University of Iowa, United States of America; ²BI Oslo; ³Indiana University

Discussant: Francesco D\'Acunto (Georgetown University)