Advisor-Hedge Fund Connections, Information Flows and Deal Outcomes in Mergers and Acquisitions

Michael Bowe², Olga Kolokolova¹, Lijie Yu²

1: Lancaster University Management School, United Kingdom; 2: Alliance Manchester Business School

Discussant: Zoran Filipovic (Universite Paris Dauphine - PSL)

(Not) Everybody's Working for the Weekend: A Study of Mutual Fund Manager Effort

Boone Bowles¹, Rich Evans²

1: Texas A&M University, Mays Business School; 2: University of Virginia, Darden Business School

Discussant: Luciano Somoza (Essec Business School)

Cross-ETF Arbitrage

Spencer Andrews¹, Brian J. Henderson², Adam V. Reed³

1: Office of Financial Research, U.S. Department of the Treasury; 2: George Washington University; 3: UNC Kenan-Flagler Business School, United States of America

Discussant: Paul Karehnke (ESCP Business School)

The Dealer Warehouse – Corporate Bond ETFs

Caitlin Dannhauser¹, Egle Karmaziene²

1: Villanova University; 2: VU Amsterdam, Netherlands, The

Discussant: Sugata Ray (University of Alabama)

Rational Bubbles with Competitive Fund Managers

Pasquale Marotta^1,2

1: Swiss Finance Institute; 2: Università della Svizzera italiana

Hedge Funds With(out) Edge

Eric James Wilson

McMaster University, Canada

On the Relevance of Variances and Correlations for Multi-Factor Investors

Tom Oskar Karl Zeissler

Research Institute for Capital Markets, Vienna University of Economics and Business, Austria

Becoming virtuous? Mutual Funds’ Reactions to ESG Scandals

Daniel Schmidt¹, Fatima Zahra Filali Adib², Bastian Von Beschwitz³

1: HEC Paris, France; 2: Copenhagen Business School; 3: Federal Reserve Board

Discussant: Gaëlle Le Fol (Université Paris Dauphine - PSL)

Are Hedge Funds Exploiting Green Sentiment?

George Aragon², Juha Joenvaara⁴, Yuxiang Jiang³, Cristian Tiu¹

1: University at Buffalo, United States of America; 2: Arizona State University; 3: Southwestern University for Finance and Economics; 4: Aalto University

Discussant: Sara Ain Tommar (Neoma Business School)

Did the Game Stop for Hedge Funds?

Jun Chen¹, Byoung Hwang², Melvyn Teo³

1: Remin University, China; 2: Nanyang Technological University, Singapore; 3: Singapore Management University, Singapore

Discussant: Vincent Tena (Université Paris Dauphine - PSL)

Narrative Attention Pricing

Hojoon Lee¹, Gideon Ozik², Ronnie Sadka¹

1: Boston College, United States of America; 2: EDHEC Business School

Discussant: Juan Imbet (Université Paris Dauphine - PSL)

See it, Say it, Shorted: Strategic Announcements in Short-Selling Campaigns

Jane Chen

Chinese University of Hong Kong, Shenzhen

Discussant: Spencer Andrews (Office of Financial Research)

Persistent Equity Lenders and Limits to Arbitrage: Position-level Evidence from Mutual Funds

Xi Dong¹, Qifei Zhu²

1: Baruch College, City University of New York, United States of America; 2: Nanyang Technological University

Discussant: Francesco Mazzola (ESCP Business School)

Intermediary Balance Sheet Constraints, Bond Mutual Funds’ Strategies, and Bond Returns

Martin Waibel¹, Mariassunta Giannetti^1,4,5, Chotibhak Jotikasthira², Andreas Rapp³

1: Stockholm School of Economics, Sweden; 2: Southern Methodist University's Cox School of Business, United States of America; 3: Federal Reserve Board of Governors, United States of America; 4: CEPR; 5: ECGI

Discussant: Alexey Ivashchenko (VU Amsterdam)

Imputing Mutual Fund Trades

Dion Bongaerts¹, Jean-Paul van Brakel^1,2, Mathijs van Dijk¹, Joop Huij^1,2

1: Erasmus University, The Netherlands; 2: Robeco Institutional Asset Management, The Netherlands

Discussant: Alexandru Barbu (INSEAD)

Common Ownership of Stocks by Index-Benchmarked Mutual Funds and the Low Volatility Anomaly

Dan Xia Wong

Université Paris 1, France

Intangible Value: An International Perspective

Stefan Vincenz

Vienna University of Economics and Business; ZZ Vermögensverwaltung GmbH, Austria

Flow Rider: Tradeable Ecosystems’ Relative Entropy of Flows as a Determinant of Relative Value

Karim Henide

London School of Economics, United Kingdom

Which Institutional Investors Drive Corporate Sustainability

Marco Ceccarelli¹, Simon Glossner², Mikael Homanen^3,4, Daniel A. Schmidt^5,6

1: VU Amsterdam, Germany; 2: Federal Reserve Board of Governors; 3: PRI; 4: Bayes Business School; 5: Technical University of Munich (TUM); 6: Boston Consulting Group

Discussant: Francois Koulischer (University of Luxembourg)

Performance Attribution for Portfolio Constraints

Andrew W. Lo^1,2, Ruixun Zhang^2,3

1: MIT Sloan School of Management; 2: MIT Laboratory for Financial Engineering; 3: Peking University

Discussant: Nabil Kahale (ESCP Business School)

Mutual Fund Disagreement and Firm Value: Passive vs. Active Voice

Iris Wang¹, Jan Bena²

1: McMaster University, Canada; 2: University of British Columbia, Canada

Discussant: Christian Lundblad (UNC Chapel Hill)