11TH ANNUAL CONFERENCE 
investment FINANCE

 
 
20
May
2024
Monday 

The Impact and Influence of Investment Behaviors
Chair: Roger LOH (Singapore Management University & ABFER)

Location: Ocean 4

2:00 pm – 2:45 pm
The Rise of Reddit: How Social Media Affects Belief Formation and Price Discovery
Danqi HU (Peking University)
Charles M. JONES (University of Columbia)
Siyang LI* (Tsinghua University)
Valerie ZHANG (University of California, Berkeley)
Xiaoyan ZHANG (Tsinghua University & ABFER)

Discussant:
Byoung-Hyoun HWANG (Nanyang Technological University & ABFER)
2:45 pm – 3:30 pm
A Tale of Two Zoos: Machine Learning Insights on Retail Investors
Pulak GHOSH (Institute of Management Bangalore & ABFER)
Huahao LU (Tsinghua University)
Hong ZHANG* (Singapore Management University & ABFER)
Jian ZHANG (The University of Hong Kong)

Discussant:
Darwin CHOI (The Chinese University of Hong Kong)
3:30 pm – 4:00 pm
Break
4:00 pm – 4:45 pm
Prospect Theory in the Field-Revealed Preferences from Mutual Fund Flows
Bing HAN (University of Toronto)
Pengfei SUI* (The Chinese University of Hong Kong, Shenzhen)
Wenhao YANG (University of North Carolina)

Discussant:
Baolian WANG (University of Florida)
4:45 pm – 5:30 pm
Pension Fund Flows Exchange Rates and Covered Interest Rate Parity
Felipe ALDUNATE (Universidad de Los Andes)
Zhi DA (University of Notre Dame)
Borja LARRAIN (Pontificia Universidad)
Clemens SIALM* (University of Texas at Austin & ABFER)

Discussant:
Dong LOU (Hong Kong University of Science and Technology)


 
21
MAY
2024
Tuesday

Market Analysis and Valuation Perspectives
Chair: Darwin CHOI (The Chinese University of Hong Kong)

Location: Ocean 5

9:00 am – 9:45 am
A Century of Market Reversals--Resurrecting Volatility
Vincent BOGOUSSLAVSKY (Boston College)
Blake LEBARON (Brandeis University)
Jeffrey PONTIFF* (Boston College)

Discussant:
Zhi DA (University of Notre Dame)
9:45 am – 10:30 am
Resolving Estimation Ambiguity
Paul H. DECAIRE (Arizona State University)
Denis SOSYURA* (Arizona State University)
Michael D. WITTRY (Ohio State University)

Discussant:
Tianhao YAO (Singapore Management University)
10:30 am – 11:00 am
Break
11:00 am – 11:45 am
The Value of Data to Fixed Income Investors
Jennie BAI* (Georgetown University & ABFER)
Jian LI (Columbia University)
Asaf MANELA (Washington University of St. Louis)

Discussant:
Zhan SHI (Tsinghua University)
11:45 am – 12:30 pm
(Almost) 200 Years of News-Based Economic Sentiment
J. H. van BINSBERGEN (University of Pennsylvania)
S. BRYZGALOVA (University of London)
M. MUKHOPADHYAY (University of London)
Varun SHARMA* (Indiana University)

Discussant:
Bohui ZHANG (The Chinese University of Hong Kong, Shenzhen)


23
may
2024
Thursday

Emerging Trends and Challenges in Finance
Chair: Hong ZHANG (Singapore Management University & ABFER)

Location: Ocean 5

9:00 am – 9:45 am
Revisiting the Cross-Section of Expected Stock Returns: Evidence from a Textual Analysis of Buy Recommendations
Hailiang CHEN (The University of Hong Kong)
Byoung-Hyoun HWANG* (Nanyang Technological University & ABFER)
Zhuozhen PENG (Nanyang Technological University)

Discussant:
Chishen WEI (Hong Kong Polytechnic University)
9:45 am – 10:30 am
Equity Lender Base and Limits to Arbitrage
Xi DONG* (Baruch College)
Qifei ZHU (Nanyang Technological University)

Discussant:
Xiaoyan ZHANG (Tsinghua University)
10:30 am – 11:00 am
Break
11:00 am – 11:45 am
The Low Frequency Trading Arms Race: Machines Versus Delays
Alexander DICKERSON* (University of New South Wales)
Yoshio NOZAWA (University of Toronto)
Cesare ROBOTTI (University of Warwick)

Discussant:
Grace Xing HU (Tsinghua University)
11:45 am – 12:30 pm
Do Investors Overvalue Startups? Evidence from the Junior Stakes of Mutual Funds
Vikas AGARWAL (Georgia State University)
Brad BARBER (University of California, Davis)
Si CHENG (Syracuse University)
Allaudeen HAMEED (National University of Singapore & ABFER)
Harshini SHANKER (University of London)
Ayako YASUDA* (University of California, Davis)

Discussant:
Clemens SIALM (University of Texas at Austin & ABFER)


* Presenter. Program is subjected to change. Updated 30 May 2024.

Session Format

Four papers will be presented during each session. Each paper has 45 minutes including 20 minutes for presentation, 15 minutes for discussion and 10 minutes for Q&A. There will be 30 minutes break after two papers.

Contact Information

Program Director Conference Organizer

Allaudeen HAMEED (National University of Singapore & ABFER)
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Massimo MASSA (INSEAD & ABFER)
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Darwin CHOI (The Chinese University of Hong Kong)
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Roger LOH (Singapore Management University & ABFER)
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Hong ZHANG (Singapore Management University & ABFER)
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