2nd Annual Conference: Investment Finance

 
 
26
MAY
2014
Monday
 
3.30 pm - 4.15 pm
Who are the Sentiment Traders? Evidence from the Cross-section of Stock Returns and Demand

Luke DeVault (University of Arizona)
Richard Sias (University of Arizona)
Laura Starks* (University of Texas at Austin)

Discussant:
Gennaro Bernile* (Singapore Management University)

Conference Paper  
4.20 pm - 5.05 pm
Short-Term Reversals and the Efficiency of Liquidity Provision

Si Cheng* (Queen's University Belfast)
Allaudeen Hameed (National University of Singapore)
Avanidhar Subrahmanyam (University of California at Los Angeles)
Sheridan Titman (University of Texas at Austin)

Discussant:
Tarun Chordia* (Emory University)

Conference Paper  
5.10 pm - 5.55 pm
The Pricing of Corporate Foreign Trade Risk

Yakov Amihud (New York University)
Eli Bartov (Hong Kong University of Science and Technology)
Baolian Wang* (Hong Kong University of Science and Technology)

Discussant:
Sugata Ray* (University of Florida)

 
27
MAY
2014
Tuesday
 
4.00 pm - 4.45 pm
When Real Estate is the Only Game in Town

Hyun-Soo Choi* (Singapore Management University)
Harrison Hong (Princeton University)
Jeffrey D. Kubik (Syracuse University)
Jeffrey P. Thompson (Federal Reserve Bank of Boston)

Discussant:
Tien Foo Sing* (National University of Singapore)

Conference Paper  
4.50 pm - 5.35 pm
One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?

Yongheng Deng* (National University of Singapore)
Xin Liu* (National University of Singapore)
Shang-Jin Wei* (Columbia University)

Discussant:
Wenlan Qian* (National University of Singapore)

Conference Paper  
5.40 pm - 6.25 pm
Preferred Habitats and Safe-Haven Effects:Evidence from the London Housing Market

Cristian Badarinza (University of Oxford)
Tarun Ramadorai* (University of Oxford)

Discussant:
Tu Yong* (National University of Singapore)

Conference Paper  
7.00 pm - 9.00 pm
 
28
MAY
2014
Wednesday
 
3.30 pm - 4.15 pm
The Information Value of Credit Rating Reports

Sumit Agarwal* (National University of Singapore)
Vincent Chen* (National University of Singapore)
Weina Zhang* (National University of Singapore)

Discussant:
Lei Zhang* (Nanyang Technological University)

Download  
4.20 pm - 5.05 pm
How Fast Can the Market Get It? Evidence from Alliance Synergies

Massimo Massa (INSEAD)
Chengwei Wang (INSEAD)
Hong Zhang* (INSEAD)

Discussant:
Baolian Wang (Hong Kong University of Science and Technology)

Download  
5.10 pm - 5.55 pm
How Binding are Limits to Arbitrage?

Alexander Ljungqvist* (New York University)
Wenlan Qian* (National University of Singapore)

Discussant:
Charles Lee* (Stanford University)

Download  
6.15 pm - 7.15 pm
 
29
MAY
2014
Thursday
 
3.00 pm - 3.45 pm
Low Latency Trading and Comovement of Order Flow and Prices

Ekkehart Boehmer* (EDHEC)
R. L. Shankar* (EDHEC)

Discussant:
Qing Tong* (Singapore Management University)

Conference Paper  
3.50 pm - 4.35 pm
Till Death Do Us Part: Marital Events and Hedge Funds

Melvyn Teo* (Singapore Management University)
Sugata Ray (University of Florida)
Yan Lu (University of Central Florida)

Discussant:
Bruce D. Grundy* (University of Melbourne)

Conference Paper  
4.40 pm - 5.25 pm
Mutual Fund Competition, Managerial Skill, and Alpha Persistence

Gerard Hoberg (University of Maryland)
Nitin Kumar (University of Maryland)
Nagpurnanand Prabhala* (University of Maryland)

Discussant:
Clemens Sialm* (University of Texas at Austin)

Conference Paper  

*Speaker.

 

Contact Information

Massa Massimo (Track Chair)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Deng Yongheng
This email address is being protected from spambots. You need JavaScript enabled to view it.

Allaudeen Hameed
This email address is being protected from spambots. You need JavaScript enabled to view it.

Melvyn Teo
This email address is being protected from spambots. You need JavaScript enabled to view it.

 

Photo Gallery