PROGRAM 3 :  INVESTMENT FINANCE

 
 
26
May
2015
Tuesday

Chair: Sheridan Titman (University of Texas, Austin)

1.30pm - 2.20pm
Is Information Risk Priced? Evidence from Abnormal Idiosyncratic Volatility

Yang Yung Chiang (Queen's), Zhang Bohui (UNSW), Zhang Chu (HKUST)
Discussant: Roger Loh (SMU)
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2.20pm - 3.10pm
Investor Attention: Seasonal Patterns and Endogenous Allocations

Liu Hongqi (CUNY), Peng Lin (CUNY)
Discussant: Da Zhi (Notre Dame)
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3.50pm - 4.40pm
Cross-Sectional Asset Pricing with Individual Stocks: Betas versus Characteristics

Tarun Chordia (Emory), Amit Goyal (UNIL), Jay Shanken (Emory)
Discussant: Chen Zhuo (Tsinghua)
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4.40pm - 5.30pm
Learning about the Neighborhood: The Role of Supply Elasticity for Housing Cycles

Gao Zhenyu (CUHK), Michael Sockin (Princeton), Xiong Wei (Princeton)
Discussant: Qian Wenlan (NUS)
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27
May
2015
Wednesday

Chair: Bruce Grundy (Melbourne University)

8.30am - 9.20am
The Information Value of Sovereign Credit Rating Reports

Zhang Weina (NUS), Sumit Agarwal (NUS), Vincent Chen (NUS), Geoffrey Sim (Credit Suisse)
Discussant: Dragon Tang (HKU)
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9.20am - 10.10am
Can information be locked up? Informed trading ahead of macro-news announcements

Hu Jianfeng (SMU), Gennaro Bernile (SMU) , Tang Yuehua (SMU)
Discussant: Johan Sulaeman (NUS)
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10.50am - 11.40pm
Guru Dreams and Competition: An Anatomy of the Economics of Blogs

Zhang Hong (Tsinghua), Dong Yi (UIBE), Massimo Massa (INSEAD)
Discussant: Shu Tao (HKUST)
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11.40am - 12.30pm
Are Shorts Equally Informed? A Global Perspective

Ekkehart Boehmer (SMU), Zsuzsa. R. Huszár (NUS), Wang Yanchu (Purdue), Zhang Xiaoyan (Purdue)
Discussant: Zhang Bohui (UNSW)
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28
May
2015
Thursday

Chair: Franklin Allen (University of Pennsylvania)

8.30am - 9.20am
Tax Efficient Asset Management: Evidence from Equity Mutual Funds

Clemens Sialm (UT), Zhang Hanjiang (NTU)
Discussant: Juan Sotes-Paladino (Melbourne)
Conference Paper  

9.20am - 10.10am
A Market-Based Funding Liquidity Measure

Chen Zhuo (Tsinghua), Andrea Lu (Melbourne)
Discussant: Tarun Chorida (Emory)
Conference Paper  

10.50am - 11.40pm
Price pressure from coordinated noise trading: Evidence from pension fund reallocations

Borja Larrain (UC), Da Zhi (Notre Dame), Clemens Sialm (UT), Jose Tessada (UC)
Discussant: Shu Tao (HKUST)
Conference Paper  

11.40am - 12.30pm
Information Environment and the Geography of Firms and Investors

Shimon Kogan (UT), Gennaro Bernile (SMU), Johan Sulaeman (NUS)
Discussant: Liu Hongqi (CUNY)
Conference Paper  

 

Contact Information

Program Director Conference Organizer

Massa Massimo (INSEAD)
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Allaudeen Hameed (NUS)
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Roger Loh (SMU)
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Wenlan Qian (NUS)
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Hong Zhang (TSINGHUA)
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