PROGRAM 3 : Investment Finance

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

Luke DeVault (Arizona), Richard Sias (Arizona), Laura Starks (Texas)
Discussant: Gennaro Bernile (SMU)
Conference Paper  

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

Si Cheng (QUM), Allaudeen Hameed (NUS), Avanidhar Subrahmanyam (UC), Sheridan Titman (Texas)
Discussant: Tarun Chordia(Emory)
Conference Paper  

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

Yakov Amihud (NYU), Eli Bartov (HKUST), Baolian Wang (HKUST)
Discussant: Sugata Ray (Florida)
Conference Paper  

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

Hyun-Soo Choi (SMU), Harrison Hong (Princeton), Jeffrey D. Kubik (Syracuse), Jeffrey P. Thompson (FRB)
Discussant: Sing Tien Foo (NUS)
Conference Paper  

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

Yongheng Deng (NUS), Xin Liu (NUS), Shang-Jin Wei (Columbia)
Discussant: Wenlan Qian (NUS)
Conference Paper  

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

Cristian Badarinza (Oxford), Tarun Ramadorai (Oxford)
Discussant: Tu Yong (NUS)
Conference Paper  

 
28
MAY
2014
Wednesday
 
3.30pm - 4.15pm
The Information Value of Credit Rating Reports

Sumit Agarwal (NUS), Vincent Chen (NUS), Weina Zhang (NUS)
Discussant: Lei Zhang (NTU)
Download  

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

Massimo Massa (INSEAD), Chengwei Wang (INSEAD), Hong Zhang (INSEAD)
Discussant: Baolian Wang (HKUST)
Download  

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

Alexander Ljungqvist (NYU), Wenlan Qian (NUS)
Discussant: Charles Lee (Stanford)
Download  

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

Ekkehart Boehmer (EDHEC),R. L. Shankar (EDHEC)
Discussant: Qing Tong (SMU)
Conference Paper  

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

Melvyn Teo (SMU), Sugata Ray (Florida), Yan Lu (UF)
Discussant: Bruce D. Grundy (Melbourne)
Conference Paper  

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

Gerard Hoberg (Maryland), Nitin Kumar (Maryland), Nagpurnanand Prabhala (Maryland)
Discussant: Clemens Sialm (Texas)
Conference Paper  

 

Contact Information

Massa Massimo (Track Chair)
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Deng Yongheng
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Allaudeen Hameed
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Melvyn Teo
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