PROGRAM 3 :  capital markets

 
 
24
MAY
2013
Friday

8:30 - 10:30
Session 1

Defined Contribution Pension Plans: Sticky or Discerning Money?

Clemens Sialm, Laura Starks and Hanjiang Zhangs
Discussant: Stephen Dimmock
Conference Paper  

Fire-sales and Information Advantage: When Bank-Affiliation Helps

Massimo Massa and Lei Zhang
Discussant: Sergei Sarkissian

10:30 - 11:00
11:00 - 12:00
Session 2

To Group or Not to Group? Evidence from Mutual Funds

Saurin Patel and Sergei Sarkissian
Discussant: Lei Zhang

12:00 - 1:30
1:30 - 2:30
Session 3

Is There Evidence of a Real Estate Collateral Channel Effect on Listed Firm Investment in China?

Yongheng Deng, Joseph Gyourko and Jing Wu
Discussant: Dragana Cvijanovic
Conference Paper  

2:30 - 3:00
3:00 - 5:00
Session 4

Transaction Tax and Speculators

Yuming Fu, Wenlan Qian, Bernard Yeung
Discussant: Ekkehart Boehmer
Download Paper 

CMBS Subordination, Ratings Inflation and Regulatory-Capital Arbitrage

Richard Stanton and Nancy Wallace
Discussant: Tim Riddiough

5:00

 
25
MAY
2017
Saturday

9:00 - 10:00
Session 1

Growing the Asset Management Franchise: Evidence from hedge Fund Firms

William Fung, David Hsieh, Narayan Naik and Song Wee Melvyn TEO
Discussant: Tarun Ramadorai
Conference Paper  

10:00 - 10:30
10:30 - 12:30
Session 2

The Economics of Hedge Funds

Neng Wang, Yingcong Lan and Jinqiang Yang
Discussant: Hong Zhang
Conference Paper  

Does Academic Research Destroy Stock Return Predictability?

David McLean (University of Alberta & MIT) and Jeffrey Pontiff (Boston College)
Discussant: Allaudeen Hameed
Conference Paper  

Why Investors Do Not Buy Cheaper Securities: Evidence from a Natural Experiment

Kalok Chan, Baolian Wang and Zhishu Yang
Discussant: Tom Smith
Conference Paper  

12:30 - 2:00
2:00 - 3:00
Session 3

Getting Better: Learning to Invest in an Emerging Stock Market

John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Discussant: Darwin Choi
Conference Paper  

3:00 - 3:30
3:30 - 5:30
Session 4

Market Making Obligations and Firm Value

Hendrik Bessembinder, Jia Hao and Kuncheng (K.C.) Zheng
Discussant: Tarun Chordia
Conference Paper  

Buyers Versus Sellers: Who Initiates Trades And When?

Tarun Chordia, Amit Goyal and Narasimhan Jegadeesh
Discussant: Kuan-Hui Lee
Conference Paper  

5:30

 

Session Organisers

  • 1
  • 2
  • 3
  • 4

Session Format

Sessions Duration
Presentation 25 minutes
Discussants #1 10 minutes
Open discussion 15 minutes

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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