6TH ANNUAL CONFERENCE 
investment FINANCE

 
 
21
May
2018
Monday

Big Data in Finance 
Chair: Allaudeen Hameed (National University of Singapore & ABFER)

Location: Azalea II & III

2:00 pm - 2:45 pm
Anomalies and Multiple Hypothesis Testing: Evidence from Two Million Trading Strategies

Tarun Chordia* (Emory University & ABFER)
Amit Goyal (University of Lausanne)
Alessio Saretto (University of Texas at Dallas)

Discussant:
Hao Zhou (Tsinghua University)

2:45 pm - 3:30 pm
Leverage Network and Market Contagion

Jiangze Bian (University of International Business and Economics)
Zhi Da* (University of Notre Dame)
Dong Lou (London School of Economics)
Hao Zhou (Tsinghua University)

Discussant:
Wenxi Jiang (The Chinese University of Hong Kong)

4:00 pm - 4:45 pm
Does Financial Globalization Propagate Managerial Skills? Lessons from the Mutual Fund Industry

Si Cheng* (The Chinese University of Hong Kong)
Massimo Massa (INSEAD & ABFER)
Hong Zhang (Tsinghua University)

Discussant:
Nagpurnanand Prabhala (University of Maryland)

4:45 pm - 5:30 pm
Trading by Crossing

Yue-Cheong Chan (Hong Kong Polytechnic University)
Jennifer Conrad (University of North Carolina, Chapel Hill)
Gang Hu* (Hong Kong Polytechnic University)
Sunil Wahal (Arizona State University)

Discussant:
Sungjune Pyun (National University of Singapore)

 
22
MAY
2018
Tuesday 

New Issues in Equity Markets
Chair: Hong Zhang (Tsinghua University)

Location: Azalea II & III

9:00 am - 9:45 am
Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange

Hendrik Bessembinder* (Arizona State University)
Jia Hao (The Chinese University of Hong Kong)
Kuncheng Zheng (Northeastern University)

Discussant:
Ekkehart Boehmer (Singapore Management University & ABFER)

9:45 am - 10:30 am
Global Market Inefficiencies

Sohnke Bartram* (University of Warwick)
Mark Grinblatt (University of California)

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

11:00 am - 11:45 am
The Promises and Pitfalls of Robo-advising

Francesco D’Acunto (University of Maryland)
Nagpurnanand Prabhala* (University of Maryland)
Alberto G. Rossi (University of Maryland)

Discussant:
Li An (Tsinghua University)

11:45 am - 12:30 pm
Are Disagreements Agreeable? Evidence from Information Aggregation

Dashan Huang* (Singapore Management University)
Jiangyuan Li (Singapore Management University)
Liyao Wang (Singapore Management University)
Guofu Zhou (Washington University in St. Louis)

Discussant:
Shiyang Huang (The University of Hong Kong)

23
MAY
2018
Wednesday

Financial Innovation and Climate Finance
Chair: Roger Loh (Singapore Management University & ABFER)

Location: Azalea II & III

2:00 pm - 2:45 pm
Hacking Reverse Mortgages

Deborah Lucas* (Massachusetts Institute of Technology)

Discussant:
Yongheng Deng (University of Wisconsin & ABFER)

2:45 pm - 3:30 pm
Insurers as Asset Managers and Systemic Risk

Andrew Ellul (Indiana University)
Chotibhak Jotikasthira* (Southern Methodist University)
Anastasia Kartasheva (Bank for International Settlements)
Christian T. Lundblad (University of North Carolina)
Wolf Wagner (Erasmus University Rotterdam)

Discussant:
Xuenan Erica Li (Cheung Kong Graduate School of Business)

4:00 pm - 4:45 pm
The “Green” Geography: Corporate Environmental Policies and Local Institutional Investors

Johan Sulaeman* (National University of Singapore)
Abhishek Varma (Illinois State University)

Discussant:
Zoran Ivković (Michigan State University)

4:45 pm - 5:30 pm
Attention to Global Warming

Darwin Choi (The Chinese University of Hong Kong)
Zhenyu Gao (The Chinese University of Hong Kong)
Wenxi Jiang* (The Chinese University of Hong Kong)

Discussant:
Wing Wah Tham (University of New South Wales)

* Presenter. Program is subjected to change. Updated 8 June 2018.


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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Roger Loh (Singapore Management University & ABFER)
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Wenlan Qian (National University of Singapore & ABFER)
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Hong Zhang (Tsinghua University)
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