5th Annual Conference
Investment Finance

 
 
22
May
2017
Monday

Session: Institutional and Retail Investing
Chair: Allaudeen Hameed (National University of Singapore)

Venue: Gardenia

2:00 pm - 2:45 pm
Behavioral Bias in Haze: Evidence from Air Pollution and the Disposition Effect in China
Jennifer Jie Li (INSEAD)
Massimo Massa (INSEAD)
Hong Zhang* (Tsinghua University)
Jian Zhang (Hong Kong Baptist University)

Discussant:
Darwin Choi (Chinese University of Hong Kong)
2:45 pm - 3:30 pm
How Smart is Institutional Trading?
JinGi Ha (Singapore Management University)
Jianfeng Hu* (Singapore Management University)

Discussant:
Si Cheng (Chinese University of Hong Kong)
4:00 pm - 4:45 pm
Tracking Retail Investor Activity
Ekkehart Boehmer* (Singapore Management University)
Charles M. Jones (Colunbia University)
Xiaoyan Zhang (Purdue University)

Discussant:
Tarun Ramadorai (Imperial College)

23
May
2017
Tuesday

Session: Asset Management and Frictions
Chair: Massimo Massa (INSEAD)

Venue: Azalea II & III

9:00 am - 9:45 am
Are Mutual Fund Managers Paid For Investment Skill?
Markus Ibert (Stockholm School of Economics)
Ron Kaniel* (University of Rochester)
Stijn Van Nieuwerburgh (New York University)
Roine Vestman (Stockholm University)

Discussant:
Johan Sulaeman (National University of Singapore)
9:45 am - 10:30 am
Falling into Traps? Patent Thickets, Patent Commercialization, and Stock Returns
Po-Hsuan Hsu (University of Hong Kong)
Hsiao-Hui Lee (University of Hong Kong)
Tong Zhou* (University of Hong Kong)

Discussant:
Lyandres Evgeny (Boston University)
11:00 am - 11:45 am
Asset Collateralizability and the Cross-Section of Expected Returns
Hengjie Ai (University of Minnesota)
Jun Li (Goethe University Frankfurt)
Kai Li* (Hong Kong University of Science and Technology)
Christian Schlag (Goethe University Frankfurt)

Discussant:
Zhanhui Chen (Nanyang Technological University)
11:45 am - 12:30 pm
Bonds, Stocks, and Sources of Mispricing
Doron Avramov (The Hebrew University)
Tarun Chordia* (Emory University)
Gergana Jostova (George Washington University)
Alexander Philipov (George Mason University)

Discussant:
Jennie Bai (Georgetown University)

24
May
2017
Wednesday

Session: Efficient Markets
Chair: Roger Loh (Singapore Management University)

Venue: Hibiscus III

2:00 pm - 2:45 pm
Habits and Leverage
Tano Santos (Columbia University)
Pietro Veronesi* (University of Chicago)

Discussant:
Kai Li (Hong Kong University of Science and Technology)
2:45 pm - 3:30 pm
Persistent Blessings of Luck: Endogenous Heterogeneity and Deal Flows in Venture Investment
Yizhou Xiao* (Chinese University of Hong Kong)
Lin William Cong (University of Chicago)

Discussant:
Byeong-Je AN (Nanyang Technological University)
4:00 pm - 4:45 pm
Disaggregated Sales and Stock Returns
Sumit Agarwal (Georgetown University)
Wenlan Qian (National University of Singapore)
Xin Zou* (National University of Singapore)

Discussant:
Abhiroop Mukherjee (Hong Kong University of Science and Technology)
4:45 pm - 5:30 pm
Climate Risks and Market Efficiency
Harrison Hong (Columbia University)
Frank Weikai Li* (Hong Kong University of Science and Technology)
Jiangmin Xu (Peking University)

Discussant:
Baolian Wang (Fordham University)

Contact Information

Program Director Conference Organizer

Massa Massimo (INSEAD)
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Allaudeen Hameed (National University of Singapore)
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Roger Loh (Singapore Management University)
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Wenlan Qian (National University of Singapore)
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Hong Zhang (Tsinghua University)
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