PROGRAM 3 : Investment Finance

 
 
22
May
2017
Monday

Chair: Allaudeen Hameed (NUS)

Session: Institutional and Retail Investing

2:00pm - 2.45pm
Behavioral Bias in Haze: Evidence from Air Pollution and the Disposition Effect in China

Hong Zhang (TSINGHUA), Massimo Massa (INSEAD), Jennifer Jie Li (INSEAD), Jian Zhang (HKBU)
Discussant: Darwin Choi (CUHK)

2:45pm - 3:30pm
How Smart Is Institutional Trading?

JinGi Ha (SMU), Jianfeng Hu (SMU)
Discussant: Si Cheng (CUHK)

4:00pm - 4:45pm
Tracking Retail Investor Activity

Xiaoyan Zhang (PURDUE), Ekkehart Boehmer (SMU), Charles M. Jones (COLUMBIA)
Discussant: Tarun Ramadorai (IMPERIAL COLLEGE)

 
23
May
2017
Tuesday

Chair: Massimo Massa (INSEAD)

Session: Asset Management and Frictions

9:00am - 9:45am
Are Mutual Fund Managers Paid For Investment Skill?

Ron Kaniel (ROCHESTER), Markus Ibert (SSE), Stijn Van Nieuwerburgh (NYU), Roine Vestman (STOCKHOLM)
Discussant: Johan Sulaeman (NUS)

9:45am - 10:30am
Falling into Traps? Patent Thickets, Patent Commercialization, and Stock Returns

Po-Hsuan Hsu (HKU), Hsiao-Hui Lee (HKU), Tong Zhou (HKU)
Discussant: Lyandres Evgeny (BU)

11:00am - 11:45am
Asset Collateralizability and the Cross-Section of Expected Returns

Jun Li (GOETHE), Hengjie Ai (UMN), Kai Li (HKUST), Christian Schlag (GOETHE)
Discussant: Zhanhui Chen (NTU)

11:45am – 12:30pm
Bonds, Stocks, and Sources of Mispricing

Tarun Chordia (EMORY), Doron Avramov (HUJI), Gergana Jostova (GWU), Alexander Philipov (GMU)
Discussant: Jennie Bai (GEORGETOWN)

 
24
May
2017
Wednesday

Chair: Roger Loh (SMU)

Session: Efficient Markets

2:00pm - 2:45pm
Habits and Leverage

Pietro Veronesi (CHICAGO), Tano Santos (COLUMBIA)
Discussant: Kai Li (HKUST)

2:45pm - 3:30pm
4:00pm - 4:45pm
Disaggregated Sales and Stock Returns

Xin Zou (NUS), Sumit Agarwal (GEORGETOWN), Wenlan Qian (NUS)
Discussant: Abhiroop Mukherjee (HKUST)

4:45pm - 5:30pm
Climate Risks and Market Efficiency

Frank Weikai Li (HKUST), Harrison Hong (COLUMBIA), Jiangmin Xu (PEKING)
Discussant: Baolian Wang (FORDHAM)

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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