3rd Annual Conference: INVESTMENT FINANCE

 
 
26
May
2015
Tuesday

Chair: Sheridan Titman (University of Texas, Austin)

1.30 pm - 2.20 pm
Is Information Risk Priced? Evidence from Abnormal Idiosyncratic Volatility

Yung Chiang Yang* (Queen's University)
Bohui Zhang (University of New South Wales)
Chu Zhang (Hong Kong University of Science and Technology)

Discussant:
Roger Loh (Singapore Management University)

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2.20 pm - 3.10 pm
Investor Attention: Seasonal Patterns and Endogenous Allocations

Hongqi Liu* (City University of New York)
Lin Peng (City University of New York)

Discussant:
Zhi Da (University of Notre Dame)

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3.50 pm - 4.40 pm
Cross-Sectional Asset Pricing with Individual Stocks: Betas versus Characteristics

Tarun Chordia* (Emory University)
Amit Goyal (University of Lausanne)
Jay Shanken (Emory University)

Discussant:
Zhuo Chen (Tsinghua University)

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4.40 pm - 5.30 pm
Learning about the Neighborhood: The Role of Supply Elasticity for Housing Cycles

Zhenyu Gao* (The Chinese University of Hong Kong)
Michael Sockin (Princeton University)
Wei Xiong (Princeton University)

Discussant:
Wenlan Qian (National University of Singapore)

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27
May
2015
Wednesday

Chair: Bruce Grundy (Melbourne University)

8.30 am - 9.20 am
The Information Value of Sovereign Credit Rating Reports

Weina Zhang* (National University of Singapore)
Sumit Agarwal (National University of Singapore)
Vincent Chen (National University of Singapore)
Geoffrey Sim (Credit Suisse)

Discussant:
Dragon Tang (Hong Kong University)*

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9.20 am - 10.10 am
Can information be locked up? Informed trading ahead of macro-news announcements

Jianfeng Hu* (Singapore Management University)
Gennaro Bernile (Singapore Management University)
Yuehua Tang (Singapore Management University)

Discussant:
Johan Sulaeman (National University of Singapore)*

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10.50 am - 11.40 am
Guru Dreams and Competition: An Anatomy of the Economics of Blogs

Hong Zhang* (Tsinghua University)
Yi Dong (University of International Business and Economics)
Massimo Massa (INSEAD)

Discussant:
Tao Shu (Hong Kong University of Science and Technology)

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11.40 am - 12.30 pm
Are Shorts Equally Informed? A Global Perspective

Ekkehart Boehmer* (Singapore Management University)
Zsuzsa. R. Huszár (National University of Singapore)
Yanchu Wang (Purdue University)
Xiaoyan Zhang (Purdue University)

Discussant:
Bohui Zhang (University of New South Wales)*

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28
May
2015
Thursday

Chair: Franklin Allen (University of Pennsylvania)

8.30 m - 9.20 am
Tax Efficient Asset Management: Evidence from Equity Mutual Funds

Clemens Sialm* (University of Texas at Austin)
Hanjiang Zhang (Nanyang Technological University)

Discussant:
Juan Sotes-Paladino (University of Melbourne)

Conference Paper  
9.20 am - 10.10 am
A Market-Based Funding Liquidity Measure

Zhuo Chen* (Tsinghua University)
Andrea Lu (University of Melbourne)

Discussant:
Tarun Chorida (Emory University)

Conference Paper  
10.50 am - 11.40 am
Price pressure from coordinated noise trading: Evidence from pension fund reallocations

Borja Larrain* (Pontificia Universidad Católica de Chile)
Zhi Da (University of Notre Dame)
Clemens Sialm (University of Texas at Austin)
Jose Tessada (Pontificia Universidad Católica de Chile)

Discussant:
Tao Shu (Hong Kong University of Science and Technology)

Conference Paper  
11.40 am - 12.30 pm
Information Environment and the Geography of Firms and Investors

Shimon Kogan* (University of Texas at Austin)
Gennaro Bernile (Singapore Management University)
Johan Sulaeman (National University of Singapore)

Discussant:
Hongqi Liu (City University of New York)

Conference Paper  
 

*Speaker.

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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