2nd Annual Conference: Investment Finance

 
 
26
MAY
2014
Monday
 
3.30 pm - 4.15 pm
Who are the Sentiment Traders? Evidence from the Cross-section of Stock Returns and Demand

Luke DeVault (University of Arizona)
Richard Sias (University of Arizona)
Laura Starks* (University of Texas at Austin)

Discussant:
Gennaro Bernile* (Singapore Management University)

Conference Paper  
4.20 pm - 5.05 pm
Short-Term Reversals and the Efficiency of Liquidity Provision

Si Cheng* (Queen's University Belfast)
Allaudeen Hameed (National University of Singapore)
Avanidhar Subrahmanyam (University of California at Los Angeles)
Sheridan Titman (University of Texas at Austin)

Discussant:
Tarun Chordia* (Emory University)

Conference Paper  
5.10 pm - 5.55 pm
The Pricing of Corporate Foreign Trade Risk

Yakov Amihud (New York University)
Eli Bartov (Hong Kong University of Science and Technology)
Baolian Wang* (Hong Kong University of Science and Technology)

Discussant:
Sugata Ray* (University of Florida)

Conference Paper  
 
27
MAY
2014
Tuesday
 
4.00 pm - 4.45 pm
When Real Estate is the Only Game in Town

Hyun-Soo Choi* (Singapore Management University)
Harrison Hong (Princeton University)
Jeffrey D. Kubik (Syracuse University)
Jeffrey P. Thompson (Federal Reserve Bank of Boston)

Discussant:
Tien Foo Sing* (National University of Singapore)

Conference Paper  
4.50 pm - 5.35 pm
One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?

Yongheng Deng* (National University of Singapore)
Xin Liu* (National University of Singapore)
Shang-Jin Wei* (Columbia University)

Discussant:
Wenlan Qian* (National University of Singapore)

Conference Paper  
5.40 pm - 6.25 pm
Preferred Habitats and Safe-Haven Effects:Evidence from the London Housing Market

Cristian Badarinza (University of Oxford)
Tarun Ramadorai* (University of Oxford)

Discussant:
Tu Yong* (National University of Singapore)

Conference Paper  
7.00 pm - 9.00 pm
 
28
MAY
2014
Wednesday
 
3.30 pm - 4.15 pm
The Information Value of Credit Rating Reports

Sumit Agarwal* (National University of Singapore)
Vincent Chen* (National University of Singapore)
Weina Zhang* (National University of Singapore)

Discussant:
Lei Zhang* (Nanyang Technological University)

Download  
4.20 pm - 5.05 pm
How Fast Can the Market Get It? Evidence from Alliance Synergies

Massimo Massa (INSEAD)
Chengwei Wang (INSEAD)
Hong Zhang* (INSEAD)

Discussant:
Baolian Wang (Hong Kong University of Science and Technology)

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5.10 pm - 5.55 pm
How Binding are Limits to Arbitrage?

Alexander Ljungqvist* (New York University)
Wenlan Qian* (National University of Singapore)

Discussant:
Charles Lee* (Stanford University)

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6.15 pm - 7.15 pm
 
29
MAY
2014
Thursday
 
3.00 pm - 3.45 pm
Low Latency Trading and Comovement of Order Flow and Prices

Ekkehart Boehmer* (EDHEC)
R. L. Shankar* (EDHEC)

Discussant:
Qing Tong* (Singapore Management University)

Conference Paper  
3.50 pm - 4.35 pm
Till Death Do Us Part: Marital Events and Hedge Funds

Melvyn Teo* (Singapore Management University)
Sugata Ray (University of Florida)
Yan Lu (University of Central Florida)

Discussant:
Bruce D. Grundy* (University of Melbourne)

Conference Paper  
4.40 pm - 5.25 pm
Mutual Fund Competition, Managerial Skill, and Alpha Persistence

Gerard Hoberg (University of Maryland)
Nitin Kumar (University of Maryland)
Nagpurnanand Prabhala* (University of Maryland)

Discussant:
Clemens Sialm* (University of Texas at Austin)

Conference Paper  

*Speaker.

 

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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