7TH ANNUAL CONFERENCE 
investment FINANCE

 
 
27
May
2019
Monday

Mispricing and Biases
Chair: Allaudeen Hameed (National University of Singapore & ABFER)

Location: Siloso 2

2:00 pm - 2:45 pm
Cryptocurrency Pump-and-Dump Schemes

Tao Li (University of Florida)
Donghwa Shin (Princeton University)
Baolian Wang* (University of Florida)

Discussant:
Tse-Chun Lin (The University of Hong Kong)

2:45 pm - 3:30 pm
Rating on a Curve

Utpal Bhattacharya* (Hong Kong University of Science and Technology)
Janghoon Shon (Hong Kong University of Science and Technology)
Ariel Yu Zhang (Hong Kong University of Science and Technology)

Discussant:
Brad Barber (University of California, Davis)

4:00 pm - 4:45 pm
Mispricing in the Global Market: A New Perspective

Massimo Massa (INSEAD & ABFER)
Yang, Gloria Yu* (Singapore Management University)
Hong Zhang (Tsinghua University & ABFER)

Discussant:
Tarun Chordia (Emory University & ABFER)

4:45 pm - 5:30 pm
Hard to say Goodbye to Yesterday: War Memories, Patriotism, and Individual Investors’ Investment Preferences

Bin Ke (National University of Singapore)
Yupeng Lin* (National University of Singapore)
Hong Tu (Nankai University)
Weibiao Xu (Nankai University)

Discussant:
ChangCheng Song (Singapore Management University)

 
28
MAY
2019
Tuesday 

Technology and Investment
Chair: Roger Loh (Singapore Management University & ABFER)

Location: Siloso 3

9:00 am - 9:45 am
Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation

Richard Sias (University of Arizona, Tucson)
Laura Starks* (University of Texas at Austin & ABFER)
H. J. Turtle (Colorado State University)

Discussant:
Stephen Dimmock (Nanyang Technological University & ABFER)

9:45 am - 10:30 am
Who Benefits from Robo-advising? Evidence from Machine Learning

Alberto G Rossi* (University of Maryland)
Stephen Utkus (Vanguard)

Discussant:
Bart Zhou Yueshen (INSEAD)

11:00 am - 11:45 am
Private Company Valuations by Mutual Funds

Vikas Agarwal (Georgia State University)
Brad Barber (University of California, Davis)
Si Cheng* (Chinese University of Hong Kong)
Allaudeen Hameed (National University of Singapore & ABFER)
Ayako Yasuda (University of California, Davis)

Discussant:
Clemens Sialm (University of Texas at Austin & ABFER)

11:45 am - 12:30 pm
Financialization and Commodity Market Serial Dependence

Zhi Da (University of Notre Dame)
Yubo Tao* (Singapore Management University)
Ke Tang (Tsinghua University)

Discussant:
Qifei Zhu (Nanyang Technology University)

29
MAY
2019
Wednesday

Uncertainty and Capital Markets
Chair: Hong Zhang (Tsinghua University & ABFER)

Location: Siloso 3

2:00 pm - 2:45 pm
Credit default swaps around the world: Investment and financing effects

Söhnke M. Bartram (The University of Warwick)
Jennifer Conrad* (University of North Carolina at Chapel Hill)
Jongsub Lee (Seoul National University)
Marti G. Subrahmanyam (New York University)

Discussant:
Ekkehart Boehmer (Singapore Management University & ABFER)

2:45 pm - 3:30 pm
The Pollution Premium

Po-Hsuan Hsu* (University of Hong Kong)
Kai Li (Hong Kong University of Science and Technology)
Chi-Yang Tsou (Hong Kong University of Science and Technology)

Discussant:
Hong Zhang (Tsinghua University & ABFER)

4:00 pm - 4:45 pm
Premium for heightened uncertainty - Solving the FOMC puzzle

Grace Xing Hu (The University of Hong Kong)
Jun Pan* (Massachusetts Institute of Technology & ABFER)
Jiang Wang (Massachusetts Institute of Technology)
Haoxiang Zhu (Massachusetts Institute of Technology)

Discussant:
Zhanhui Chen (Nanyang Technological University)

4:45 pm - 5:30 pm
Fundamental Risk Sources and Pricing Factors

Zhanhui Chen* (Nanyang Technological University)
Baek-Chun Kim (Nanyang Technological University)

Discussant:
Sung June Pyun (National University of Singapore)

* Presenter. Program is subjected to change. Updated 21 May 2019. 


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 & ABFER)
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