8TH ANNUAL CONFERENCE 
investment FINANCE

 
 
25
May
2021
Tuesday (Morning)

Information and Asset Pricing
Chair: Roger Loh (Singapore Management University & ABFER)

8:30 am – 9:15 am (SGT)
Taking Sides on Return Predictability
Jeffrey Pontiff (Boston College)
R. David McLean (Georgetown University)
Christopher Reilly* (Boston College)

Discussant:
Tarun Chordia (Emory University & ABFER)
9:15 am – 10:00 am
Is Hard and Soft Information Substitutable? Evidence from the Lockdowns
Jennie Bai* (Georgetown University)
Massimo Massa (INSEAD & ABFER)

Discussant:
Johan Sulaeman (National University of Singapore & ABFER)
10:00 am - 10:15 am
10:15 am – 11:00 am
Attention Spillover in Asset Pricing
Xin Chen* (Southwestern University of Finance and Economics)
Li An (Tsinghua University)
Jianfeng Yu (Tsinghua University)

Discussant:
Zhenyu, Gao (The Chinese University of Hong Kong)
11:00 am – 11:45 am
The China-U.S. Equity Valuation Gap
Shuojia Ke (Tsinghua University)
Geert Bekaert (Columbia University)
Xiaoyan Zhang* (Tsinghua University & ABFER)

Discussant:
Kalok Chan (The Chinese University of Hong Kong)

 
25
MAY
2021
Tuesday (Afternoon)

Sustainability and Financial Markets
Chair: Allaudeen Hameed (National University of Singapore & ABFER)

3:00 pm – 3:45 pm (SGT)
Sustainability or Performance? Ratings and Fund Managers’ Incentives
Mariassunta Giannetti* (Stockholm School of Economics)
Nickolay Gantchev (University of Warwick)
Rachel Li (University of Alabama)

Discussant:
Darwin Choi (The Chinese University of Hong Kong)
3:45 pm – 4:30 pm
Rewriting History II: The (Un)predictable Past of ESG Ratings
Kornelia Fabisik* (Frankfurt School of Finance & Management)
Florian Berg (Massachusetts Institute of Technology)
Zacharias Sautner (Frankfurt School of Finance & Management)

Discussant:
Hao Liang (Singapore Management University)
4:30 pm - 4:45 pm
4:45 pm – 5:30 pm
Stakes and mistakes
Abhiroop Mukherjee* (Hong Kong University Science and Technology)
Steffen Andersen (Copenhagen Business School)
Kasper Meisner Nielsen (Copenhagen Business School)

Discussant:
Tse-Chun Lin (The University of Hong Kong)
5:30 pm – 6:15 pm
Best Short
Pasquale Della Corte* (Imperial College London)
Robert Kosowski (Imperial College London)
Nikolaos P. Rapanos (Imperial College London)

Discussant:
Ekkehart Boehmer (Singapore Management University & ABFER)

02
JUNE
2021
Wednesday

New Perspectives in Investing
Chair: Hong Zhang (Tsinghua University & ABFER)

8:30 am – 9:15 am (SGT)
Taming the Bias Zoo
Hongqi Liu* (The Chinese University of Hong Kong, Shenzhen)
Cameron Peng (London School of Economics and Political Science)
Wei A. Xiong (Shenzhen Stock Exchange)
Wei Xiong (Princeton University & ABFER)

Discussant:
Frank Weikai Li (Singapore Management University)
9:15 am – 10:00 am
Smart(Phone) Investing? A within investor-time analysis of new technologies and trading behavior
Ankit Kalda* (Indiana University)
Benjamin Loos (Technical University of Munich)
Alessandro Previtero (Indiana University)
Andreas Hackethal (Goethe University)

Discussant:
Stephen Dimmock (National University of Singapore & ABFER)
10:00 am - 10:15 am
10:15 am – 11:00 am
Is Carbon Risk Priced in the Cross-Section of Corporate Bond Returns?
Frank Weikai Li (Singapore Management University)
Tinghua Duan (IESEG School of Management)
Quan Wen* (Georgetown University)

Discussant:
Hong Zhang (Tsinghua University & ABFER)
11:00 am – 11:45 am
FinTech Platforms and Mutual Fund Distribution
Xiaomeng Lu (Shanghai Jiao Tong University)
Claire Yurong Hong* (Shanghai Jiao Tong University)
Jun Pan (Shanghai Jiao Tong University & ABFER)

Discussant:
Griffin Wenxi Jiang (The Chinese University of Hong Kong)

* Presenter. Program is subjected to change. Updated 3 May 2021.

Session Format

Four papers will be presented during each session. Each paper has 45 minutes including 20 minutes for presentation, 15 minutes for discussion and 10 minutes for Q&A.

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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Call for Papers
Conference Summary (pdf)
Conference Schedule (pdf)
Livestream Registration
Livestream Login
Daily Schedule & Livestream
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