8th Annual Conference: Investment Finance

8TH ANNUAL CONFERENCE
investment FINANCE

May
2021

Tuesday (Morning)

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

8:30 am – 9:15 am (SGT)

R. David McLean (Georgetown University)
Jeffrey Pontiff (Boston College)
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

Break

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

Geert Bekaert (Columbia University)
Shuojia Ke (Tsinghua University)
Xiaoyan Zhang* (Tsinghua University & ABFER)

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

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

Nickolay Gantchev (University of Warwick)
Mariassunta Giannetti* (Stockholm School of Economics)
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

Florian Berg (Massachusetts Institute of Technology)
Kornelia Fabisik* (Frankfurt School of Finance & Management)
Zacharias Sautner (Frankfurt School of Finance & Management)

Discussant:
Hao Liang (Singapore Management University)

4:30 pm - 4:45 pm

Break

4:45 pm – 5:30 pm

Stakes and mistakes

Steffen Andersen (Copenhagen Business School)
Abhiroop Mukherjee* (Hong Kong University Science and Technology)
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)

JUN
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

Break

10:15 am – 11:00 am

Is Carbon Risk Priced in the Cross-Section of Corporate Bond Returns?

Tinghua Duan (IESEG School of Management)
Frank Weikai Li (Singapore Management University)
Quan Wen* (Georgetown University)

Discussant:
Hong Zhang (Tsinghua University & ABFER)

11:00 am – 11:45 am

FinTech Platforms and Mutual Fund Distribution

Claire Yurong Hong* (Shanghai Jiao Tong University)
Xiaomeng Lu (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 16 Jun 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) This email address is being protected from spambots. You need JavaScript enabled to view it. Massimo Massa (INSEAD & ABFER) This email address is being protected from spambots. You need JavaScript enabled to view it.	Roger Loh (Singapore Management University & ABFER) This email address is being protected from spambots. You need JavaScript enabled to view it. Wenlan Qian (National University of Singapore & ABFER) This email address is being protected from spambots. You need JavaScript enabled to view it. Hong Zhang (Tsinghua University & ABFER) This email address is being protected from spambots. You need JavaScript enabled to view it.

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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