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
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
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)

 
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
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
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)

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?
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 11 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)
Important Information