9TH ANNUAL CONFERENCE 
investment FINANCE

 
 
23
May
2022
Monday 

Inflation and Asset Pricing
Chair: Hong ZHANG^ (Tsinghua University & ABFER)

Location: Siloso 1

2:00 pm – 2:45 pm (SGT)
Getting to the Core: Inflation Risks Within and Across Asset Classes
Xiang FANG*^ (The University of Hong Kong)
Yang LIU (The University of Hong Kong)
Nikolai ROUSSANOV (University of Pennsylvania)

Discussant:
Pasquale DELLA CORTE (Imperial College London)
2:45 pm – 3:30 pm
Inflation Expectations and Portfolio Rebalancing of Households: Evidence from Inflation Targeting in India
Sumit AGARWAL (National University of Singapore & ABFER)
Yeow Hwee CHUA* (Nanyang Technological University)
Pulak GHOSH (India Institute of Management Bangalore)
Changcheng SONG (Singapore Management University)

Discussant:
Abhiroop MUKHERJEE^ (The Hong Kong University of Science and Technology)
3:30 pm – 4:00 pm
4:00 pm – 4:45 pm
The Performance of Characteristic-Sorted Portfolios: Evaluating the Past and Predicting the Future
Aydogan ALTI (The University of Texas at Austin)
Travis L. JOHNSON (The University of Texas at Austin)
Sheridan TITMAN* (The University of Texas at Austin & ABFER)

Discussant:
Amit GOYAL^ (University of Lausanne)
4:45 pm – 5:30 pm
Financial intermediaries and contagion in market efficiency: The case of ETFs
Claire Yurong HONG (Shanghai Jiao Tong University)
Frank Weikai LI* (Singapore Management University)
Avanidhar SUBRAHMANYAM (University of California, Los Angeles)

Discussant:
Zhuo CHEN^ (Tsinghua University)

 
24
MAY
2022
Tuesday

Fund Management
Chair: Roger LOH (Singapore Management University & ABFER)

Location: Siloso 1

9:00 am – 9:45 am (SGT)
Currency Management by International Fixed Income Mutual Funds
Clemens SIALM (The University of Texas at Austin & ABFER)
Qifei ZHU* (Nanyang Technological University)

Discussant:
Yang LIU^ (The University of Hong Kong)
9:45 am – 10:30 am
Birth order and fund manager’s trading behavior: Role of sibling rivalry
Vikas AGARWAL (Georgia State University)
Alexander COCHARDT (University of St Gallen)
Stephan HELLER (University of St Gallen)
Vitaly ORLOV* (University of St Gallen)

Discussant:
Zoran IVKOVICH^ (Michigan State University)
10:30 am – 11:00 am
11:00 am – 11:45 am
Is Stock Index Membership for Sale?
Kun LI (Australian National University)
Xin LIU*^ (Australian National University)
Shang-Jin WEI (Columbia University & ABFER)

Discussant:
Bruce D. GRUNDY^ (Australian National University & ABFER)
11:45 am – 12:30 pm
Tax Evasion and Information Production: Evidence from the FATCA and Offshore Asset Management
Si CHENG*^ (The Chinese University of Hong Kong)
Massimo MASSA (INSEAD & ABFER)
Hong ZHANG (Tsinghua University & ABFER)

Discussant:
Stephen DIMMOCK (National University of Singapore & ABFER)

26
may
2022
Thursday

Asset Prices and Investor Behavior
Chair: Wenlan QIAN (National University of Singapore, The Hong Kong University & ABFER)

Location: Siloso 1

9:00 am – 9:45 am (SGT)
Value Premium, Network Adoption, and Factor Pricing of Crypto Assets
Lin William CONG* (Cornell University)
Andrew KAROLYI (Cornell University & ABFER)
Ke TANG (Tsinghua University)
Weiyi ZHAO*^ (Tsinghua University)

Discussant:
Yukun LIU^ (University of Rochester)
9:45 am – 10:30 am
Biased Expectations and Credit Risk in the Municipal Bond Market
Tarun CHORDIA* (Emory University & ABFER)
Jinoug JEUNG (Emory University)
Abinash PATI (Emory University)

Discussant:
Johan SULAEMAN (National University of Singapore & ABFER)
10:30 am – 11:00 am
11:00 am – 11:45 am
Macro-Active Bond Mutual Funds
Claire Yurong HONG*^ (Shanghai Jiao Tong University)
Jun PAN (Shanghai Jiao Tong University & ABFER)
Shiwen TIAN (Shanghai Jiao Tong University)

Discussant:
Jianfeng HU (Singapore Management University)
11:45 am – 12:30 pm
Understanding Retail Investors: Evidence from China
Charles M. JONES (Columbia University)
Donghui SHI (Fudan University)
Xiaoyan ZHANG*^ (Tsinghua University & ABFER)
Xinran ZHANG (Central University of Finance and Economics)

Discussant:
Darwin CHOI^ (The Chinese University of Hong Kong)

* Presenter ^ Virtual Presenter. Program is subjected to change. Updated 3 June 2022.

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, The Hong Kong University & ABFER)
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Hong Zhang (Tsinghua University & ABFER)
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