5th Annual Conference
Investment Finance

 
 
22
May
2017
Monday

Session: Institutional and Retail Investing
Chair: Allaudeen Hameed (National University of Singapore)

Venue: Gardenia

2:00 pm - 2:45 pm
Behavioral Bias in Haze: Evidence from Air Pollution and the Disposition Effect in China
Jennifer Jie Li (INSEAD)
Massimo Massa (INSEAD)
Hong Zhang* (Tsinghua University)
Jian Zhang (Hong Kong Baptist University)

Discussant:
Darwin Choi (Chinese University of Hong Kong)
2:45 pm - 3:30 pm
How Smart is Institutional Trading?
JinGi Ha (Singapore Management University)
Jianfeng Hu* (Singapore Management University)

Discussant:
Si Cheng (Chinese University of Hong Kong)
4:00 pm - 4:45 pm
Tracking Retail Investor Activity
Ekkehart Boehmer* (Singapore Management University)
Charles M. Jones (Colunbia University)
Xiaoyan Zhang (Purdue University)

Discussant:
Tarun Ramadorai (Imperial College)

23
May
2017
Tuesday

Session: Asset Management and Frictions
Chair: Massimo Massa (INSEAD)

Venue: Azalea II & III

9:00 am - 9:45 am
Are Mutual Fund Managers Paid For Investment Skill?
Markus Ibert (Stockholm School of Economics)
Ron Kaniel* (University of Rochester)
Stijn Van Nieuwerburgh (New York University)
Roine Vestman (Stockholm University)

Discussant:
Johan Sulaeman (National University of Singapore)
9:45 am - 10:30 am
Falling into Traps? Patent Thickets, Patent Commercialization, and Stock Returns
Po-Hsuan Hsu (University of Hong Kong)
Hsiao-Hui Lee (University of Hong Kong)
Tong Zhou* (University of Hong Kong)

Discussant:
Lyandres Evgeny (Boston University)
11:00 am - 11:45 am
Asset Collateralizability and the Cross-Section of Expected Returns
Hengjie Ai (University of Minnesota)
Jun Li (Goethe University Frankfurt)
Kai Li* (Hong Kong University of Science and Technology)
Christian Schlag (Goethe University Frankfurt)

Discussant:
Zhanhui Chen (Nanyang Technological University)
11:45 am - 12:30 pm
Bonds, Stocks, and Sources of Mispricing
Doron Avramov (The Hebrew University)
Tarun Chordia* (Emory University)
Gergana Jostova (George Washington University)
Alexander Philipov (George Mason University)

Discussant:
Jennie Bai (Georgetown University)

24
May
2017
Wednesday

Session: Efficient Markets
Chair: Roger Loh (Singapore Management University)

Venue: Hibiscus III

2:00 pm - 2:45 pm
Habits and Leverage
Tano Santos (Columbia University)
Pietro Veronesi* (University of Chicago)

Discussant:
Kai Li (Hong Kong University of Science and Technology)
2:45 pm - 3:30 pm
Persistent Blessings of Luck: Endogenous Heterogeneity and Deal Flows in Venture Investment
Yizhou Xiao* (Chinese University of Hong Kong)
Lin William Cong (University of Chicago)

Discussant:
Byeong-Je AN (Nanyang Technological University)
4:00 pm - 4:45 pm
Disaggregated Sales and Stock Returns
Sumit Agarwal (Georgetown University)
Wenlan Qian (National University of Singapore)
Xin Zou* (National University of Singapore)

Discussant:
Abhiroop Mukherjee (Hong Kong University of Science and Technology)
4:45 pm - 5:30 pm
Climate Risks and Market Efficiency
Harrison Hong (Columbia University)
Frank Weikai Li* (Hong Kong University of Science and Technology)
Jiangmin Xu (Peking University)

Discussant:
Baolian Wang (Fordham University)

Contact Information

Program Director Conference Organizer

Massa Massimo (INSEAD)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Allaudeen Hameed (National University of Singapore)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Roger Loh (Singapore Management University)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Wenlan Qian (National University of Singapore)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Hong Zhang (Tsinghua University)
This email address is being protected from spambots. You need JavaScript enabled to view it.

 
Call For Papers
Program Summary
Full Program Schedule
Hotel Information
Singapore Information
Photo Gallery
Dress Code
Important Info