Annual Conference

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Investment Finance, Senior Fellows/Fellows

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May 2022

Understanding Retail Investors: Evidence from China

Charles M. JONES, Donghui SHI, Xinran ZHANG, Xiaoyan ZHANG
Keywords: Retail investors, Chinese stock market, Return predictability, Information content
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Annual Conference

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Investment Finance

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May 2022

Macro-Active Bond Mutual Funds

Claire Yurong HONG, Jun PAN, Shiwen TIAN
Keywords: FOMC, GDP, Bond Mutual Fund, Macroeconomic Announcement, Activeness
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Annual Conference

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Investment Finance, Senior Fellows/Fellows

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May 2022

Biased Expectations and Credit Risk in the Municipal Bond Market

Tarun CHORDIA, Jinoug JEUNG, Abinash PATI
Keywords: Biased Beliefs, Public Mass Shootings, Municipal Debt, Salience
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Annual Conference

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Investment Finance, Senior Fellows/Fellows

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May 2022

Value Premium, Network Adoption, and Factor Pricing of Crypto Assets

Andrew KAROLYI , Ke TANG, Lin William CONG, Weiyi ZHAO
Keywords: Blockchain, Cryptocurrency, DeFi, Factor Models, Network Effect, Market Segmentation
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Annual Conference

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Investment Finance, Senior Fellows/Fellows

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May 2022

Tax Evasion and Information Production: Evidence from the FATCA and Offshore Asset Management

Hong ZHANG, Massimo MASSA, Si CHENG
Keywords: Tax evasion, FATCA, Mutual Funds, managerial incentives, market efficiency
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