Annual Conference

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Investment Finance

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May 2024

Do Investors Overvalue Startups? Evidence from the Junior Stakes of Mutual Funds

Ayako YASUDA
Keywords: Startup financing, Startup valuation, Mutual funds, Venture capital, Fair value, Private valuation
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Annual Conference

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Investment Finance

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May 2024

The Low Frequency Trading Arms Race: Machines Versus Delays

Yoshio NOZAWA
Keywords: Corporate Bonds, Liquidity, Machine-Learning, Market Efficiency, Fixed-Income Securities, Credit Risk
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Annual Conference

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Investment Finance

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May 2024

Equity Lender Base and Limits to Arbitrage

Qifei ZHU
Keywords: Limits to Arbitrage, Equity Lending, Short Selling, Mutual Funds
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Annual Conference

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Investment Finance

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May 2024

Revisiting the Cross-Section of Expected Stock Returns: Evidence from a Textual Analysis of Buy Recommendations

Byoung-Hyoun HWANG
Keywords: Cross-Section of Expected Stock Returns, Anomalies, Risk, Behavioral Finance, Textual Analysis.
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Annual Conference

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Investment Finance

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May 2024

(Almost) 200 Years of News-Based Economic Sentiment

Varun SHARMA
Keywords: Business cycle, macroeconomic news, economic sentiment, monetary policy, textual analysis, machine learning, big data, neural networks
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