Conference registration
(please note separate registration for Keynote Sessions below)
Keynote Sessions: 1 hour, including Q&A
Darrell Duffie, Stanford University
When: May, 27th 19:00 CET
Title: "U.S. Treasury Market Functionality During the Covid Crisis"
Speaker bio and registration
Lily Fang, INSEAD
When: May, 29th 18:30 CET
Title: "Limits of diversification – passive investments and market risk"
Speaker bio and registration
Regular Sessions: 45 minutes per paper, consisting of 20 minutes author presentation, 15 minutes prepared discussion and 10 minutes Q&A
Poster Sessions: 8 parallel streams with participants free to move between them
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Day 1: May, 27th (15:00 - 20:00 CET)
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Day 2: May, 28th (15:00 - 20:00 CET)
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Day 3: May, 29th (15:00 - 19:45 CET)
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Poster Session presenters
Day 1: May, 27th (15:00 - 20:00 CET)
15:00 CET Opening remarks by Michał Dzieliński, SBS, FutFinInfo program chair
15:15 CET Session 1: Analysts
Chair: Björn Hagströmer, SBS
Crowded Analyst Coverage, Marius Zoican, University of Toronto Discussant: Ioanid Rosu, HEC Paris
Are Crowded Crowds Still Wise? Evidence from Financial Analysts' Geographic Diversity, William Gerken, University of Kentucky
Discussant: Maximilian Rohrer, Norwegian School of Economics
Coffee break (bring your own…)
17:00 CET Session 2: Lost in communication
Chair: Michał Dzieliński, SBS
Non-answers during conference calls, Anastasia Zakolyukina, University of Chicago
Discussant: Umit Gurun, University of Texas at Dallas
17:45 CET Poster session: see separate instructions below
19:00 CET Keynote Session: TBA, Darrell Duffie, Stanford University
Moderated by Michał Dzieliński, SBS
Registration
Stay-at-home reception: Bring your own bubbles…
Day 2: May, 28th (15:00 - 20:00 CET)
15:00 CET Session 3: (Mis)information in mutual funds
Chair: Abalfazl Zareei, SBS
Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds, Huaizhi Chen, University of Notre Dame
Discussant: Melissa Prado, Nova SBE
Mutual Fund Peer Groups, Simona Abis, Columbia Business School
Discussant: Leonard Kostovetsky, Boston College
Coffee break (bring your own…)
16:45 CET Session 4: Too much information?
Chair: Michał Dzieliński, SBS
Equilibrium Data Mining and Data Abundance, Jérôme Dugast, Université Paris Dauphine – PSL
Discussant: Dion Bongaerts, Erasmus University Rotterdam
17:30 CET Poster session: see separate instructions below
18:30 CET Session 5: Cross-asset information
Chair: Daniel Buncic, SBS
Learning from Interest Rates: Implications for Stock-Market Efficiency, Joel Peress, INSEAD
Discussant: Marcin Kacperczyk, Imperial College London
Cross-Asset Information Synergy in Mutual Fund Families, Jennie Bai, Georgetown University
Discussant: Nataliya Gerasimova, Norwegian School of Economics
Conference dinner: Bring your own pizza…
Day 3: May, 29th (15:00 - 19:45 CET)
15:00 CET Session 6: Decomposing information
Chair: Lars Nordén, SBS
What moves stock prices? The role of news, noise, and information, Eliza Wu, University of Sydney
Discussant: Petri Jylhä, Aalto University
Humans vs machines: Soft and hard information in corporate loan pricing, Manuel Adelino, Duke University
Discussant: Jose Liberti, Northwestern University
Coffee break (bring your own…)
16:45 CET Session 7: Disclosure theory and practice
Chair: Lu Liu, SBS
Market Feedback: Who Learns What? Liyan Yang, University of Toronto
Discussant: Pierre Jinghong Liang, Carnegie Mellon University
Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure, Katie Moon, University of Colorado Boulder
Discussant: Alexander Hillert, Goethe University Frankfurt
Coffee break (bring your own…)
18:30 CET Keynote Session: TBA, Lily Fang, INSEAD
Moderated by Michał Dzieliński, SBS
Registration
19:30 CET Closing remarks and Best Discussant Award presented by Michał Dzieliński, SBS, FutFinInfo program chair
Poster Session presenters:
You can browse the abstracts of the papers by clicking on the links below. The presenters have also prepared short videos to give you a better idea of the content ahead of the session. You can watch the videos here.
Carina Mössinger, University of Münster
Better Be Careful: The Replenishment of ABS backed by SME Loans
David Happersberger, Lancaster University
The relevance of high-frequency news analytics for lower-frequency investment strategies
Ian Khrashchevskyi, Stockholm Business School
Investor attention allocation and portfolio performance: What information does it pay to pay attention to?
Ivika Jäger, Stockholm School of Economics
The Impact of Automated Information Acquisition on the Stock Market
Jinfei Sheng, University of California Irvine
Do digital coins have fundamental values
Martijn de Vries, Tilburg University
Limited Attention and the Dynamics of Probability Weighting
Matthijs Lof, Aalto University
Asymmetric Information and the Distribution of Trading Volume
Yavor Kovachev, Stockholm School of Economics
Predicting stock price movements with news implied information sentiment: A machine learning approach