Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Please note that all times are shown in the time zone of the conference. The current conference time is: 26th Sept 2023, 02:52:41pm CEST

 
 
Session Overview
Date: Monday, 15/May/2023
9:30am
-
10:00am
Coffee and registration
10:00am
-
10:15am
Introductory remarks
10:15am
-
11:30am
K1: Keynote Session with Bruno Biais
Location: Room Z014
Chair: Thierry Foucault
Speaker: Bruno Biais
"Money and Information"
11:30am
-
12:30pm
P1: Poster session (with coffee)
 

From in-person to online: the new shape of the VC industry

Liudmila Alekseeva1, Silvia Dalla Fontana2, Caroline Genc3, Hedieh Rashidi Ranjbar4

1: IESE Business School; 2: USI Lugano and SFI; 3: Université Paris Dauphine-PSL; 4: University of Michigan, Stephen M. Ross School of Business



Corporate Social Responsibility Programs and Shareholder Value

Jinyoung Kim

Boston College, United States of America



What Does the Market Know?

Irina Luneva

The Wharton School, University of Pennsylvania, United States of America



Asset Pricing with Complexity

Mads Bibow Busborg Nielsen

Université de Lausanne (SFI), Switzerland



Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity

Ai Jun Hou, Lars Nordén, Caihong Xu

Stockholm Business School, Sweden



ETFs, Anomalies and Market Efficiency

Ilias Filippou1, Songrun He2, Sophia Zhengzi Li3, Guofu Zhou4

1: Olin Business School, Washington University in St. Louis, United States of America; 2: Olin Business School, Washington University in St. Louis, United States of America; 3: Rutgers University; 4: Olin Business School, Washington University in St. Louis, United States of America

12:30pm
-
1:30pm
Lunch
1:30pm
-
3:00pm
1A: On which information to rely?
Location: Room Z014
Chair: Marcus Painter
 

The Social Signal

Anthony Cookson1, Runjing Lu2, William Mullins3, Marina Niessner4

1: University of Colorado at Boulder; 2: University of Alberta; 3: University of California, San Diego; 4: University of Pennsylvania

Discussant: Isabella Wolfskeil (Federal Reserve Board of Governors)



Information Waves and Firm Investment

Feng Chi

Cornell University, United States of America

Discussant: Olivier Dessaint (INSEAD)

1B: The wisdom (and madness) of crowds
Location: Room Z012
Chair: Ioanid Rosu
 

Wisdom of the Institutional Crowd: Implications for Anomaly Returns

AJ Chen, Gerard Hoberg, Miao Ben Zhang

University of Southern California, United States of America

Discussant: Jonathan Brogaard (University of Utah)



When Crowds Aren’t Wise: Biased Signals From Investor Social Networks and its Price Impact

Edna Lopez Avila, Charles Martineau, Jordi Mondria

University of Toronto, Canada

Discussant: Roberto Gomez (London Business School)

3:00pm
-
3:30pm
Coffee
3:30pm
-
5:00pm
2A: Analysts and information acquisition
Location: Room Z014
Chair: Petri Jylhä
 

All in a Day's Work: What Do We Learn from Analysts' Bloomberg Usage?

Azi Ben-Rephael2, Bruce Carlin3, Zhi Da4, Ryan Israelsen1

1: Michigan State University, United States of America; 2: Rutgers University; 3: Rice University; 4: Notre Dame University

Discussant: Rawley Heimer (Arizona State University)



What Do Questions Reveal? Skill Acquisition, Detection, and Recognition in the Capital Markets

Ling Cen1, Yanru Han1, Jarrad Harford2

1: The Chinese University of Hong Kong; 2: University of Washington

Discussant: Tamara Nefedova (ESCP Business School)

2B: Informational frictions
Location: Room Z012
Chair: Sophie Moinas
 

Market opacity and fragility

Giovanni Cespa1, Xavier Vives2

1: Bayes Business School, United Kingdom; 2: IESE Business School

Discussant: Sabrina Buti (Université Paris Dauphine-PSL)



Uncertainty about What’s in the Price

Joel Peress1, Daniel Schmidt2

1: INSEAD, France; 2: HEC-Paris, France

Discussant: Sophie Moinas (Toulouse School of Economics)

5:05pm
-
5:40pm
I1: Industry View
Location: Room Z014
Chair: Michał Dzieliński
Speaker: Ananth Madhavan
"What do we know (or want to know) about fixed income ETFs and index funds?"
5:40pm
-
6:45pm
Cocktail reception
8:00pm Conference dinner (by invitation)
Date: Tuesday, 16/May/2023
9:30am
-
10:00am
Coffee and registration
10:00am
-
11:30am
3A: 200 years of textual analysis
Location: Room Z014
Chair: Alejandro Lopez-Lira
 

Effects of Information Overload on Financial Markets: How Much Is Too Much?

Alejandro Bernales1, Marcela Valenzuela2, Ilknur Zer3

1: Universidad de Chile; 2: Pontificia Universidad Católica de Chile, Chile; 3: Federal Reserve Board

Discussant: Theis Ingerslev Jensen (Copenhagen Business School)



(Almost) 200 Years of News-Based Economic Sentiment

Jules H. van Binsbergen1,3, Svetlana Bryzgalova2,4, Mayukh Mukhopadhyay2, Varun Sharma5

1: Wharton; 2: London Business School; 3: NBER; 4: CEPR; 5: Nanyang Business School

Discussant: Simona Abis (Columbia University)

3B: Information in non-equity markets
Location: Room Z012
Chair: Jessica Jeffers
 

The Value of Data to Fixed Income Investors

Jian Li1, Jennie Bai2, Asaf Manela3

1: Columbia University, United States of America; 2: Georgetown University; 3: Reichman University and Washington University of St. Louis,

Discussant: Sean Seunghun Shin (Aalto University)



The Adoption of Artificial Intelligence by Venture Capitalists

Maxime Bonelli

HEC Paris, France

Discussant: Gilles Chemla (Imperial College Business School, CNRS, and CEPR)

11:30am
-
12:00pm
Coffee
12:00pm
-
1:30pm
4A: Risk factors, anomalies, or just stories?
Location: Room Z014
Chair: Irina Zviadadze
 

Peer-reviewed theory does not help predict the cross-section of stock returns

Andrew Y. Chen1, Alejandro Lopez-Lira2, Tom Zimmermann3

1: Federal Reserve Board; 2: University of Florida; 3: University of Cologne, Germany

Discussant: Yinan Su (Johns Hopkins University)



Anomaly or Possible Risk Factor? Simple-To-Use Tests

Benjamin Holcblat1, Abraham Lioui2, Michael Weber3

1: University of Luxembourg; 2: EDHEC Business School.; 3: Booth School of Business, University of Chicago, CEPR, and NBER.

Discussant: Carter Davis (Indiana University)

4B: Technology and lending
Location: Room Z012
Chair: Jean-Edouard Colliard
 

Does IT help? Information Technology in Banking and Entrepreneurship

Yannick Timmer1, Sebastian Doerr2, Toni Ahnert3, Nicola Pierri4

1: Federal Reserve Board; 2: BIS; 3: ECB; 4: IMF

Discussant: Junli Zhao (Bayes Business School)



Borrowing from a Bigtech Platform

Jian Li1, Stefano Pegoraro2

1: Columbia University, United States of America; 2: University of Notre Dame, Mendoza College of Business

Discussant: Jing Zeng (University of Bonn)

1:30pm
-
2:30pm
Lunch
2:30pm
-
4:00pm
5A: Pushing the boundaries of finance
Location: Room Z014
Chair: Jérôme Dugast
 

Informed Trading Intensity

Vincent Bogousslavsky1, Vyacheslav Fos1, Dmitriy Muravyev2

1: Boston College; 2: Michigan State University

Discussant: George Malikov (University of Western Ontario, Ivey Business School)



Proving You Can Pick Stocks Without Revealing How

Alexander Chinco

Baruch College, United States of America

Discussant: Michele Fabi (Ecole Polytechnique, CREST, IP Paris)

5B: Who benefits from your data?
Location: Room Z012
Chair: Christophe Perignon
 

Open Banking and Customer Data Sharing: Implications for FinTech Borrowers

Rachel J. Nam1,2

1: Goethe University Frankfurt; 2: Leibniz Institute for Financial Research SAFE

Discussant: Matthias Efing (HEC Paris)



Consumer Surveillance and Financial Fraud

Bo Bian1, Michaela Pagel2, Huan Tang3

1: University of British Columbia; 2: Columbia Graduate School of Business, NBER, and CEPR.; 3: London School of Economics and CEPR

Discussant: Guillaume Vuillemey (HEC Paris)

4:00pm
-
4:15pm
Break
4:15pm
-
5:30pm
K2: Keynote Session with Lin Peng
Location: Room Z014
Chair: Michał Dzieliński
Speaker: Lin Peng
"Navigating the Information Landscape: The Role of Social Networks in Financial Markets"
5:30pm
-
5:45pm
Concluding remarks
Location: Room Z014

 
Contact and Legal Notice · Contact Address:
Privacy Statement · Conference: FutFinInfo 2023
Conference Software: ConfTool Pro 2.6.146
© 2001–2023 by Dr. H. Weinreich, Hamburg, Germany