Conference Agenda

Why Complexity Makes Factor Models Fail

Carter Davis¹, Alejandro Lopez-Lira²

1: Indiana University; 2: University of Florida

Discussant: Svetlana Bryzgalova (LBS)

Conditional Asset Pricing with Text-managed Portfolios

Jian Feng¹, Jiantao Huang¹, Shiyang Huang¹, Ran Shi²

1: University of Hong Kong, Hong Kong S.A.R. (China); 2: University of Colorado Boulder, USA

Discussant: Charles Martineau (University of Toronto)

Kyle Meets Friedman: Informed Trading When Anticipating Future Information

Hongjun Yan¹, Liyan Yang², Xueyong Zhang³, Deqing Zhou³

1: DePaul University; 2: University of Toronto, Canada; 3: Central University of Finance and Economics

Discussant: Francesco Sangiorgi (Frankfurt School of Finance & Management)

Competition and Collusion Among Strategic Traders Who Face Uncertainty

George Malikov¹, Snehal Banerjee²

1: University of Western Ontario, Ivey Business School; 2: University of Michigan, Stephen M. Ross School of Business

Discussant: Jean-Edouard Colliard (HEC Paris)

Inside Out: Who Trade Before the Start of Cyber Attacks?

Xi Dong¹, Edward Xuejun Li², Xintian Lin³, Xin Yuan⁴

1: Baruch College, City University of New York; 2: Baruch College and Columbia University; 3: Central University of Finance and Economics; 4: Dongbei University of Finance and Economics

Discussant: Andriy Shkilko (Wilfrid Laurier University)

The Impact of Finfluencers on Retail Investment

Isaiah Hull¹, Yingjie Qi²

1: BI Norweigian Business School; 2: Copenhagen Business School

Discussant: Marina Niessner (Indiana University -- Kelley School of Business)

Technology, Cybersecurity, and Cryptocurrency Returns

Da Huang¹, Jeffrey Yang²

1: Northeastern University, United States of America; 2: University of Utah, United States of America

Discussant: Roxana Mihet (University of Lausanne & Swiss Finance Institute)

Demand for Safety in the Crypto Ecosystem

Murillo Campello¹, Angela Gallo², Tammaro Terracciano³, Lira Mota⁴

1: Cornell University & University of Florida; 2: Bayes Business School (formerly Cass); 3: IESE Business School; 4: Massachusetts Institute of Technology

Discussant: Martina Fraschini (University of Luxembourg)

Watching the Watchdogs: Tracking SEC Inquiries using Geolocation Data

William Gerken¹, Steven Irlbeck², Marcus Painter³, Guangli Zhang³

1: University of Kentucky; 2: University of New Hampshire; 3: Saint Louis University

Discussant: Ryan Israelsen (Michigan State University)

Corporate Lobbying of Bureaucrats

Michelle Lowry¹, Ekaterina Volkova²

1: Drexel University, USA; 2: University of Melbourne, Australia

Discussant: Nandini Gupta (Indiana University)