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: 3rd Nov 2025, 12:32:36am CET
2:00pm 1B: Understanding anomalies Location: Amphi T, Le Cercle Building Chair: Paul Karehnke
Why Complexity Makes Factor Models Fail
Carter Davis1 , Alejandro Lopez-Lira 2
1: Indiana University;
2: University of Florida
Discussant: Svetlana Bryzgalova (LBS)
Conditional Asset Pricing with Text-managed Portfolios
Jian Feng1 , Jiantao Huang 1 , 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)
4:00pm 2B: Asset pricing theory Location: Amphi T, Le Cercle Building Chair: Jérôme Dugast
Kyle Meets Friedman: Informed Trading When Anticipating Future Information
Hongjun Yan1 , Liyan Yang 2 , 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 Malikov 1 , 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)
9:00am 3B: Retail investors' behavior Location: Amphi T, Le Cercle Building Chair: Joël Peress
Inside Out: Who Trade Before the Start of Cyber Attacks?
Xi Dong 1 , 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 Qi 2
1: BI Norweigian Business School;
2: Copenhagen Business School
Discussant: Marina Niessner (Indiana University -- Kelley School of Business)
11:00am 4B: Cryptonomics Location: Amphi T, Le Cercle Building Chair: Matthieu Bouvard
Technology, Cybersecurity, and Cryptocurrency Returns
Da Huang1 , Jeffrey Yang 2
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 Terracciano 3 , 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)
1:30pm 5B: Politics, regulation and finance Location: Amphi T, Le Cercle Building Chair: Marco Ceccarelli
Watching the Watchdogs: Tracking SEC Inquiries using Geolocation Data
William Gerken1 , Steven Irlbeck 2 , 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 Volkova 2
1: Drexel University, USA;
2: University of Melbourne, Australia
Discussant: Nandini Gupta (Indiana University)
