Conference Time: 21st May 2024, 07:27:25pm CEST
Conference AgendaOverview 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).
A1: Empirical Asset Pricing I
Time:
Friday, 31/Mar/2023:
9:00am - 10:45am
Session Chair: Emmanouil Platanakis , University of Bath
Location: Room "Auditorium"
Presentations
Timing the factor zoo
Christoph Reschenhofer 1 , Andreas Neuhierl2 , Otto Randl1 , Josef Zechner1
1 Vienna University of Economics and Business, Austria; 2 Washington University in St. Louis
Discussant: Miao Zhang (University of Southern California)
ETFs, Anomalies and Market Efficiency
Guofu Zhou 1 , Ilias Filippou1 , Songrun He1 , Sophia Zhengzi Li2
1 Olin Business School, Washington University in St. Louis; 2 Rutgers University
Discussant: Christoph Reschenhofer (Vienna University of Economics and Business)
Wisdom of the Institutional Crowd: Implications for Anomaly Returns
Miao Zhang , AJ Chen, Gerard Hoberg
University of Southern California, United States of America
Discussant: Joren Koëter (Rotterdam School of Management, Erasmus University)