SGF Conference 2023,
2023 Annual Meeting of the Swiss Society for Financial Market Research

March 31, 2023

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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).

Session Overview

Session

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 Reschenhofer¹, Andreas Neuhierl², Otto Randl¹, Josef Zechner¹

¹Vienna University of Economics and Business, Austria; ²Washington University in St. Louis

Discussant: Miao Zhang (University of Southern California)

ETFs, Anomalies and Market Efficiency

Guofu Zhou¹, Ilias Filippou¹, Songrun He¹, Sophia Zhengzi Li²

¹Olin Business School, Washington University in St. Louis; ²Rutgers 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)

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