Conference Agenda

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)