Virtual, July 6-8, 2022

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Anomalies and Information

Time:Thursday, July 7, 2022 10:15 - 12:00Location:Stream 2Session Chair:David McLean, Georgetown University Zoom:

Anomalies, Management Expectations, and Stock Returns

Shikha Jaiswal; University of New South Wales

Cong (Roman) Wang; Texas Tech University

Dexin Zhou; Baruch College, The City University of New York

  Presenter: Cong (Roman) Wang, Texas Tech University

  Discussant: Cameron Peng, London School of Economics

Tipping in Korea

Felix Meschke; University of Kansas

  Presenter: Felix Meschke, University of Kansas

  Discussant: Seongkyu “Gilbert” Park, The Hong Kong Polytechnic University

The February Anomaly in China: The Case of Chinese New Year

Jinjing Liu; World Bank

  Presenter: Jinjing Liu, World Bank

  Discussant: Chuan-Yang Hwang, Nanyang Technological University

Causal Effect of Information Costs on Asset Pricing Anomalies

Yong-Hyuck Kim; Michigan State University

Zoran Ivkovic; Broad School of Business

Dmitriy Muravyev; Michigan State University

  Presenter: Yong-Hyuck Kim, Michigan State University

  Discussant: Si Cheng, The Chinese University of Hong Kong

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