Virtual, July 6-8, 2022

Session Details

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Asset Pricing Factors

Time:Thursday, July 7, 2022 15:15 - 17:00Location:Stream 1Session Chair:Dong Lou, London School of Economics Zoom:

Factor and Stock-specific Disagreement and Trading Flows

Fotis Grigoris; Indiana University

Christian Heyerdahl-Larsen; Indiana University

Preetesh Kantak; Indiana University

  Presenter: Preetesh Kantak, Indiana University

  Discussant: Terry Zhang, Australian National University

Inflation Volatility Risk and the Cross-section of Corporate Bond Returns

Luis Ceballos; Pennsylvania State University

  Presenter: Luis Ceballos, Pennsylvania State University

  Discussant: Zhan Shi, Tsinghua University

Semiparametric Conditional Factor Models: Estimation and Inference

Qihui Chen; The Chinese University of Hong Kong

Xiaoliang Wang; University of Pennsylvania

  Presenter: Qihui Chen, The Chinese University of Hong Kong

  Discussant: Linyan Zhu, University of California, San Diego

Assessing Asset Pricing Models Using Exchange-Traded Fund Flows

K.C. John Wei; The Hong Kong Polytechnic University

Linti Zhang; The Hong Kong Polytechnic University

  Presenter: Linti Zhang, The Hong Kong Polytechnic University

  Discussant: Shiyang Huang, The University of Hong Kong

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