Virtual, July 6-8, 2022

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Delegated Portfolio Management

Time:Friday, July 8, 2022 13:00 - 14:45Location:Stream 1Session Chair:Lu Zheng, University of California, Irvine Zoom:

Financial Intermediaries vs. Capital Allocation: The Forgotten Role of Mutual Funds

Massimo Massa; INSEAD

Hong Zhang; PBC School of Finance, Tsinghua University

Yanbo Wang; Sungkyunkwan University

  Presenter: Yanbo Wang, Sungkyunkwan University

  Discussant: Brian Boyer, Brigham Young University

Informative Covariates, False Discoveries and Mutual Fund Performance

Po-Hsuan Hsu; National Tsing Hua University

Ioannis Kyriakou; City University London

Tren Ma; University of Glasgow

Georgios Sermpinis; University of Glasgow

  Presenter: Tren Ma, University of Glasgow

  Discussant: Qifei Zhu, Nanyang Technological University

Tomorrow Is Another Day: Stocks Overweighted by Active Mutual Funds Predict the Next-Day Market

Shuaiyu Chen; Purdue University

Yixin Chen; University of Rochester

Randolph Cohen; Harvard Business School

  Presenter: Yixin Chen, University of Rochester

  Discussant: Nan Xu, Nankai University

Do Hedge Funds Strategically Misreport Their Holdings? Evidence from 13F Restatements

Sean Cao; Georgia State University

Zhi Da; University of Notre Dame

Xin Jiang; University of Waterloo

Baozhong Yang; Georgia State University

  Presenter: Xin Jiang, University of Waterloo

  Discussant: Chengdong Yin, Renmin University of China

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