July 6-9, 2021, Online and Onsite in Shanghai, China

Session Details

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Prospect Theory, Leverage Constraints, and Cryptomarket

Time:Wednesday, July 7, 2021 8:00 - 9:45Location:Stream 7Session Chair:Bing Han, University of Toronto Zoom:

Disruption, Bitcoin, and Prospect Theory

Qingjie Du; Hong Kong Polytechnic University

Yang Wang; Hong Kong Polytechnic University

Chishen Wei; Singapore Management University

K. C. John Wei; Hong Kong Polytechnic University

Haifeng You; Hong Kong University of Science and Technology

  Presenter: Chishen Wei, Singapore Management University

  Discussant:  Jinyuan Zhang, University of California, Los Angeles

Cryptomarket Discounts

Nicola Borri; LUISS University

Kirill Shakhnov; University of Surrey

  Presenter: Kirill Shakhnov, University of Surrey

  Discussant: Jiasun Li, George Mason University

Margin Requirements, Risk Taking, and Multifactor Models

Ferhat Akbas; University of Illinois at Chicago

Lezgin Ay; Iowa State University

Chao Jiang; University of South Carolina

Paul Koch; Iowa State University

  Presenter: Chao Jiang, University of South Carolina

  Discussant: Petri Jylhä, Aalto University

Estimating the Reference Points of Investors with the Disposition Effect

Koustav De; University of Kentucky

Tyler Shumway; University of Michigan

  Presenter: Koustav De, University of Kentucky

  Discussant: Danling Jiang, Stony Brook University

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