July 6-9, 2023, Online and Onsite in Shanghai, China

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Session

Empirical Asset Pricing

Time:Friday, July 7, 2023 13:30 - 15:15Location:Stream 3Session Chair:Xiaoyan Zhang, Tsinghua University Zoom:

Asset-Pricing Factors with Economic Targets

Svetlana Bryzgalova, London Business School

Victor DeMiguel, London Business School

Sicong Li, London Business School

Markus Pelger, Stanford University

 Presenter: Sicong Li, London Business School

 Discussant: Xinran Zhang, Central University of Finance and Economics

Asset Pricing with Daily Shopper Spending

Kuntara Pukthuanthong, University of Missouri

Jialu Shen, University of Missouri

Ruixiang Wang, Clark University

 Presenter: Jialu Shen, University of Missouri

 Discussant: Xue Wang, Tsinghua University

Corporate Events and Asset Pricing Anomalies

Jintao Du, City University of Hong Kong

Yan Liu, Purdue University

Feng Zhang, Southern Methodist University

 Presenter: Jintao Du, City University of Hong Kong

 Discussant: Fang Qiao, University of International Business and Economics

Dealer Disagreement and Asset Prices in FX Markets

Brandon Yueyang Han, University of Maryland

Sophia Zhengzi Li, Rutgers Business School

Zhaogang Song, Johns Hopkins University

 Presenter: Brandon Yueyang Han, University of Maryland

 Discussant: Dun Jia, Peking University

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