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

Session Details

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Session

New Facets of Institutional Funds

Time:Friday, July 7, 2023 15:45 - 17:30Location:Stream 4Session Chair:Lily Fang, INSEAD Zoom:

Do Hedge Funds Hedge? Evidence from Risk Gap

Yong Chen, Texas A&M University

Hanjiang Zhang, Washington State University

 Presenter: Yong Chen, Texas A&M University

 Discussant: Melvyn Teo, Singapore Management University

Simple (Learning) but Not Simplistic (Chasing): A Model-free Learning Approach for Fund Investors

Jin Guo, Frankfurt School of Finance and Management

Yangyi Liu, Southwest Jiaotong University

 Presenter: Jin Guo, Frankfurt School of Finance and Management

 Discussant: Zhengyang Xu, City University of Hong Kong

How Index Funds Reshape Intraday Market Dynamics

Wenxi Jiang, The Chinese University of Hong Kong

Siyuan Wu, The Chinese University of Hong Kong

Chen Yao, The Chinese University of Hong Kong

 Presenter: Siyuan Wu, The Chinese University of Hong Kong

 Discussant: Don Noh, Hong Kong University of Science and Technology

Partisanship and Portfolio Choice: Evidence from Mutual Funds

William Cassidy, University of Chicago

 Presenter: William Cassidy, University of Chicago

 Discussant: Mancy Luo, Erasmus University

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