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

Session Details

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Financial Markets

Time:Thursday, July 8, 2021 8:00 - 9:45Location:Stream 3Session Chair:Yuhang Xing, Rice University Zoom:

Music Sentiment and Stock Returns Around the World

Alex Edmans; London Business School

Adrian Fernandez-Perez; Auckland University of Technology

Alexandre Garel; Audencia Business School

Ivan Indriawan; Auckland University of Technology

  Presenter: Ivan Indriawan, Auckland University of Technology

  Discussant: Harold Zhang, The University of Texas at Dallas

When Do Informed Short Sellers Trade? Evidence from Intraday Data and Implications for Informed Trading Models

Danqi Hu; Northwestern University

Charles Jones; Columbia Business School

Xiaoyan Zhang; PBC School of Finance, Tsinghua University

  Presenter: Danqi Hu, Northwestern University

  Discussant: Dermot Murphy, University of Illinois at Chicago

Liquidity Spillovers: Evidence from Two-Step Spinoffs

Yakov Amihud; New York University

Sahn-Wook Huh; University at Buffalo

Avanidhar Subrahmanyam; University of California, Los Angeles

  Presenter: Sahn-Wook Huh, University at Buffalo

  Discussant: Chen Yao, The Chinese University of Hong Kong

Refusing the Best Price?

Sida Li; University of Illinois at Urbana-Champaign

Mao Ye; University of Illinois at Urbana-Champaign

Miles Zheng; University of Illinois at Urbana-Champaign

  Presenter: Mao Ye, University of Illinois at Urbana-Champaign

  Discussant: Thomas Ernst, University of Maryland

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