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

Session Details

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Session

Frontiers in Empirical Asset Pricing

Time:Saturday, July 8, 2023 10:15 - 12:00Location:Stream 4Session Chair:Jianfeng Yu, Tsinghua University Zoom:

Spreading Pressure and the Commodity Futures Risk Premium

Yujing Gong, London School of Economics

Arie Gozluklu, University of Warwick

Gi Kim, University of Warwick

 Presenter: Yujing Gong, London School of Economics

 Discussant: Fan Yang, University of Connecticut

Near Is Dear: Remoteness, Soft Information, and Stock Returns

Chao Gao, The Australian National University

 Presenter: Chao Gao, The Australian National University

 Discussant: Xin Chen, Shenzhen University

Daily Momentum and New Investors in an Emerging Stock Market

Zhenyu Gao, The Chinese University of Hong Kong

Wenxi Jiang, The Chinese University of Hong Kong

Wei Xiong, Princeton University

Wei Xiong, Shenzhen Stock Exchange

 Presenter: Zhenyu Gao, The Chinese University of Hong Kong

 Discussant: Li An, Tsinghua University

Slope Beta and Cross-sectional Stock Returns

Tao Li, City University of Hong Kong

Di Wu, City University of Hong Kong

Lihai Yang, City University of Hong Kong

 Presenter: Lihai Yang, City University of Hong Kong

 Discussant: Zhiyao Nicholas Chen, Lingnan University

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