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

Session Details

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Session

New Perspectives in Asset Pricing

Time:Saturday, July 8, 2023 10:15 - 12:00Location:Stream 6Session Chair:Roger Loh, Singapore Management University Zoom:

Inside and Outside Informed Trading

Zhi Da, University of Notre Dame

Xi Dong, Baruch College, The City University of New York

Ke Wu, Renmin University of China

Dexin Zhou, Baruch College, The City University of New York

 Presenter: Ke Wu, Renmin University of China

 Discussant: Kuntara Pukthuanthong, University of Missouri

The Factor Multiverse: The Role of Interest Rates in Factor Discovery

Jules Van Binsbergen, University of Pennsylvania

Liang Ma, University of South Carolina

Michael Schwert, AQR Arbitrage

 Presenter: Liang Ma, University of South Carolina

 Discussant: Andrew Chen, Federal Reserve Board

Skilled Foreign Labor, Urban Agglomeration, and Value Creation

Hao Jiang, Michigan State University

Christopher Parsons, University of Southern California

Lin Sun, George Mason University

Sheridan Titman, University of Texas at Austin

 Presenter: Lin Sun, George Mason University

 Discussant: Feng Zhang, Southern Methodist University

Anomaly Return during FOMC

Lin Tan, Tsinghua University

Xiaoyan Zhang, Tsinghua University

Guofu Zhou, Washington University in St. Louis

 Presenter: Lin Tan, Tsinghua University

 Discussant: Zhanhui Chen, Hong Kong University of Science and Technology

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