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

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Session

Risk, Return, and Anomalies

Time:Sunday, July 9, 2023 10:15 - 12:00Location:Stream 7Session Chair:Yan Liu, Purdue University Zoom:

Inflation and the Relative Price Premium

Yun Joo An, Indiana University

Fotis Grigoris, Indiana University

Christian Heyerdahl-Larsen, Indiana University

Preetesh Kantak, Indiana University

 Presenter: Fotis Grigoris, Indiana University

 Discussant: Xiang Fang, The University of Hong Kong

Forecasting and Managing Correlation Risks

Tim Bollerslev, Duke University

Sophia Zhengzi Li, Rutgers Business School

Yushan Tang, Rutgers Business School

 Presenter: Sophia Zhengzi Li, Rutgers Business School

 Discussant: Junbo Wang, Louisiana State University

Liquidity Characteristics of Market Anomalies and Institutional Trading

Charles Cao, Pennsylvania State University

Bing Liang, University of Massachusetts Amherst

Tong Yao, University of Iowa

Andrew (Jianzhong) Zhang, University of Nevada, Las Vegas

 Presenter: Tong Yao, University of Iowa

 Discussant: Dashan Huang, Singapore Management University

Idiosyncratic Financial Risk and a Reevaluation of the Market Risk-return Tradeoff

Johnathan Loudis, University of Notre Dame

 Presenter: Johnathan Loudis, University of Notre Dame

 Discussant: Jun Tu, Singapore Management University

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