7TH ANNUAL CONFERENCE 
investment FINANCE

 
 
27
May
2019
Monday

Mispricing and Biases
Chair: Allaudeen Hameed (National University of Singapore & ABFER)

Location: Siloso 2

2:00 pm - 2:45 pm
Cryptocurrency Pump-and-Dump Schemes

Tao Li (University of Florida)
Donghwa Shin (Princeton University)
Baolian Wang* (University of Florida)

Discussant:
Tse-Chun Lin (The University of Hong Kong)

2:45 pm - 3:30 pm
Rating on a Curve

Utpal Bhattacharya* (Hong Kong University of Science and Technology)
Janghoon Shon (Hong Kong University of Science and Technology)
Ariel Yu Zhang (Hong Kong University of Science and Technology)

Discussant:
Brad Barber (University of California, Davis)

4:00 pm - 4:45 pm
Mispricing in the Global Market: A New Perspective

Massimo Massa (INSEAD & ABFER)
Yang, Gloria Yu* (Singapore Management University)
Hong Zhang (Tsinghua University & ABFER)

Discussant:
Tarun Chordia (Emory University & ABFER)

4:45 pm - 5:30 pm
Hard to say Goodbye to Yesterday: War Memories, Patriotism, and Individual Investors’ Investment Preferences

Bin Ke (National University of Singapore)
Yupeng Lin* (National University of Singapore)
Hong Tu (Nankai University)
Weibiao Xu (Nankai University)

Discussant:
ChangCheng Song (Singapore Management University)

 
28
MAY
2019
Tuesday 

Technology and Investment
Chair: Roger Loh (Singapore Management University & ABFER)

Location: Siloso 3

9:00 am - 9:45 am
Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation

Richard Sias (University of Arizona, Tucson)
Laura Starks* (University of Texas at Austin & ABFER)
H. J. Turtle (Colorado State University)

Discussant:
Stephen Dimmock (Nanyang Technological University & ABFER)

9:45 am - 10:30 am
Who Benefits from Robo-advising? Evidence from Machine Learning

Alberto G Rossi* (University of Maryland)
Stephen Utkus (Vanguard)

Discussant:
Bart Zhou Yueshen (INSEAD)

11:00 am - 11:45 am
Private Company Valuations by Mutual Funds

Vikas Agarwal (Georgia State University)
Brad Barber (University of California, Davis)
Si Cheng* (Chinese University of Hong Kong)
Allaudeen Hameed (National University of Singapore & ABFER)
Ayako Yasuda (University of California, Davis)

Discussant:
Clemens Sialm (University of Texas at Austin & ABFER)

11:45 am - 12:30 pm
Financialization and Commodity Market Serial Dependence

Zhi Da (University of Notre Dame)
Yubo Tao* (Singapore Management University)
Ke Tang (Tsinghua University)

Discussant:
Qifei Zhu (Nanyang Technology University)

29
MAY
2019
Wednesday

Uncertainty and Capital Markets
Chair: Hong Zhang (Tsinghua University & ABFER)

Location: Siloso 3

2:00 pm - 2:45 pm
Credit default swaps around the world: Investment and financing effects

Söhnke M. Bartram (The University of Warwick)
Jennifer Conrad* (University of North Carolina at Chapel Hill)
Jongsub Lee (Seoul National University)
Marti G. Subrahmanyam (New York University)

Discussant:
Ekkehart Boehmer (Singapore Management University & ABFER)

2:45 pm - 3:30 pm
The Pollution Premium

Po-Hsuan Hsu* (University of Hong Kong)
Kai Li (Hong Kong University of Science and Technology)
Chi-Yang Tsou (Hong Kong University of Science and Technology)

Discussant:
Hong Zhang (Tsinghua University & ABFER)

4:00 pm - 4:45 pm
Premium for heightened uncertainty - Solving the FOMC puzzle

Grace Xing Hu (The University of Hong Kong)
Jun Pan* (Massachusetts Institute of Technology & ABFER)
Jiang Wang (Massachusetts Institute of Technology)
Haoxiang Zhu (Massachusetts Institute of Technology)

Discussant:
Zhanhui Chen (Nanyang Technological University)

4:45 pm - 5:30 pm
Fundamental Risk Sources and Pricing Factors

Zhanhui Chen* (Nanyang Technological University)
Baek-Chun Kim (Nanyang Technological University)

Discussant:
Sung June Pyun (National University of Singapore)

* Presenter. Program is subjected to change. Updated 21 May 2019. 


Contact Information

Program Director Conference Organizer

Allaudeen Hameed (National University of Singapore & ABFER)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Massimo Massa (INSEAD & ABFER)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Roger Loh (Singapore Management University & ABFER)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Wenlan Qian (National University of Singapore & ABFER)
This email address is being protected from spambots. You need JavaScript enabled to view it.

Hong Zhang (Tsinghua University & ABFER)
This email address is being protected from spambots. You need JavaScript enabled to view it.


Call For Papers
Program Summary
Full Program Schedule
Official Conference Hotel
Singapore Information
Photo Gallery
Dress Code
Important Information
 Feedback for this event