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

Session Details

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Session

New Perspectives in Empirical Asset Pricing

Time:Wednesday, July 7, 2021 8:00 - 9:45Location:Stream 6Session Chair:Roger Loh, Singapore Management University Zoom:

Security Analysis: An Investment Perspective

Kewei Hou; The Ohio State University

Haitao Mo; Louisiana State University

Chen Xue; University of Cincinnati

Lu Zhang; The Ohio State University

  Presenter: Chen Xue, University of Cincinnati

  Discussant: Baolian Wang, University of Florida

Market Returns and a Tale of Two Attentions

Zhi Da; University of Notre Dame

Jian Hua; Baruch College, The City University of New York

Chih-Ching Hung; Baruch College, The City University of New York

Lin Peng; Baruch College, The City University of New York

  Presenter: Chih-Ching Hung, Baruch College, The City University of New York 

  Discussant: Quan Wen, Georgetown University

Uncertainty Resolution Before Earnings Announcements

Chao Gao; Australian National University

Grace Xing Hu; PBC School of Finance, Tsinghua University

Xiaoyan Zhang; PBC School of Finance, Tsinghua University

  Presenter: Grace Xing Hu, PBC School of Finance, Tsinghua University

  Discussant: Xuhui (Nick) Pan, University of Oklahoma

An Anatomy of Characteristics in Dynamic Trading

Tao Huang; Beijing Normal University-Hong Kong Baptist University United International College

Matthew Spiegel; Yale School of Management

Hong Zhang; PBC School of Finance, Tsinghua University

  Presenter: Tao Huang, Beijing Normal University-Hong Kong Baptist University United International College

  Discussant: Jeremiah Green, Texas A&M University

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