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

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Session

Behavioral Asset Pricing

Time:Wednesday, July 7, 2021 13:30 - 15:15Location:Stream 4Session Chair:Jianfeng Yu, PBC School of Finance, Tsinghua University Zoom:

Do Reference Prices Impact How Investors Respond to News?

Brad Cannon; Brigham Young University

Hannes Mohrschladt; University of Muenster

  Presenter: Brad Cannon, Brigham Young University

  Discussant: Baolian Wang, University of Florida

Naïve Earnings Growth Extrapolation

Chenyu Cui; University of International Business and Economics
Frank

Weikai Li; Singapore Management University

Xinyi Zhang; Sun Yat-sen University

  Presenter: Frank Weikai Li, Singapore Management University

  Discussant: Xin Chen, Southwestern University of Finance and Economics

Another Presidential Puzzle? Presidential Economic Approval Rating and the Cross-Section of Stock Returns

Zilin Chen; Singapore Management University

Zhi Da; University of Notre Dame

Dashan Huang; Singapore Management University

Liyao Wang; Hong Kong Baptist University

  Presenter: Zilin Chen, Singapore Management University

  Discussant: Ran Zhang, Shanghai Jiao Tong University

Does Express Delivery Run ahead of Stock Price?

Shijie Yang; The Chinese University of Hong Kong, Shenzhen

Bohui Zhang; The Chinese University of Hong Kong, Shenzhen

Jinfan Zhang; The Chinese University of Hong Kong, Shenzhen

  Presenter: Shijie Yang, The Chinese University of Hong Kong, Shenzhen

  Discussant: Frank Weikai Li, Singapore Management University

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