Time Variation in Extrapolation and Anomalies

Wei He; Southwestern University of Finance and Economics

Yuehan Wang; PBC School of Finance, Tsinghua University

Jianfeng Yu; PBC School of Finance, Tsinghua University

  Presenter: Yuehan Wang, PBC School of Finance, Tsinghua University

  Discussant: Brad Cannon, Brigham Young University

What explains price momentum and 52-week high momentum when they really work?

Pedro Barroso; Universidade Católica Portuguesa

Haoxu Wang; University of New South Wales

  Presenter: Pedro Barroso, Universidade Católica Portuguesa

  Discussant: Mengmeng Dong, University of California, Riverside

Finding Anomalies in China

Kewei Hou; The Ohio State University

Fang Qiao; University of International Business and Economics

Xiaoyan Zhang; PBC School of Finance, Tsinghua University

  Presenter: Fang Qiao, University of International Business and Economics

  Discussant: Jianan Liu, The University of Hong Kong

Social Ties and Predictable Returns

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

Muhammed Yonac; Baruch College, The City University of New York

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

  Presenter: Muhammed Yonac, Baruch College, The City University of New York

  Discussant: Quoc Nguyen, DePaul University