Virtual, July 6-8, 2022

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Session

News, Stock Returns, and Bond Markets

Time:Thursday, July 7, 2022 10:15 - 12:00Location:Stream 9Session Chair:Dongmei Li, University of South Carolina, Columbia Zoom:

News Tone and Stock Return in Chinese Market

Huimin Ge; Tsinghua University

Xiaoyan Zhang; PBC School of Finance, Tsinghua University

  Presenter: Huimin Ge, Tsinghua University

  Discussant: Yu Wang, University of Arkansas

News Disagreement, Trading Volume, and Equity Prices

Hang Wang; University of New South Wales

  Presenter: Hang Wang, University of New South Wales

  Discussant: Kevin Tseng, National Taiwan University

Instrumented Expected Profitability Premium

Te-Feng Chen; The Hong Kong Polytechnic University

Ye Gong; The Hong Kong Polytechnic University

K. C. John Wei; The Hong Kong Polytechnic University

  Presenter: Te-Feng Chen, The Hong Kong Polytechnic University

  Discussant: Jun Li, University of Texas at Dallas

Risk Aversion in Corporate Bond Markets

Antje Berndt; Australian National University

Ilya Dergunov; Australian National University

Jean Helwege; University of California, Riverside

  Presenter: Jean Helwege, University of California, Riverside

  Discussant: Yoshio Nozawa, University of Toronto

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