Virtual, July 6-8, 2022

Session Details

Back to Session Overview

Session

Market Frictions and Anomalies

Time:Thursday, July 7, 2022 13:00 - 14:45Location:Stream 4Session Chair:Tao Shu, The Chinese University of Hong Kong, Shenzhen Zoom:

An Unintended Consequence of Holding Dollar Assets

Robert Czech; Bank of England

Shiyang Huang; The University of Hong Kong

Dong Lou; London School of Economics

Tianyu Wang; Tsinghua University

  Presenter: Shiyang Huang, The University of Hong Kong

  Discussant: Jinfan Zhang, The Chinese University of Hong Kong, Shenzhen

Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA

Yufeng Han; University of North Carolina at Charlotte

Yueliang Lu; University of North Carolina at Charlotte

Weike Xu; Clemson University

Guofu Zhou; Washington University in St. Louis

  Presenter: Weike Xu, Clemson University

  Discussant: Zhanhui Chen, Hong Kong University of Science and Technology

Does Earnings Predictability Lead to Return Predictability? Evidence from Conglomerates

Allaudeen Hameed; National University of Singapore

Massimo Massa; INSEAD

Zhenghui Ni; National University of Singapore

  Presenter: Zhenghui Ni, National University of Singapore

  Discussant: Chelsea Yao, Lancaster University

Advising the Advisors: Evidence from ETFs

Jonathan Brogaard; University of Utah

Nataliya Gerasimova; Norwegian School of Economics

Ying Liu; Shanghai University of Finance and Economics

  Presenter: Ying Liu, Shanghai University of Finance and Economics

  Discussant: Darwin Choi, The Chinese University of Hong Kong

Put Away

Expand