Virtual, July 6-8, 2022

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Session

Options and Stocks

Time:Friday, July 8, 2022 8:00 - 9:45Location:Stream 6Session Chair:Xiaoyan Zhang, PBC School of Finance, Tsinghua University Zoom:

The Debt-Equity Spread

Hui Chen; Massachusetts Institute of Technology

Zhiyao Nicholas Chen; The Chinese University of Hong Kong

Jun Li; University of Texas at Dallas

  Presenter: Zhiyao Nicholas Chen, The Chinese University of Hong Kong

  Discussant: Nancy Xu, Boston College

Options Trading and Stock Price Informativeness

Jie Cao; The Chinese University of Hong Kong

Amit Goyal; University of Lausanne

Sai Ke; University of Houston

Xintong Zhan; Fudan University

  Presenter: Xintong Zhan, Fudan University

  Discussant: Tianyu Wang, Tsinghua University

Firm Characteristics and Stock Price Levels: A Long-Term Discount Rate Perspective

Yixin Chen; University of Rochester

Ron Kaniel; University of Rochester

  Presenter: Yixin Chen, University of Rochester

  Discussant: Zhongjin Lu, University Of Georgia

Why Does Options Market Information Predict Stock Returns?

Dmitriy Muravyev; Michigan State University

Neil Pearson; University of Illinois at Urbana-Champaign

Joshua Pollet; University of Illinois at Urbana-Champaign

  Presenter: Neil Pearson, University of Illinois at Urbana-Champaign

  Discussant: David Weinbaum, Syracuse University

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