Virtual, July 6-8, 2022

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Session

Understanding Mutual Fund Performance

Time:Friday, July 8, 2022 8:00 - 9:45Location:Stream 9Session Chair:Hao Jiang, Michigan State University Zoom:

“Buy the Rumor, Sell the News”: Liquidity Provision by Bond Funds Following Corporate News Events

Alan Huang; University of Waterloo

Russell Wermers; University of Maryland

Jinming Xue; Southern Methodist University

  Presenter: Jinming Xue, Southern Methodist University

  Discussant: Ishita Sen, Harvard Business School

An Anatomy of Long-Short Equity Funds

Li An; PBC School of Finance, Tsinghua University

Shiyang Huang; The University of Hong Kong

Dong Lou; London School of Economics

Jiahong Shi; London School of Economics

  Presenter: Jiahong Shi, London School of Economics

  Discussant: George Jiang, Washington State University

Hidden Alpha

Lauren Cohen; Harvard University

Stephan Heller; The University of St. Gallen

  Presenter: Stephan Heller, The University of St. Gallen

  Discussant: Lin Sun, George Mason University

Do Mutual Funds Walk the Talk? A Textual Analysis of Risk Disclosure by Mutual Funds

Jinfei Sheng; University of California, Irvine

Nan Xu; Nankai University

Lu Zheng; University of California, Irvine

  Presenter: Nan Xu, Nankai University

  Discussant: Anton Lines, Columbia Business School

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