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DAY 1: 9 December 2024 (Monday)
9:00 - 9:30
Registration
9:30 - 9:40
Welcome Remarks Tao Shu (Chairman, Department of Finance, CUHK) Corporate Finance Programme
Session I: Mortgage Markets
Chair: Wensi Xie (The Chinese University of Hong Kong) 9:40 - 10:30
Developer Transparency and Mortgage Access: Expanding Homeownership
Discussant: Rawley Heimer (Arizona State University) 10:30 - 11:20
Algorithmic Underwriting in High Risk Mortgage Markets Discussant: Tetiana Davydiuk (Johns Hopkins University) 11:20 - 11:40
Tea/Coffee Break
11:40 - 12:40
Keynote Speech: Where is Corporate Finance Headed? Franklin Allen (Professor of Economics and Finance and Executive Director of the Brevan Howard Centre at Imperial College London)
12:40 - 2:00
Lunch (5th Floor, Gastronomy Club, Cheng Yu Tung Building, CUHK)
Session II: ESG
Chair: Tao Shu (The Chinese University of Hong Kong) 2:00 - 2:50
Do Carbon Markets Undermine Private Climate Initiatives? Discussant: Qifei Zhu (National University of Singapore) 2:50 - 3:40
ESG Skill of Mutual Fund Managers Discussant: John Bai (Northeastern University) 3:40 - 4:00
Tea/coffee Break
Session III: Entrepreneurship
Chair: Ling Cen (The Chinese University of Hong Kong) 4:00 - 4:50
Learning from the Band of Brothers: Evidence from Entrepreneurial Spillover Yen-Cheng Chang (National Taiwan University) Chun-Che Chi (Institute of Economics, Academia Sinica) Tim Chih-Ching Hung (National Taiwan University) Kevin Tseng (The Chinese University of Hong Kong)
Discussant: Alminas Zaldokas (National University of Singapore) 4:50 - 5:40
Entrepreneurial Spawning from Remote Work Alan Kwan (University of Hong Kong) Ben Matthies (University of Notre Dame) Richard Townsend (University of California San Diego) Ting Xu (University of Toronto)
Discussant: Fangyuan Ma (Peking University HSBC Business School) 5:40 - 9:00
Conference Dinner (By Invitation) DAY 2: 10 December 2024 (Tuesday)
9:00 - 9:30
Registration
Session IV: Policymakers and Policy Lessons
Chair: Zhenyu Gao (The Chinese University of Hong Kong) 9:30 - 10:20
Between Boardrooms and the Beltway: The Career Paths of Senior Regulators Ran Duchin (Boston College) Yudong Wang (Boston College)
Discussant: Shuran Zhang (Hong Kong Polytechnic University) 10:20 - 11:10
Bernardus van Doornik (Banco Central do Brasil) Dimas Fazio (National University of Singapore) Tarun Ramadorai (Imperial College London and CEPR) Janis Skrastins (Washington University in St. Louis)
Discussant: Yu Zhang (Peking University) 11:10 - 11:30
Tea/coffee Break
11:30 - 12:20
Strategic Risk-Modelling by Banks: Evidence from Inside the Black Box Mike Mariathasan (KU Leuven) Ouarda Merrouche (University Paris Nanterre) Elizaveta Sizova (NHH Norwegian School of Economics)
Discussant: Thomas Flanagan (The Ohio State University) 12:20 - 2:00
Lunch (5th Floor, Gastronomy Club, Cheng Yu Tung Building, CUHK) Asset Pricing Programme
Session I: Noise Trading and Belief
Chair: Yizhou Xiao (The Chinese University of Hong Kong) 2:00 - 2:50
Social Media and the Distortion of Price Revelation Edna Lopez Avila (University of Toronto)
Discussant: Neil Pearson (University of Illinois at Urbana-Champaign) 2:50 - 3:40
Higher-Order Beliefs and Risky Asset Holdings
Discussant: Arthur Beddock (City University of Hong Kong) 3:40 - 4:00
Tea/Coffee Break Session II: Return Predictability
Chair: John Kuong (The Chinese University of Hong Kong) 4:00 - 4:50
Does Peer-Reviewed Research Help Predict Stock Returns? Tom Zimmermann (University of Cologne and Centre for Financial Research)
Discussant: Philippe Mueller (The University of Warwick) 4:50 - 5:40
Pre-Refunding Announcement Gains in U.S. Treasurys
Discussant: Grace Xing Hu (Tsinghua University PBCSF) 5:40 - 9:00
Conference Dinner (By Invitation)
DAY 3: 11 December 2024 (Wednesday)
9:00 - 9:30
Registration
Session III: Financial Institution
Chair: Chen Yao (The Chinese University of Hong Kong) 9:30 - 10:20
Corporate Bond Issuance by Financial Institutions Tetiana Davydiuk (Johns Hopkins University) Tatyana Marchuk (BI Norwegian Business School) Ivan Shaliastovich (University of Wisconsin-Madison)
Discussant: Jinyuan Zhang (University of California, Los Angeles) 10:20 - 11:10
Vyacheslav Fos (Boston College, NBER, ECGI, CEPR) Tommaso Tamburelli (Boston College) Nancy R. Xu (Boston College)
Discussant: Egemen Eren (Bank for International Settlements) 11:10 - 11:30
Tea/Coffee Break
11:30 - 12:30
Keynote Speech: Information Acquisition By Mutual Fund Investors: Evidence from Stock Trading Suspensions (joint with David Xu) Clemens Sialm (Charles E. and Sarah M. Seay Regents Chair in Finance at University of Texas at Austin)
12:30 - 2:00
Lunch (5th Floor, Gastronomy Club, Cheng Yu Tung Building, CUHK) Session IV: New Factors
Chair: Paul Whelan (The Chinese University of Hong Kong) 2:00 - 2:50
Asset Pricing with the Awareness of New Priced Risks Philipp Illeditsch (Texas A&M University) Petra Sinagl (University of Iowa)
Discussant: Chao Ying (The Chinese University of Hong Kong) 2:50 - 3:40
Oil-Driven Greenium
Discussant: Darwin Choi (Hong Kong University of Science and Technology) 3:40 - 4:00
Tea/Coffee Break
4:00 - 4:50
Do Software Companies Spread Cyber Risk?
Discussant: Alan Kwan (University of Hong Kong) 4:50 - 5:00
Conference Concludes Zhiguo He (Society of Financial Studies) 5:00 - 9:00
Conference Dinner (By Invitation)
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Format: 50 mins per paper, presentation (25 mins), discussion (15 mins), and floor (10 mins) |
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Sponsors
Department of Finance, CUHK Business School, The Chinese University of Hong Kong Society of Financial Studies |