2021 London CFE: "What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns?" by Betermier, Calvet, Knüpfer, and Kvaerner (upcoming)
2021 CICF: "What drives liquidity in the Chinese credit bond markets?" by Mo and Subrahmanyam. Slides
2021 BFWG: "Limited Attention and the Dynamics of Probability Weighting" by Schweizer and de Vries. Slides
2020 MFA: "Exploited by Complexity" by Gao, Hu, Kelly, Peng, and Zhu. Slides.
2020 MFA: "Noise Trading and Asset Pricing Factors" by Huang, Song, and Xiang. Slides.
2020 NFA: "Valuation and Long-Term Growth Expectations" by Tengulov, Zechner, and Zwiebel. Slides
2020 FMA: "Investor Mix and Mutual Fund Performance: A Flow Based Measure of Relative Smartness" by Zhou, Li, Cai, and Keasey. Slides.
2020 NBER Behavioral: "Mutual Fund Flows and Performance in (Imperfectly) Rational Markets?" by Roussanov, Ruan, and Wei. Slides.
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2021 CICF: "What drives liquidity in the Chinese credit bond markets?" by Mo and Subrahmanyam. Slides
2021 BFWG: "Limited Attention and the Dynamics of Probability Weighting" by Schweizer and de Vries. Slides
2020 MFA: "Exploited by Complexity" by Gao, Hu, Kelly, Peng, and Zhu. Slides.
2020 MFA: "Noise Trading and Asset Pricing Factors" by Huang, Song, and Xiang. Slides.
2020 NFA: "Valuation and Long-Term Growth Expectations" by Tengulov, Zechner, and Zwiebel. Slides
2020 FMA: "Investor Mix and Mutual Fund Performance: A Flow Based Measure of Relative Smartness" by Zhou, Li, Cai, and Keasey. Slides.
2020 NBER Behavioral: "Mutual Fund Flows and Performance in (Imperfectly) Rational Markets?" by Roussanov, Ruan, and Wei. Slides.
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