2025 Four corners: "From Active to Passive: The Consequences for Demand Elasticity" by Pouya Behmaram, slides
2025 AFA: "The Liquidity State-Dependence of Monetary Policy Transmission" by Tafti, Guimaraes, Pinter, and Wijnandts. slides
2023 UT Dallas: "Institutional Synergies and the Fragility of Loan Funds" by Emin, James, Li, and Lu. slides
2023 Cavalcade: "What Drives Stock Prices in a Bubble?" by Chen, Liang, and Shi. slides
2022 CFRC: "Knowledge is Power: A Field Experiment in the Chinese and US Stock Markets" by Wong, Xue, Zhang, and Zhao. slides
2022 Asian FA: "Optimal Tax-Timing with Transaction Costs" by Dai, Lei, and Liu. slides
2022 WFA: "Dividend Momentum and Stock Return Predictability: A Bayesian Approach" by Antolin-Diaz, Petrella, and Ramírez. slides
2022 SFS Cavalcade: "Informed Trading Intensity" by Bogousslavsky, Fos, and Muravyev. Slides
2022 SFS Cavalcade: "Neglected Peers in Merger Valuations" by Guo, Liu, and Tu. Slides
2021 London CFE: "What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns?" by Betermier, Calvet, Knüpfer, and Kvaerner. Slides
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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2025 AFA: "The Liquidity State-Dependence of Monetary Policy Transmission" by Tafti, Guimaraes, Pinter, and Wijnandts. slides
2023 UT Dallas: "Institutional Synergies and the Fragility of Loan Funds" by Emin, James, Li, and Lu. slides
2023 Cavalcade: "What Drives Stock Prices in a Bubble?" by Chen, Liang, and Shi. slides
2022 CFRC: "Knowledge is Power: A Field Experiment in the Chinese and US Stock Markets" by Wong, Xue, Zhang, and Zhao. slides
2022 Asian FA: "Optimal Tax-Timing with Transaction Costs" by Dai, Lei, and Liu. slides
2022 WFA: "Dividend Momentum and Stock Return Predictability: A Bayesian Approach" by Antolin-Diaz, Petrella, and Ramírez. slides
2022 SFS Cavalcade: "Informed Trading Intensity" by Bogousslavsky, Fos, and Muravyev. Slides
2022 SFS Cavalcade: "Neglected Peers in Merger Valuations" by Guo, Liu, and Tu. Slides
2021 London CFE: "What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns?" by Betermier, Calvet, Knüpfer, and Kvaerner. Slides
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.
"