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The conference will be held as a virtual meeting with all session streamed via Zoom. Detailed instructions will be sent out to registered participants several days before the conference. There is no fee for attending.

Conference registration
(please note separate registration for Keynote Sessions below)

Keynote Sessions: 1 hour, including Q&A

Darrell_Duffie_smallDarrell Duffie, Stanford University
When: May, 27th 19:00 CET (13:00 EST)
Title: “U.S. Treasury Market Functionality During the Covid Crisis”
Speaker bio and registration


Lily Fang
, INSEADLily_Fang
When: May, 29th 18:30 CET (12:30 EST)
Title: “Limits of diversification – passive investments and market risk”
Speaker bio and registration

Regular Sessions: 45 minutes per paper, consisting of 20 minutes author presentation, 15 minutes prepared discussion and 10 minutes Q&A

Poster Sessions: 8 parallel streams with participants free to move between them

 

Conference Program:
Time Paper / Author Chair / Discussant
Day 1: May, 27th (15:00 – 20:00 CET ; 9:00 – 14:00 EST)
15:00 CET Opening remarks by Michał Dzieliński, SBS, FutFinInfo program chair
15:15 CET Session 1: Analysts Björn Hagströmer, SBS
Crowded Analyst Coverage

Marius Zoican, University of Toronto

Ioanid Rosu, HEC Paris
Are Crowded Crowds Still Wise? Evidence from Financial Analysts' Geographic Diversity

William Gerken, University of Kentucky

Maximilian Rohrer, Norwegian School of Economics
Coffee break (bring your own…)
17:00 CET Session 2: Lost in communication Michał Dzieliński, SBS
Non-answers during conference calls

Anastasia Zakolyukina, University of Chicago

Umit Gurun, University of Texas at Dallas
17:45 CET Poster Session: see below for details
19:00 CET Keynote Session: TBA

Darrell Duffie, Stanford University

Speaker bio and registration

Moderated by Michał Dzieliński, SBS
Stay-at-home reception: Bring your own bubbles…

 

Day 2: May, 28th (15:00 – 20:00 CET ; 9:00 – 14:00 EST)
15:00 CET Session 3: (Mis)information in mutual funds Abalfazl Zareei, SBS
Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds

Huaizhi Chen, University of Notre Dame

 

 

Melissa Prado, Nova SBE

Mutual Fund Peer Groups

Simona Abis, Columbia Business School

Leonard Kostovetsky, Boston College
Coffee break (bring your own…)
16:45 CET Session 4: Too much information? Michał Dzieliński, SBS
Equilibrium Data Mining and Data Abundance

Jérôme Dugast, Université Paris Dauphine – PSL

Dion Bongaerts, Erasmus University Rotterdam
17:30 CET Poster Session: see below for details
18:30 CET Session 5: Cross-asset information Daniel Buncic, SBS
Learning from Interest Rates: Implications for Stock-Market Efficiency

Joel Peress, INSEAD

 

Marcin Kacperczyk, Imperial College London

Cross-Asset Information Synergy in Mutual Fund Families

Jennie Bai, Georgetown University

Nataliya Gerasimova, Norwegian School of Economics
Conference sofa dinner: Bring your own pizza…

 

Day 3: May, 29th (15:00 – 19:45 CET ; 9:00 – 13:45 EST)

15:00 CET

Session 6: Decomposing information

Lars Nordén, SBS
What moves stock prices? The role of news, noise, and information

Eliza Wu, University of Sydney

 

Petri Jylhä, Aalto University

Humans vs machines: Soft and hard information in corporate loan pricing

Manuel Adelino, Duke University

 

Jose Liberti, Northwestern University

Coffee break (bring your own…)

16:45 CET

Session 7: Disclosure theory and practice

Lu Liu, SBS
Market Feedback: Who Learns What?

Liyan Yang, University of Toronto

Pierre Jinghong Liang, Carnegie Mellon University
Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure

Katie Moon, University of Colorado Boulder

Alexander Hillert, Goethe University Frankfurt

Coffee break (bring your own…)

18:30 CET

Keynote Session: TBA

Lily Fang, INSEAD

Speaker bio and registration

Moderated by Michał Dzieliński, SBS

19:30 CET

Closing remarks and Best Discussant Award presented by Michał Dzieliński, SBS, FutFinInfo program chair
Poster Session presenters:

You can browse the abstracts of the papers by clicking on the links below. The presenters have also prepared short videos to give you a better idea of the content ahead of the session. You can watch the videos here.

Author Paper title
Carina Mössinger, University of Münster Better Be Careful: The Replenishment of ABS backed by SME Loans.
David Happersberger, Lancaster University The relevance of high-frequency news analytics for lower-frequency investment strategies
Ian Khrashchevskyi, Stockholm Business School Investor attention allocation and portfolio performance: What information does it pay to pay attention to?
Ivika Jäger, Stockholm School of Economics The Impact of Automated Information Acquisition on the Stock Market
Jinfei Sheng, University of California Irvine Do Digital Coins Have Fundamental Values?
Martijn de Vries, Tilburg University Limited Attention and the Dynamics of Probability Weighting
Matthijs Lof, Aalto University Asymmetric Information and the Distribution of Trading Volume
Yavor Kovachev, Stockholm School of Economics Predicting stock price movements with news implied information sentiment: A machine learning approach