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, 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, INSEAD
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 |
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… | ||
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Day 3: May, 29th (15:00 – 19:45 CET ; 9:00 – 13:45 EST) |
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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 |
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Coffee break (bring your own…) |
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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 | |
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Coffee break (bring your own…) |
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18:30 CET |
Keynote Session: TBA
Lily Fang, INSEAD |
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 |