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Preliminary Program
Summer Institute of Finance Conference July 15 - 16, 2019, Ningbo, China Sunday, July 14
Registration: 3:00PM - 6:00PM
Location: Lobby, Shangri-La Hotel Ningbo, 88 Yuyuan Street, Ningbo, Zhejiang, China Reception: 6:00PM - 8:00PM Location: Mingzhou PDR Room, 33F, Shangri-La Hotel Ningbo Day One. Monday, July 15. 8:30AM - 5:50PM
Conference Venue: Yongcheng No.1 Hall (Junior Ball Room 1), Shangri-La Hotel Ningbo Session Chair: Hong Yan Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University Session: Uncertainty 8:30AM - 10:10AM 8:30AM - 9:20AM Ambiguity and Information Processing in a Model of Intermediary Asset Pricing Leyla Jianyu Han, The University of Hong Kong Kenneth Kasa, Simon Fraser University Yulei Luo, The University of Hong Kong Presenter: Leyla Jianyu Han, The University of Hong Kong Discussant: Erica Li, Cheung Kong Graduate School of Business 9:20AM - 10:10AM Premium for Heightened Uncertainty: Solving the FOMC Puzzle Grace Xing Hu, The University of Hong Kong Jun Pan, Massachusetts Institute of Technology Jiang Wang, Massachusetts Institute of Technology Haoxiang Zhu, Massachusetts Institute of Technology Presenter: Grace Xing Hu,The University of Hong Kong Discussant: Yang Liu,The University of Hong Kong Coffee break: 10:10AM - 10:40AM Session: News 10:40AM - 12:20PM 10:40AM - 11:30AM Background Noise? TV Advertising Affects Real Time Investor Behavior Jura Liaukonyte, Cornell University Alminas Zaldokas, Hong Kong University of Science and Technology Presenter: Alminas Zaldokas, Hong Kong University of Science and Technology Discussant: Chao Jiang, University of South Carolina 11:30AM - 12:20PM News Momentum Hao Jiang, Michigan State University Sophia Li, Rutgers Business School Hao Wang, Prime Quantitative Research Presenter: Sophia Li, Rutgers Business School Discussant: Xiaomeng Lu, Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University Lunch: 12:20PM - 2:00PM Lunch Talk by Prof. Kewei Hou, The Ohio State University Session Chair: Kewei Hou, The Ohio State University Session: Institutionalization and Bank Runs 2:00PM - 3:40PM 2:00PM - 2:50PM Institutionalization, Delegation, and Asset Prices Shiyang Huang, The University of Hong Kong Zhigang Qiu, Renmin University of China Liyan Yang, University of Toronto Presenter: Shiyang Huang, The University of Hong Kong Discussant: Harold Zhang, The University of Texas at Dallas 2:50PM - 3:40PM A Dynamic Model of Systemic Bank Runs Xuewen Liu, Hong Kong University of Science and Technology Presenter: Xuewen Liu, Hong Kong University of Science and Technology Discussant: Liyan Yang, University of Toronto Coffee break 3:40PM - 4:10PM Session: Private Firms 4:10PM - 5:50PM 4:10PM - 5:00PM Do Private Firms (Mis) Learn from the Stock Market? Dong Yan, Stockholm School of Economics Presenter: Dong Yan, Stockholm School of Economics Discussant: Claire Hong, Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University 5:00PM - 5:50PM Private Company Valuations by Mutual Funds Vikas Agarwal, Georgia State University Brad Barber, University of California, Davis Si Cheng, The Chinese University of Hong Kong Allaudeen Hameed, National University of Singapore Ayako Yasuda, University of California, Davis Presenter: Si Cheng, The Chinese University of Hong Kong Discussant: Chloe Yang, Fanhai International School of Finance, Fudan University Dinner: 6:30PM Day Two. Tuesday, July 16. 8:30AM - 12:20PM
Session Chair: Harold Huibing Zhang, The University of Texas at Dallas Session: P2P Lending 8:30AM - 10:10AM 8:30AM - 9:20AM Social Interactions and Peer-to-Peer Lending Decisions Linda Allen, Baruch College, City University of New York Lin Peng, Baruch College, City University of New York Yu Shan, Baruch College, City University of New York Presenter: Lin Peng, Baruch College, City University of New York Discussant: Cong Wang, The Chinese University of Hong Kong, Shenzhen 9:20AM - 10:10AM The Effect of Secondary Market Liquidity on Primary Market Liquidity: A Natural Experiment in Peer-to-Peer Lending Craig Holden, Indiana University Mingfeng Lin, Georgia Institute of Technology Kai Lu, University of Science and Technology of China Zaiyan Wei, Purdue University Jun Yang, Indiana University Presenter: Kai Lu, University of Science and Technology of China Discussant: Bohui Zhang, The Chinese University of Hong Kong, Shenzhen Coffee break: 10:10AM - 10:40AM Session: Anomalies 10:40AM - 12:20PM 10:40AM - 11:30AM Replicating Anomalies in China Fang Qiao, PBC School of Finance, Tsinghua University Presenter: Fang Qiao, PBC School of Finance, Tsinghua University Discussant: Xintong Zhan, The Chinese University of Hong Kong 11:30AM - 12:20PM Financialization and Commodity Market Serial Dependence Zhi Da, University of Notre Dame Ke Tang, Tsinghua University Yubo Tao, Singapore Management University Presenter: Ke Tang, Tsinghua University Discussant: Jun Li, Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University Lunch: 12:20PM - 2:00PM Sightseeing Tour: 2:00PM - 6:00PM |
