Conference Discussions
2026 FIRS
Macroeconomic Reports and the Cross-Section of Industry Returns
Christian Breitung, Garvin Kruthof, and Sebastian Müller
2026 FIRS
Behavioral Economics of AI: LLM Biases and Corrections
Pietro Bini, Lin William Cong, Xing Huang, and Lawrence J. Jin
2026 Cavalcade
Asset Reclassification and Mutual Fund Flows
Nicolas P. B. Bollen, Veronika K. Pool, and Alexey Vasilenko
2026 Conference on Financial Market Regulation
Decentralized Voting in Mutual Fund Families
Roni Michaely, Matthew C. Ringgenberg, Silvina Rubio, and Irene Yi
2026 LSU Finance Symposium
Mimicking Finance
Lauren Cohen, Yiwen Lu, and Quoc H. Nguyen
2026 AFA
Social Interaction Intensity and Investor Behavior
Michael Gelman, David Hirshleifer, Yaron Levi, and Liron Reiter-Gavis
2025 MFA
Inelastic Financial Markets and Foreign Exchange Interventions
Paula Beltran and Chang He
2024 Cavalcade
(Re)call of Duty: Mutual Fund Securities Lending and Proxy Voting
Tao Li and Qifei Zhu
2024 Conference on Financial Market Regulation
Simple Roles for Complex Options
Su Li, David K. Musto, and Neil D. Pearson
2024 MFA
A Demand-Based Approach to Short-Selling
Federico Mainardi
2023 FMA
Evidence in Favor of Financialized Gold and Against Disasterization
Gurdip Bakshi, Xiaohui Gao, and Zhaowei Zhang
2023 UTD Conference
Which Investors Drive Anomaly Returns and How?
Yizhang Li, Stanislav Sokolinski, and Andrea Tamoni
2023 FSU Truist Beach
What Drives Momentum and Reversal? Evidence from Day and Night Signals
Yashar H. Barardehi, Vincent Bogousslavsky, and Dmitriy Muravyev
2023 MFA
Seasonal Momentum in Option Returns
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, Shuaiqi Li, and Haitao Mo
2023 MFA
Understanding Risk-Return Tradeoff
Aoxiang Yang
2022 CFEA
Do Hedge Funds Strategically Misreport Their Holdings? Evidence from 13F Restatements
Sean Cao, Zhi Da, Xin Daniel Jiang, and Baozhong Yang
2021 CFEA
Informed Trading Intensity
Vincent Bogousslavsky, Vyacheslav Fos, and Dmitriy Muravyev