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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Please note that all times are shown in the time zone of the conference. The current conference time is: 22nd Dec 2024, 05:02:04am CET

Session Overview
Location: Room 18, House 2, Floor 2

Date: Monday, 27/May/2024

1:00pm
-
2:30pm

1A: What can we learn by mining data?
Location: Room 18, House 2, Floor 2
Chair: Alejandro Lopez-Lira

What Drives Trading in Financial Markets? A Big Data Perspective

Anton Lines¹, Shikun Ke²

1: Copenhagen Business School, Denmark; 2: Yale University

Discussant: Pedro Tremacoldi-Rossi (Columbia University)

How important is corporate governance? Evidence from machine learning

Ian Gow², David Larcker³, Anastasia Zakolyukina¹

1: University of Chicago Booth School of Business, United States of America; 2: University of Melbourne; 3: Stanford University

Discussant: Gerard Hoberg (University of Southern California)

3:00pm
-
4:30pm

2A: Portfolio ex machina
Location: Room 18, House 2, Floor 2
Chair: Daniel Buncic

High-Throughput Asset Pricing

Andrew Chen¹, Chukwuma Dim²

1: Federal Reserve Board; 2: George Washington University

Discussant: Julio Crego (Tilburg University)

The Anatomy of Machine Learning-Based Portfolio Performance

Philippe Goulet Coulombe¹, David E. Rapach², Christian Montes Schutte³, Sander Schwenk-Nebbe⁴

1: Universit´e du Quebec a Montreal; 2: Federal Reserve Bank of Atlanta; 3: Aarhus University; 4: Aarhus University

Discussant: Abalfazl Zareei (Stockholm University)

Date: Tuesday, 28/May/2024
9:30am - 11:00am	3A: Is Twitter the new Bloomberg? Location: Room 18, House 2, Floor 2 Chair: Jarkko Peltomäki Celebrity Tweets: This is not Financial Advice Matteo Benetton¹, William Mullins², Marina Niessner³, Jan Toczynski⁴ 1: UC Berkeley; 2: UC San Diego; 3: Indiana University; 4: EPFL Discussant: Charles Martineau (University of Toronto) X Bots and Earnings Announcements Jan Hanousek¹, Jan Hanousek², Konstantin Sokolov¹ 1: University of Memphis; 2: Mendel University in Brno Discussant: Olivier Dessaint (INSEAD)
11:30am - 1:00pm	4A: Market efficiency under the microscope Location: Room 18, House 2, Floor 2 Chair: Björn Hagströmer Does Market Efficiency Impact Capital Allocation Efficiency? The Case of Decentralized Exchanges Evgeny Lyandres¹, Alexander Zaidelson² 1: Tel Aviv University, Israel; 2: SCRT Labs Discussant: Laurence Daures (ESSEC Business School) Anticompetitive Price Referencing Vincent van Kervel¹, Bart Zhou Yueshen² 1: Pontificia universidad católica de Chile, Chile; 2: Singapore Management University Discussant: Albert S. Kyle (University of Maryland)
2:00pm - 3:30pm	5A: Profiling information Location: Room 18, House 2, Floor 2 Chair: Sasan Manouri People in cable news Diego García¹, Max Rohrer², Ryan Lewis¹ 1: University of Colorado Boulder, United States of America; 2: Norwegian School of Economics Discussant: Ryan Israelsen (Michigan State University) Gender Bias and Crowd-Sourced Financial Information Vineet Bhagwat¹, Chukwuma Dim¹, Sara E. Shirley², Jeffrey R. Stark² 1: George Washington University; 2: Middle Tennessee State University Discussant: Russell Jame (University of Kentucky)

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