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
Title: "U.S. Treasury Market Functionality During the Covid Crisis"
Speaker bio and registration







Lily Fang

Lily Fang, INSEAD
When: May, 29th 18:30 CET
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



Day 1: May, 27th (15:00 - 20:00 CET)

15:00 CET    Opening remarks by Michał Dzieliński, SBS, FutFinInfo program chair

15:15 CET    Session 1: Analysts
Chair: Björn Hagströmer, SBS

Crowded Analyst Coverage, Marius Zoican, University of Toronto    Discussant: Ioanid Rosu, HEC Paris

Are Crowded Crowds Still Wise? Evidence from Financial Analysts' Geographic Diversity, William Gerken, University of Kentucky  
Discussant: Maximilian Rohrer, Norwegian School of Economics

Coffee break (bring your own…)

17:00 CET    Session 2: Lost in communication    
Chair: Michał Dzieliński, SBS

Non-answers during conference calls, Anastasia Zakolyukina, University of Chicago    
Discussant: Umit Gurun, University of Texas at Dallas

17:45 CET    Poster session: see separate instructions below

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)

15:00 CET    Session 3: (Mis)information in mutual funds  
Chair: Abalfazl Zareei, SBS

Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds, Huaizhi Chen, University of Notre Dame   
Discussant: Melissa Prado, Nova SBE

Mutual Fund Peer Groups, Simona Abis, Columbia Business School   
Discussant: Leonard Kostovetsky, Boston College

Coffee break (bring your own…)

16:45 CET    Session 4: Too much information?    
Chair: Michał Dzieliński, SBS

Equilibrium Data Mining and Data Abundance, Jérôme Dugast, Université Paris Dauphine – PSL
Discussant: Dion Bongaerts, Erasmus University Rotterdam

17:30 CET    Poster session: see separate instructions below

18:30 CET    Session 5: Cross-asset information   
Chair: Daniel Buncic, SBS

Learning from Interest Rates: Implications for Stock-Market Efficiency, Joel Peress, INSEAD    
Discussant: Marcin Kacperczyk, Imperial College London

Cross-Asset Information Synergy in Mutual Fund Families, Jennie Bai, Georgetown University   
Discussant: Nataliya Gerasimova, Norwegian School of Economics

Conference dinner: Bring your own pizza…

Day 3: May, 29th (15:00 - 19:45 CET)

15:00 CET    Session 6: Decomposing information    
Chair: Lars Nordén, SBS

What moves stock prices? The role of news, noise, and information, Eliza Wu, University of Sydney    
Discussant: Petri Jylhä, Aalto University
Humans vs machines: Soft and hard information in corporate loan pricing, Manuel Adelino, Duke University   
Discussant: Jose Liberti, Northwestern University

Coffee break (bring your own…)

16:45 CET    Session 7: Disclosure theory and practice    
Chair: Lu Liu, SBS
Market Feedback: Who Learns What? Liyan Yang, University of Toronto    
Discussant: Pierre Jinghong Liang, Carnegie Mellon University
Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure, Katie Moon, University of Colorado Boulder    
Discussant: Alexander Hillert, Goethe University Frankfurt

Coffee break (bring your own…)

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.

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