The preliminary program is available in pdf format here.

Monday, May 13

Quick links: May 14 | Poster session

10:30 Registration and refreshments

11:15 Introductory remarks (Michał Dzieliński)

11:30 Keynote session - Information: Hard and Soft (Chair: Michał Dzieliński)
Mitchell A. Petersen, Northwestern University

12:30 Lunch and moderated poster session (see below)

14:00 Session 1 - Alternative data (vote here, Chair: Daniel Buncic)

Chi-Yang Tsou, HKUST
The Pollution Premium [full text]
Discussant: Gustav Martinsson, Royal Institute of Technology, Stockholm

Jared Williams, University of South Florida
When Bankers Go to Hail [full text]
Discussant: Petri Jylhä, Aalto University

Marcus Painter, University of Kentucky
On the Capital Market Consequences of Alternative Data: Evidence from Outer Space [full text]
Discussant: Tamara Nefedova, Université Paris-Dauphine

15:45 Break with refreshments

16:15 Session 2 - The future is bright? (vote here, Chair: Jens Josephson)

Alex Chinco, University of Illinois at Urbana-Champaign
Estimating The Anomaly Baserate [full text]
Discussant: Walt Pohl, Norwegian School of Economics

Roxana Mihet, New York University
Are Financial Information Technologies Making the Rich Richer?
Discussant: Jérôme Dugast, Université Paris-Dauphine

Uday Rajan, University of Michigan
Information Bundling, Payments, and FinTech Disruption [full text]
Discussant: Mario Milone, Imperial College

18:00 Apéro and mingle

19:30 Conference dinner (by invitation)

Tuesday, May 14

Quick links: May 13 | Poster session

08:40 Refreshments

09:00 Session 3 - Textual analysis: New methods and directions (vote here, Chair: Ai Jun Hou)

Tim Loughran, University of Notre Dame
Information Complexity: Measuring Firm Complexity by Annual Report Word Usage
Discussant: Tony Cookson, University of Colorado at Boulder

Alejandro Lopez-Lira, University of Pennsylvania
Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns [full text]
Discussant: Andrew Wu, University of Michigan

Feng Zhao, University of Texas at Dallas
Neglected Risks in the Communication of the Mortgage-Backed Securities Offering Process
Discussant: Ryan Israelsen, Michigan State University

10:45 Break with refreshments

11:15 Session 4 - Information links (vote here, Chair: Lu Liu)

Gustavo Schwenkler, Boston University
The Network of Firms implied by the News [full text]
Discussant: Andreas Neuhierl, University of Notre Dame

Christian Westheide, University of Vienna
A Tale of Two Cities [full text]
Discussant: Richard Payne, Cass Business School

12:30 Lunch at Restaurant Kräftan

13:30 Session 5 - Dark information (vote here, Chair: Lars Nordén)

Wei Zhu, University of Illinois at Urbana-Champaign
Where Do Hedge Fund Activists Trade? [full text]
Discussant: Sophie Moinas, Toulouse School of Economics

Jonathan Brogaard, University of Utah
Dark Trading and the Fundamental Information in Stock Prices [full text]
Discussant: Peter O'Neill, Financial Conduct Authority, UK

14:40 Break with refreshments

15:00 Keynote session - What Makes Investors Click? (Chair: Björn Hagströmer)
Thierry Foucault, HEC Paris

16:00 Concluding remarks and Best Discussant Award ceremony (Michał Dzieliński)

16:15 Conference ends

Poster session

Quick links: May 13 | May 14

Poster session (Moderator: Michał Dzieliński)

Christoph Basten, University of Zurich
The Geography of Mortgage Lending in Times of FinTech

Andreas Christopoulos, Yeshiva University
Introducing Synthetic Cap Rate Indices for US Commercial Real Estate [full text]

Oguz Ersan, Kadir Has University
The Speed of Stock Price Adjustment to Corporate Announcements in Emerging Markets: The Turkish Case

Alistair Haig, University of Edinburgh
Analyst versus Machine-Learning Risk Assessments [full text]

Carina Moessinger, University of Muenster
Transparency as a Remedy of Agency Problems in Securitization? The Case of ECB's Loan-Level Reporting Initiative [full text]

Matthias Pelster, Paderborn University
Paying Attention [full text]

Abalfazl Zareei, Stockholm Business School
Machine Learning and the Stock Market [full text]