Mutual and Hedge Fund Conference 2024
Recent Advances in Mutual Fund and Hedge Fund Research
Conference Organizers
Tim Adam (Humboldt University), Guillermo Baquero (ESMT), Merih Sevilir (ESMT and IWH)
Following the successes of the previous five conferences, ESMT Berlin and the School of Business and Economics of Humboldt University are co-hosting the sixth conference on mutual fund and hedge fund research. The goal of the conference is to bring together leading academics interested in asset management in an environment, which facilitates networking and in-depth discussions of the latest research.
Program Committee: Vikas Agarwal (Georgia State University), George Aragon (Arizona State University), Nicole Boyson (Northeastern University), Joe Chen (University of California Davis), Darwin Choi (CUHK Business School), Richard Evans (University of Virginia Darden), Francesco Franzoni (USI Lugano), Simon Gervais (Duke University), Linlin Ma (Peking University), Pedro Matos (University of Virginia Darden), Abhiroop Mukherjee (HKUST), Melissa Prado (Nova SBE), Stefan Ruenzi (University of Mannheim), Sergei Sarkissian (McGill University), Chris Schwarz (University of California Irvine), Clemens Sialm (University of Texas at Austin), Gunter Strobl (University of Vienna), Zheng Sun (University of California Irvine), Melvin Teo (SMU), Ashish Tiwari (University of Iowa), Marno Verbeek (Erasmus University), Russ Wermers (University of Maryland), Lu Zheng (University of California Irvine)
Conference Program
Monday, August 19, 2024, ESMT
|
08:45 - 09:00 |
Welcome address
|
|
Investor Behavior
|
|
| 09:00 - 10:00 |
Perceived Corporate Values Stefano Pegoraro (University of Notre Dame), Antonino Emanuele Rizzo (Nova SBE) and Rafael Zambrana (University of Notre Dame) Discussant: Pedro Matos (University of Virginia) |
| 10:00 - 11:00 |
Which Investors Drive Anomaly Returns and How? Yizhang Li (Rutgers Business School), Stanislav Sokolinski (Michigan State University) and Andrea Tamoni (Rutgers Business School) Discussant: Xuemin (Sterling) Yan (Lehigh University) |
| 11:00 - 11:30 |
Coffee break
Fund Behavior
|
| 11:30 - 12:30 |
(Re)call of Duty: Mutual Fund Securities Lending and Proxy Voting Tao Li (University of Florida), Qifei Zhu (Nanyang Technological University) Discussant: Alberto Manconi (Bocconi University) |
| 12:30 - 14:00 |
Lunch: ESMT |
| 14:00 - 15:00 |
Silent Swing: Do Bond Mutual Funds Tilt the Valuations of Their Holdings in Response to Flows? Jaewon Choi (Seoul National University), Mathias Kronlund (Tulane University), Ji Yeol Jimmy Oh (Sungkyunkwan University) Discussant: Richard Evans (University of Virginia) |
| 15:00 - 15:30 |
Coffee break
Asset Allocation
|
| 15:30 - 16:30 |
Too Much “Skin in the Game” Ruins the Game? Evidence from Managerial Capital Gains Taxes Anna Theresa Buehrle (DIW Berlin) and Chia-Yi Yen (University of Mannheim & University of Liverpool) Discussant: Vikas Agarwal (Georgia State University) |
| 16:30 -17:30 |
On the Use of Currency Forwards: Evidence from International Equity Mutual Funds Wei Opie (Deakin University) and Steven J. Riddiough (University of Toronto) Discussant: Sergei Sarkissian (McGill University) |
| 18:00 - 19:00 |
Architecture tour of the Berlin Palace (Stadtschloss) |
| 19:30 |
Dinner: Restaurant Baret (Humboldt Forum) |
Tuesday, August 20, 2024, ESMT
|
Active Fund Management
|
|
| 09:00 - 10:00 |
Money Management and Real Investment Simon Gervais (Duke University) and Günter Strobl (University of Vienna) Discussant: Anna Helmke (University of Pennsylvania) |
|
Fund Performance
|
|
| 10:00 - 11:00 |
How Does a Ban on Kickbacks Affect Individual Investors? Nic Schaub (WHU) and Simon Straumann (WHU) Discussant: Javier Gil-Bazo (Universitat Pompeu Fabra) |
| 11:00 - 11:30 |
Coffee break |
| 11:30 - 12:30 |
Investor Learning and Mutual Fund Performance George Aragon (Arizona State University), Jonathan Keen (Arizona State University), Yuri Tserluckevich (Arizona State University) and Michael Wymbs (Hyundai Capital America) Discussant: Darwin Choi (Chinese University of Hong Kong) |
| 12:30 - 13:30 |
Lunch: ESMT |
| 13:30 |
Adjourn |
Sponsor
Rudolf v. Bennigsen-Foerder-Stiftung
|