Recent Advances in Mutual Fund and Hedge Fund Research
August 19-20, 2019 at ESMT Berlin
Humboldt University, in cooperation with the European School of Management and Technology (ESMT), is proud to host its fourth conference on Recent Advances in Mutual Fund and Hedge Fund Research.
Organizing Commitee: Tim Adam (Humboldt University), Guillermo Baquero (ESMT)
Programm Commitee: Vikas Agarwal (Georgia State University), George Aragon (Arizona State University), Chris Clifford (University of Kentucky), Nickolay Gantchev (University of North Carolina), Simon Gervais (Duke University), Mariassunta Giannetti (Stockholm School of Economics), Hao Jiang (Michigan State University), Bige Kahraman (Oxford University), Veronika Krepely Pool (Indiana University), Pedro Matos (University of Virginia Darden), Abhiroop Mukherjee (HKUST), Melissa Prado (Nova School of Business and Economics), Stefan Ruenzi (University of Mannheim), Sergei Sarkissian (McGill University), Clemens Sialm (University of Texas at Austin), Oliver Spalt (Tilburg University), Ashish Tiwari (University of Iowa), Marno Verbeek (Erasmus University), Ashley Wang (Federal Reserve Bank)
Participation: We invite all interested academics and practitioners to attend the conference. You can register for the conference here. If you have any questions about the conference please contact Guillermo Baquero (baquero@esmt.org) or Tim Adam (tim.adam@hu-berlin.de).
Conference Program
Monday, August 19, 2019, ESMT
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08:45 – 09:00 |
Welcome address |
| Investor Behavior & Disclosure | |
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09:00 – 10:00 |
Out of Sight No More? The Effect of Fee Disclosures on Investment Allocations Mathias Kronlund (University of Illinois), Veronika Pool (Indiana University) and Clemens Sialm (UT Austin), Irina Stefanescu (Board of Governors) Discussant: Francesco Franzoni (USI Lugano) |
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10:00 – 11:00 |
Do Retail Investors Respond to Firm-Initiated Summary Disclosures? Evidence from Mutual Fund Factsheets Alper Darendeli (Nanyang Technological University) Discussant: Darwin Choi (Chinese University of Hong Kong) |
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11:00 – 11:30 |
Coffee break |
| Fund Management | |
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11:30 – 12:30 |
Peer Versus Pure Benchmarks in the Compensation of Mutual Fund Managers Richard Evans (Darden), Juan-Pedro Gómez (IE Business School), Linlin Ma (Peking University), and Yuehua Tang (University of Florida) Discussant: Sergei Sarkissian (McGill University) |
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12:30 – 14:00 |
Lunch: ESMT |
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14:00 – 15:00
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Managerial Structure and Performance-Induced Trading Anastassia Fedyk (UC Berkeley), Saurin Patel (Western University) and Sergei Sarkissian (McGill University) Discussant: Alberto Manconi (Bocconi University) |
|
15:00 – 15:30 |
Coffee break |
| Coping with Market Stress | |
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15:30 – 16:30 |
Liquidity Support in Financial Institutions Falko Fecht (Frankfurt School of Finance & Management), Egemen Genc (Rotterdam School of Management), Yigitcan Karabulut (Frankfurt School of Finance & Management) Discussant: Stanislav Sokolinski (Rutgers University) |
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16:30 – 17:30 |
Alternative Pricing Rules to Prevent Runs on Funds Jin Dunhong (U of Oxford), Marcin Kacperczyk (Imperial College), Bige Kahraman (U of Oxford), and Felix Suntheim (Financial Conduct Authority) Discussant: Chris Clifford (University of Kentucky) |
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19:00 |
Dinner: Restaurant Käfer (Deutscher Bundestag) |
Tuesday, August 20, 2019, ESMT
| Fund Performance | |
|
09:00 – 10:00 |
Institutional Brokerage Networks: Facilitating Liquidity Provision Munhee Han (UT Dallas), Sanghyun Kim (UT Dallas), Vikram Nanda (UT Dallas) Discussant: Abhiroop Mukherjee (HKUST) |
| 10:00 – 11:00 |
Cross-Asset Information Synergy in Mutual Fund Families Jun Kyung Auh (Georgetown University), Jennie Bai (Georgetown University) Discussant: Marno Verbeek (Erasmus University) |
| 11:00 – 11:30 |
Coffee break |
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11:30 – 12:30
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Unobserved Actions of Hedge Funds Vikas Agarwal (Georgia State University), Stefan Ruenzi (University of Mannheim), and Florian Weigert (University of St. Gallen) Discussant: Chris Schwarz (UC Irvine) |
| 12:30 – 13:30 | Lunch: ESMT |
| 13:30 | Adjourn |
Sponsors
Rudolf v. Bennigsen-Foerder-Stiftung
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