Description

The Financial Markets Research Group at the University of Bristol is pleased to announce the 6th Annual Bristol Financial Markets Conference. The conference will feature a keynote presentation from Russell Wermers (University of Maryland) and a panel discussion including industry experts. 

This will be a two-half-day (lunch to lunch) in-person conference with a small number of papers on the program to provide ample time for discussions and create a stimulating environment. The conference will take place in the historic city of Bristol with its harbourside and abundance of social facilities.

Keynote Speech

Russell Wermers (University of Maryland)

Sessions

1. From Funds to Families: Organizational Scale in Value Creation, by Laurent Barrasa, Phorn-Arpha Phutphithakb (Presenter, SFI), Olivier Scailletb

Discussant: Ying Liu (World Federation of Exchanges)

2. Democratizing Illiquid Assets: Liquidity Transformation and Performance in Interval Funds, by Stefano Pegoraro, Sophie Shive (Presenter, University of Notre Dame), Rafael Zambrana 

Discussant: Ludovic Phalippou (University of Oxford)

3. Learning about Managerial Skill and Fund Scale from Mutual Fund Analysts, by Felix Wilke (Presenter, Nova School of Business and Economics )

Discussant: Frank de Jong (Tilburg University)

4. Trade Policy Surprises and U.S. Convenience Yields: Evidence from Prediction Markets, by Fulin Li (Presenter, Texas A&M University), Yinxi Xie

Discussant: Artur Doshchyn (University of Bristol)

5. Monetary Policy and Hedge Funds’ Reaching for Beta, by Farshid Abdi, Yong Chen, Botao Wu (Presenter, Chinese University of Hong Kong)

Discussant: Paul Karehnke (ESCP Business School)

6. Mimicking Finance, by Lauren Cohen, Yiwen Lu, Quoc H. Nguyen (Presenter, DePaul Univeristy)

Discussant: Aneel Keswani (Bayes Business School)

7. Optimal Index Fund Rebalancing with Anticipatory Trading, by Stefano Pegoraro (Presenter, University of Notre Dame), Marco Sammon, John J. Shim

Discussant: Miklos Farkas (University of Bristol)

Conference Programme

Registrations NOW OPEN until June 19: click here to register!

Scientific Committee

Vikas Agarwal, Georgia State University

Zhi Da, University of Notre Dame

Victor De Miguel, London Business School

Amit Goyal, University of Lausanne

Grigory Vilkov, Frankfurt School of Finance and Management

Aneel Keswani, Bayes Business School

Organising Committee

(University of Bristol Business School)

Ian Tonks

Manuela Pedio

Miklos Farkas

Ran Tao

Travel and Hotel Information

How to get to the conference venue can be found here.

A list of hotel options is here:

• Hotels near Clifton:

  •  Number 38 Clifton (4 star)

  • Avon Gorge by Hotel du Vin (3 star)

  •  Clifton Hotel (3 star)

  • Victoria Square Hotel (2 star)

• Hotels in City Centre:

  • Clayton Hotel Bristol City (4 star)

  • Mercure Bristol Grand Hotel (4 star)

  • Bristol Marriott Royal Hotel (4 star)

  • Premier Inn Bristol City Centre (Haymarket) hotel (3 star)

  • Travelodge Bristol Central (3 star)

Any further queries or questions, please email business-school-conferences@bristol.ac.uk.  

Information about FMRG Bristol is available here.