DESCRIPTION
The Financial Markets Research Group at the University of Bristol Business School is hosting an in-person one-day conference on Saturday 1 October 2022. The theme of the conference is “Asset pricing and investor trading behaviour” and is organised around two keynote presentations and a further six presentations on topics that include: disclosure and financial markets; heterogeneous traders; asset pricing models; and informational dynamics in financial markets.
SPEAKERS
Keynote Addresses
Vikas Agarwal (Georgia State): Mandatory Portfolio Disclosure in the Asset Management Industry
Christopher Polk (LSE): The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation
Invited Sessions
Roberto Gomez-Cram (LBS): Do Market Prices Reflect Biased Information? Evidence From Voluntary Corporate Disclosures
Olga Kolokolova (Manchester): Advisor-hedge Fund Connections and Their Role in M & A
Alberto Manconi (Bocconi): A Parsimonious Explanation for Momentum Based on the Merton Model
Savitar Sundaresan (Imperial): (In)efficiency in Information Acquisition and Aggregation through Prices
Marta Szymanowska (Erasmus): Long-Run Consumption and Inflation Risks in Stock and Bond Returns
Irina Zviadadze (HEC Paris): What Is Missing in Asset Pricing Factor Models
Discussants: Miklos Farkas (University of Bristol), Neslihan Ozkan (University of Bristol), Dimitris Papadimitriou (King's College), Manuela Pedio (University of Bristol), Chi-Yang Tsou (University of Manchester), Bo Sang (University of Bristol).
ORGANIZING COMMITTEE
(University of Bristol Business School)
Xinyu Cui
Zeming Li
Ian Tonks
The full programme of 2nd BFMC can be found here.
Information about the new BFMC is available here.
Information about FMRG Bristol is available here.