Format: 35 mins per paper: Presentation (20 mins), Discussion (10-15 mins), Floor (0-5 mins)
09:00 – 09:15 Registration
09:15 – 09:20 Welcome Remarks by Wei Lai (Lingnan University)
09:20 – 10:30 Session I: Market Information, Investor Behavior, and Credit Markets
Session Chair: Zou Xin (Hong Kong Baptist University)
09:20 – 09:55 Talking Their Own Book: Brokerage Proprietary Trading and Analyst Bias
Presenter: Chen Zilin (Lingnan University)
Discussant: Jo Chanik (The Chinese University of Hong Kong)
09:55 – 10:30 Risk Perceptions in Credit Markets
Presenter: Zhou Yunrong (The Hong Kong Polytechnic University)
Discussant: Su Zhiwei (Lingnan University)
10:30 – 10:50 Tea Break
10:50 – 12:35 Session II: Machine Learning, Risk Measurement, and Asset Pricing
Session Chair: LIU Sibo (The Hong Kong Polytechnic University)
10:50 – 11:25 Interpretable Systematic Risk around the Clock
Presenter: He Songrun (The Chinese University of Hong Kong)
Discussant: Tian Di (The Hong Kong University of Science and Technology)
11:25 – 12:00 Behavioral Machine Learning? Regularization and Forecast Bias
Presenter: Gao Jing (Peking University HSBC Business School)
Discussant: Zhao Jing (The Hong Kong Polytechnic University)
12:00 – 12:35 Inventories, Macroeconomic Risk, and the Cross-Section of Stock Returns
Presenter: Bae Kane (Lingnan University)
Discussant: Xu Zhengyang (City University of Hong Kong)
12:35 – 14:00 Lunch
14:00 – 15:45 Session III: Corporate Finance, Management, and Innovation
Session Chair: Yang Nan (The Hong Kong Polytechnic University)
14:00 – 14:35 The Unintended Consequences of Trade Secret Protection: Staying Private Longer
Presenter: Khusnulgatin Adel (Peking University HSBC Business School)
Discussant: Xiao Zhanbing (City University of Hong Kong)
14:35 – 15:10 Managerial Attention to Financial Markets: Evidence from Managers’ Own Discussion
Presenter: Ran Zhenkai (The Hong Kong Polytechnic University)
Discussant: Li Wei (City University of Hong Kong)
15:10 – 15:45 Human Capital Breadth and the Financing of Innovative Startups
Presenter: Duevski Teodor (The Chinese University of Hong Kong)
Discussant: Gu Shi (Lingnan University)
15:45 – 16:05 Tea Break
16:05 – 17:50 Session IV: M&A, Immigration, and Housing Markets
Session Chair: Gao Zhenyu (The Chinese University of Hong Kong)
16:05 – 16:40 Mergers and Acquisitions in the Digital Economy
Presenter: Huang Yanting (The Chinese University of Hong Kong, Shenzhen)
Discussant: Lu Fangzhou (The University of Hong Kong)
16:40 – 17:15 Immigration and Homeownership
Presenter: Ruan Tianyue (The University of Hong Kong)
Discussant: Liu Chao (The Chinese University of Hong Kong)
17:15 – 17:50 Taxing the Top, Building the Bottom? The Impact of Los Angeles’ Mansion Tax on Housing Supply and Affordability
Presenter: Pan Yingru (Hong Kong Baptist University)
Discussant: Ruan Tianyue (The University of Hong Kong)
18:00 Dinner
Organizing Committee (in alphabetical order by surname):
Zongbo HUANG (The Chinese University of Hong Kong, Shenzhen)
Yang LIU (The University of Hong Kong)
Dan LUO (The Chinese University of Hong Kong)
Linlin MA (Peking University HSBC Business School)
Di TIAN (The Hong Kong University of Science and Technology)
Liyao WANG (Hong Kong Baptist University)
Hong XIANG (The Hong Kong Polytechnic University)
Zhengyang XU (City University of Hong Kong)
Xiaofeng ZHAO (Lingnan University)