August 1

Presentations by young scholars

Schedule time: 13:00 - 17:30

Venue: 603 room, Building 11

Moderator: Yusuke Osaki (Waseda University)

Session 1 (13:00-15:00)

13:00-14:00

Title: Asset Pricing under Continuous-Time Smooth Ambiguity Preferences with Disappointment Aversion (Coauthored with M. Suzuki)

Presenter: Shanshan Wang (Hitotsubashi University)

14:00-15:00:

Title: National Climate Policy, Institutionalization and Firm Value: International Evidence (Coauthored with K. Uchida)

Presenter: Yuchen Wang (Kyushu University)

15:00-15:30 Coffee break

Session 2 (15:30-17:30)

15:30-16:30

Title: Intraday Market Microstructure Invariance (Coauthored with A. S. Kyle)

Presenter: Lewen Guo (Waseda Univesity)

16:30-17:30

Title: Market Fragmentation, Liquidity, and Efficiency (Coauthored with B. Hagströmer and M. Dzielinski)

Presenter: Chengcheng Qu (Ritsumeikan Asia Pacific University)

August 2

Special lecture

Venue: 701 room, Building 11

13:00-15:00

Title: News and Asset Pricing

Lecturer: Charles Martineau (The University of Toronto)

15:00-15:30: break

15:30-17:00

Title: The Time-Varying Risk Premiums

Lecturer: Yoshio Nozawa (The University of Toronto)

August 3

Schedule time: 10:00 - 18:00

Venue: 102 presentation room, Building 40

10:00-10:15

Opening address: Katsuyuki Kubo (Waseda University)

Morning session (10:15-12:30) 

Moderator: William Cheung (Waseda University)

10:15-11:15

Title: Monetary Policy and Fragility in Corporate Bond Mutual Funds (Coauthored with J. O’Donovan and J. Zhang) 

Presenter: John Kuong (Chinese University of Hong Kong) 

Discussant: Katsumasa Nishide (Waseda University) 

11:30-12:30

Title: Toxicity-Competitiveness Trade-off in Concentrated Liquidity Provision (Coauthored with W.H. Ip, K. Kawaguchi, W. Kuramoto and S. Tsuchida)

Presenter: Jun Aogyai (HKUST) 

Discussant: Yoshihiko Tanigawa (Waseda University)

Lunchtime break (12:30-14:00) Bento Box

Afternoon session 1 (14:00-16:10)

Moderator: Yusuke Tsujimoto (Waseda University)

14:00-15:00

Title: 𝕏 Bots and Earnings Announcements (Coauthored with J. Hanousek, Jr. and J. Hanousek) 

Presenter: Konstantin Sokolov (University of Memphis) 

Discussant: Wataru Ohta (Osaka University) 

15:10-16:10

Title: A Noisy Rational Expectation Equilibrium under Regret Aversion

Presenter: Jie Qin (Ritsumeikan University) 

Discussant: Yuki Shigeta (Tokyo Keizai University) 

Afternoon session 2 (16:30-17:30)

Moderator: Daisuke Miyakawa (Waseda University)

16:30-17:30

Title: Socially Responsible Investment under the Interdependence of Business and Social (Coauthored with Takao Asano)

Returns Presenter: Yusuke Osaki (Waseda University)

Discussant: Keith Wong (Hong Kong University)

• Professor Wong refrains from participation because of unavoidable circumstances.   

Closing address: Daisuke Miyakawa (Waseda University)

18:00-

Workshop dinner, Morinokaze

(https://www.cafecompany.co.jp/brands/morinokaze/)