Conference Agenda


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Session Overview
Session
APE 14: Mutual funds: ratings and benchmarks
Time:
Friday, 27/Aug/2021:
5:30pm - 7:00pm

Session Chair: Veronika K. Pool, Vanderbilt University
Location: Stream 02

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Presentations
ID: 1292

Mutual Fund Risk Shifting and Risk Anomalies

Xiao Han1, Nikolai Roussanov2, Hongxun Ruan3

1Bayes Business School, City, University of London; 2Wharton School, U. of Penn, United States of America; 3Peking University

Discussant: Clemens Sialm (University of Texas)

1292-APE-EFA2021-Mutual Fund Risk Shifting and Risk Anomalies.pdf


ID: 899

Discontinued Positive Feedback Trading and the Decline of Momentum Profitability

Andrea Rossi1, Itzhak Ben-David2, Jiacui Li3, Yang Song4

1University of Arizona; 2The Ohio State University; 3University of Utah; 4University of Washington

Discussant: Huaizhi Chen (University of Notre Dame)

899-APE-EFA2021-Discontinued Positive Feedback Trading and the Decline.pdf


ID: 1608

Benchmarking Intensity

Anna Pavlova, Taisiya Sikorskaya

London Business School, United Kingdom

Discussant: Simona Abis (Columbia Business School)

1608-APE-EFA2021-Benchmarking Intensity.pdf


 
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