European Finance Association

51st Annual Meeting

Bratislava, Slovakia | August 21-24, 2024

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Conference Agenda

Please note that all times are shown in the time zone of the conference. The current conference time is: 2nd June 2024, 08:27:26pm CEST

Session Overview

Session

MM 01: Big data, humans and algorithms

Time:

Thursday, 22/Aug/2024:

9:00am - 10:30am

Session Chair: Sophie Moinas, Toulouse School of Economics

Location: Radisson | Carlton Hall

Presentations

ID: 539

Computational Reproducibility in Finance: Evidence from 1,000 Tests

Christophe Perignon¹, Olivier Akmansoy¹, Christophe Hurlin², Anna Dreber^3,4, Felix Holzmeister⁴, Jurgen Huber⁴, Magnus Johannesson³, Michael Kirchler⁴, Albert Menkveld^5,6, Michael Razen⁴, Utz Weitzel^5,6,7

¹HEC Paris, France; ²University of Orléans, France; ³Stockholm School of Economics, Sweden; ⁴University of Innsbruck, Austria; ⁵Vrije Universiteit Amsterdam, Netherlands; ⁶Tinbergen Institute, Netherlands; ⁷Radboud University, Netherlands

Discussant: Gaetan Bakalli (EM Lyon)

ID: 635

AI Powered Trading, Algorithimic Collusion and Price Efficiency

Winston Dou¹, Itay Goldstein¹, Yan Ji²

¹University of Pennsylvania; ²HKUST, Hong Kong

Discussant: Jose Penalva (Universidad Carlos III de Madrid)

ID: 1861

Traces of Humanity: Liquidity and Human Behavior in the Machine Age

Mark Kamstra², Lisa Kramer¹, Andriy Shkilko³

¹University of Toronto, Canada; ²York University; ³Wilfrid Laurier University

Discussant: Bidisha Chakrabarty (Saint Louis University)

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