Conference Time: 2nd June 2024, 07:51:31pm CEST
Conference Agenda
Please note that all times are shown in the time zone of the conference. The current conference time is: 2nd June 2024, 07:51:31pm CEST
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AP 05: Equity and bond returns in the cross section
Time: Thursday, 22/Aug/2024: 11:00am - 12:30pm
Session Chair: Jennie Bai, Georgetown University
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Location: Reduta | Small Hall (floor 2)
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Presentations
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ID: 241
The Asset Durability Premium
Dun Calvin Jia1, Kai Li1, Chi-Yang Tsou2
1Peking University HSBC Business School; 2Alliance Manchester Business School, University of Manchester
Discussant: Frederico Belo (INSEAD)
ID: 1687
The Cross-Section of Corporate Bond Returns
Guido Baltussen1,2, Frederik Muskens1,3, Patrick Verwijmeren1,4
1Erasmus University Rotterdam, Netherlands, The; 2Northern trust Asset Management – Quantitative Strategies; 3Robeco Quant Fixed Income; 4University of Melbourne
Discussant: Jie Cao (The Hong Kong Polytechnic University)
ID: 931
Seeing is Believing: Annual Report Enhanced Visuals and Stock Returns
Wesley Deng1, Lei Gao2, Bo Hu2, Guofu Zhou3
1University of New South Wales; 2George Mason University; 3Washington University in St. Louis
Discussant: Alexander Hillert (Goethe University Frankfurt and SAFE)
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