Program for the 14th Annual Meeting of the Financial Research Association
Vdara Hotel and Spa
Saturday, December 16, 2017
12:30 PM Pre-Meeting Coffee
1:00 PM Introductory Remarks
1:10 PM to 3:10 PM Session 1
Chairperson: Bruce Carlin
p-hacking: Evidence from two million trading strategies
Authors: Amit Goyal, Tarun Chordia, and Alessio Saretto
Discussant/Presenter: Ing-Haw Cheng
The mismatch between mutual fund scale and skill
Authors: Yang Song
Discussant/Presenter: Roger Edelen
Short-termism spillovers from the financial industry
Authors: Andrew Bird, Aytekin Ertan, Stephen Karolyi, and Thomas Ruchti
Discussant/Presenter: Micah Officer
3:10 PM to 3:40 PM Break
3:40 PM to 5:00 PM Session 2
Chairperson: Mark Huson
The sound of many funds rebalancing
Authors: Alexander Chinco and Slava Fos
Discussant/Presenter: Brian Weller
Thy neighbor’s misfortune: Peer effect on consumption
Authors: Xin Zou, Sumit Agarwal, and Wenlan Qian
Discussant/Presenter: Scott Baker
Wine Tasting—Wines of South America, at Todd English P.U.B.
Sunday December 17, 2017
12:30 PM Pre-Meeting Coffee
1:00 PM to 3:00 PM Session 3
Chairperson: Eli Fich
Deadlock on the Board
Authors: Jason Donaldson, Nadya Malenko, and Giorgia Piacentino
Discussant/Presenter: Edward Van Wesep
Can reinvestment risk explain the dividend and bond term structures?
Author: Andrei Goncalves
Discussant/Presenter: Oliver Boguth
Some characteristics are risk exposures, and the rest are irrelevant
Authors: Bryan Kelly and Seth Pruitt
Discussant/Presenter: Jules Van Binsbergen
3:00 PM to 3:30 PM Break
3.30 PM to 5:00 PM Session 4
Early Ideas Chairperson: Joey Engelberg
Brian Weller, “How Much does Financial Innovation Improve Welfare?: Evidence from the Introduction of ETFs”
Neal Stoughton, “Discretionary NAVs for Mutual Funds”
Benjamin Hebert, “Convenient Beliefs”
Scott Baker, “Credit or Debit? Payment Instrument Choice and Consumption”
Jialan Wang, “The Power of Predictability”
Davidson Heath, “Why are Buyouts Withdrawn after Market Crashes?”
6:15 PM Conference Dinner, Alize at the Palms