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2022 Consortium on Asset Management and Fintech4 March 2022
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08:45 – 09:00 |
Welcome & Introductions Mark Hutchinson, Professor and Chair of Finance, University College CorkDavid Chambers, Invesco Professor of Finance, Cambridge Judge Business School, University of Cambridge Mark Mulcahy, Professor in Corporate Finance, University College Cork |
Session Chair: Valeria Fedyk, London Business School |
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09:00 – 09:45 |
Tweeting for Money: Social Media and Mutual Fund Flows Javier Gil-Bazo & Juan F. Imbet |
09:45 – 10:30 |
Pairs Trading via Unsupervised Learning Chulwoo Han, Zhaodong He & Alenson Toh |
10:30 – 11:00 |
Break with Coffee and Tea |
Session Chair: Elias Ohneberg, University of Cambridge |
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11:00 – 11:45 |
Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets Joost Driessen, Sebastian Ebert and Joren Koëter |
11:45 – 12:30 |
The Public Blockchain Ecosystem: An Empirical Analysis Felix Irresberger, Kose John, Peter C. Mueller & Fahad Saleh |
12:30 – 13:30 |
Lunch |
13:30 – 14:30 |
Keynote Presentation Raghavendra Rau, Professor Rau is the Sir Evelyn de Rothschild Professor of Finance at Cambridge Judge Business School. He is also a past president of the European Finance Association, and a past editor of Financial Management. He is a founder and director of the Cambridge Centre for Alternative Finance (CCAF) and a member of the Cambridge Corporate Governance Network (CCGN). He serves on the editorial boards of several journals including the Journal of Corporate Finance, Journal of Banking and Finance, and the Financial Review. His research interests lie in the areas of corporate finance, corporate governance, and market efficiency. His research, published in journals such as the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies, among others, covers topics such as the optimal form of CEO compensation, whether bribery has a positive NPV for firms, why analyst coverage helps firms, and have won several awards including the EFA Barclays Global Investor Award, the Chinese Finance Association Best Paper in Corporate Finance and the Financial Management Association “Best of the Best” Award. His papers have frequently been covered by the popular press including the New York Times, the Financial Times, the Wall Street Journal, and the Economist, among others. He won the Ig Nobel Prize in Management in 2015, a prize awarded for research that makes people laugh, and then think. |
14:30 – 14:45 |
Break with Coffee and Tea |
Session Chair: Xiaotong Sun, University of Glasgow |
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14:45 – 15:30 |
A Flight-to-Safety From Bitcoin to Stock Markets: Evidence from Cyber Attacks Yang Fang, Cathy Yi-Hsuan Chen & Chunxia Jiang |
15:30 – 16:15 |
Anxiety, Excitement, and Asset Prices Mohammad Shehub Bin Hasan, Alok Kumar & Richard Taffler |
16:15 – 16:30 |
Closing Remarks |
Registration has closed.
Click here to view the Call for Papers. Applications to present current research will be selected on a competitive basis, with priority given to European finance faculty who have been awarded their doctorate within the last five years. Criteria will include the nature of the research problem, implications of the proposed research, the quality of the research design, and the expected contribution of the research to the literature.
The paper submission fee is $25 USD for members and $35 USD for non-members.
To submit a paper for review, click below.
The deadline for paper submissions was 29 October 2021. We are no longer accepting paper submissions.
Accepted presenters will be exempted from paying the registration fee and will be invited to a conference networking dinner. One night’s accommodation will be covered for presenters.
The deadline to apply for the program committee was 25 October 2021. We are no longer accepting committee applications.
The winner of the Best Paper Prize was Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets, presented by Joren Koëter, co-authored with Joost Driessen and Sebastian Ebert.
The prize is $500 USD and an invitation to present the paper at a future FMA European Conference.
For participants seeking a formal invitation from FMA for either institution support or visa requirements, please contact Dawn Appleby at +1.813.974.2084 or [email protected]. Participants must be registered for the conference in order to receive a requested letter.
Accommodation is available at the Clayton Hotel, Cardiff Lane for 3 March at €130.00 with breakfast based on single occupancy. To reserve a room please call 01 643 9500 (press option 1) or email [email protected] and quote “2022 Consortium on Asset Management and Fintech event”.
We would like to thank the Bank of Ireland, and the Cambridge Centre for Endowment Asset Management (CEAM) for their kind support and collaboration.
THIS EVENT IS SPONSORED BY THIS EVENT IS SUPPORTED BY
During the conference, use the hashtag #FMAConsortium2022 to follow the conversation on Twitter (@finmgmtassoc) and Facebook (www.facebook.com/FMA.org).