2026 PROGRAM
SUNDAY, MAY 3, 202618:00 - DINNER (by invitation) MONDAY, MAY 4, 20268:00-9:00 - BREAKFAST 9:00-10:00 - Geopolitical Risk The Pricing of Geopolitical Tensions over a Century Andrei Gonçalves (OSU) Alessandro Melone (OSU) Andrea Ricciardi (OSU) Discussant: Rik Frehen (Tilburg U) Geopolitical Risk and Stock Returns Jinfei Sheng (UC Irvine) Zheng Sun (UC Irvine) Qiguang Wang (HKBU) Discussant: Kuntara Pukthuanthong (U Missouri) 10:00-10:30 - BREAK 10:30-11:30 - Time-Series Return Predictability Temporal Aggregation and Seasonality in Autocorrelations of Stock Returns Shu Yan (Oklahoma State U) Discussant: Riccardo Sabbatucci (SSE) Forecast-Agnostic Portfolios Hongye Guo (HKU) Jessica Watcher (U Pennsylvania) Discussant: Erik Hjalmarsson (U Gottenburg) 11:30-11:45 - INTERMITTENT BREAK 11:45-12:45 - Initial Security Offerings Early Price Discovery in IPOs Anantha Divakaruni (U Bergen) Howard Jones (Oxford) Emmanuel Pezier (Oxford) Discussant: Raghavendra Rau (U Cambridge) The Two-System View of Cognition and Investor Choice Kai Li (UBC) Yang Song (U Washington) Nianhang Xu (Renmin U) Chunyu Zu (Communication U) Discussant: Michael Schill (U Virginia) 12:45-14:15 - LUNCH 14:15-15:15 - Bond Benchmarking Credit Where It's Not Due: Misbenchmarking by Active Bond Funds Caitlin Dannhauser (Villanova U) Michele Dathan (Federal Reserve Board) Michael Young (U Missouri) Qifei Zhu (NUS) Discussant: Huaizhi Chen (UT Dallas) Sparse Portfolios and Benchmarking in Corporate Bond Markets Zheng Li (LBS) Anna Pavlova (LBS) Taisiya Sikorskaya (U Chicago) Discussant: Yi Li (Federal Reserve Board) 15:15-15:30 - INTERMITTENT BREAK 15:30-16:30 - Funds and Liquidity When Cash Flows Turn Negative: Liquidity-Driven Selling by Pension Funds Aleksandar Andonov (U Amsterdam) Kristy Jansen (USC) Joshua Rauh (Stanford U) Discussant: Alberto Manconi (Bocconi U) Democratizing Illiquid Assets: Liquidity Transformation and Performance in Interval Funds Stefano Pegoraro (U Notre Dame) Sophie Shive (U Notre Dame) Rafael Zambrana (U Notre Dame) Discussant: Yong Chen (Texas A&M U) 16:30-17:00 - REFRESHMENTS & ADJOURN
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