Best Paper Awards:

Conference Video Presentations

Evaluating market efficiency in a high-dimensional world

Stefan Nagel (Fama Family Distinguished Service Professor of Finance, University of Chicago)

Deep Learning for MBS Prepayments

Kay Giesecke (Professor of Management Science & Engineering, Stanford University)

Tokenomics: Classification, Pricing, Staking, and Monetary Policy

Will Cong (Rudd Family Professor of Management and Associate Professor of Finance, Cornell University)

Investor Experience Matters: Evidence from Generative Art Collections on the Blockchain

Sebeom Oh (Temple University), Samuel Rosen (Temple University), and Anthony Zhang (University of Chicago)

Discussant: Simon Trimborn (City University of Hong Kong)

Technology and Cryptocurrency Valuation

Yukun Liu (University of Rochester), Jinfei Sheng (University of California, Irvine), and Wanyi Wang (University of California, Irvine)

Discussant: Ben Charoenwong (National University of Singapore)

Alpha Go Everywhere: Machine Learning and International Stock Returns

Darwin Choi (Chinese University of Hong Kong), Wenxi Jiang (Chinese University of Hong Kong), and Chao Zhang (University of Oxford)

Discussant: Gavin Feng (City University of Hong Kong)

Trust in DeFi: An Empirical Study of the Decentralized Exchange

Jianlei Han (Macquarie University), Shiyang Huang (University of Hong Kong), and Zhuo Zhong (University of Melbourne)

Discussant: Sean Foley (Macquarie University)

An Economic Model of Consensus on Distributed Ledgers

Hanna Halaburda (New York University), Zhiguo He (University of Chicago), and Jiasun Li (George Mason University)

Discussant: Matthieu Bouvard (Toulouse School of Economics)

Stripping the Discount Curve—a Robust Machine Learning Approach

Damir Filipović (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), Markus Pelger (Stanford University), and Ye Ye (Stanford University)

Discussant: Liyuan Cui (City University of Hong Kong)

The Changing Economics of Knowledge Production

Simona Abis (Columbia University) and Laura Veldkamp (Columbia University)

Discussant: Yiyao Wang (Shanghai Jiao Tong University)

Hidden Alpha

Manuel Ammann (University of St. Gallen), Alexander Cochardt (University of St. Gallen), Lauren Cohen (Harvard University), and Stephan Heller (Harvard University)

Discussant: Xiao Qiao (City University of Hong Kong)

The Virtue of Complexity in Machine Learning Portfolios

Bryan Kelly (Yale University), Semyon Malamud (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), and Kangying Zhou (Yale University)

Discussant: Andy Neuhierl (Washington University in St. Louis)

Why Does News Coverage Predict Returns? Evidence from the Underlying Editor Preferences for Risky Stocks

Gustavo Schwenkler (Santa Clara University) and Hannan Zheng (Fidelity Investment)

Discussant: Fuwei Jiang (Central University of Finance and Economics)

Coexisting Exchange Platforms: Limit Order Books and Automated Market Makers

Jun Aoyagi (Hong Kong University of Science and Technology) and Yuki Ito (University of California, Berkeley)

Discussant: Shiyang Huang (University of Hong Kong)

RegTech

Ben Charoenwong (National University of Singapore), Zach Kowaleski (University of Notre Dame), Alan Kwan (University of Hong Kong), and Andrew Sutherland (Massachusetts Institute of Technology)

Discussant: Willem van Vliet (Chinese University of Hong Kong)

Visit the conference’s YouTube channel to watch the keynote speech and paper presentations »