Friday, July 14
6:30 pm
Group Dinner - Royal Sonesta (Skyline ABC)
Saturday, July 15
8:00 am
Coffee and Pastries
Big Data in Asset Pricing
8:30 am

Missing Data in Asset Pricing Panels

Joachim Freyberger, University of Bonn
Andreas Neuhierl, Washington University in St Louis
Björn Höppner, University of Bonn
Michael Weber, University of Chicago and NBER

Discussant:
Svetlana Bryzgalova, London Business School
9:15 am

Are Uncertain Firms Riskier? (slides)

Preetesh Kantak, Indiana University
Fahiz Baba-Yara, Indiana University
Carter K. Davis, Indiana University
Fotis Grigoris, University of Iowa

Discussant:
Stephen J. Terry, University of Michigan and NBER
10:00 am
Break
Big Data in Corporate Finance
10:30 am

Data and Welfare in Credit Markets

Mark Jansen, University of Utah
Fabian Nagel, Northwestern University
Constantine Yannelis, University of Cambridge
Anthony Lee Zhang, University of Chicago

Discussant:
Laura Veldkamp, Columbia University and NBER
11:15 am

Unpacking the Black Box: Regulating Algorithmic Decisions

Laura Blattner, Stanford University
Scott T. Nelson, University of Chicago
Jann Spiess, Stanford University

Discussant:
Sendhil Mullainathan, Massachusetts Institute of Technology and NBER
12:00 pm
Lunch
Big Data in Behavioral Finance
1:00 pm

Do Images Provide Relevant Information to Investors? An Exploratory Study

Azi Ben-Rephael, Rutgers University
Joshua Ronen, New York University
Tavy Ronen, Rutgers University
Mi Zhou, Virginia Commonwealth University

Discussant:
Siew Hong Teoh, University of California, Los Angeles
1:45 pm

Retail Investors and ESG News

Qianqian Li, Stanford Graduate School of Business
Edward M. Watts, Yale University
Christina Zhu, University of Pennsylvania

Discussant:
Brad Barber, University of California at Davis
2:30 pm
Break
Big Data in Market Microstructure
3:00 pm

The Retail Execution Quality Landscape

Anne Haubo Dyhrberg, Wilfrid Laurier University
Andriy Shkilko, Wilfrid Laurier University
Ingrid M. Werner, Ohio State University

Discussant:
S. P. Kothari, Massachusetts Institute of Technology
3:45 pm

Does High Frequency Market Manipulation Harm Market Quality?

Jonathan Brogaard, University of Utah
Dan Li, Chinese University of Hong Kong, Shenzhen
Jeffrey Yang, University of Utah

Discussant:
Lawrence Glosten, Columbia University
4:30 pm
Adjourn