Big Data and High-Performance Computing for Financial Economics

Toni Whited and Mao Ye, Organizers

July 13, 2024

Parkview

Format: 20 minutes for the presenter; 15 minutes for the discussant; 10 minutes Q&A.

Conference Code of Conduct

Saturday, July 13
8:00 am
Coffee and Pastries
8:29 am
Textual Data and Narrative Economics
8:30 am
William N. Goetzmann, Yale University and NBER
Dasol Kim, Department of the Treasury
Robert J. Shiller, Yale University and NBER

Emotions and Subjective Crash Beliefs
Discussant: Ian Martin, London School of Economics
9:15 am
Hojoon Lee, Boston College
Xiaoxia Lou, University of Washington
Gideon Ozik, EDHEC Business School
Ronnie Sadka, Boston College

Narrative Attention Pricing
Discussant: Leland Bybee, University of Chicago
10:00 am
Break
10:14 am
AI and Trading
10:15 am
Thomas Ernst, University of Maryland
Andrey Malenko, Boston College
Chester S. Spatt, Carnegie Mellon University and NBER
Jian Sun, Singapore Management University

What Does Best Execution Look Like? (slides)
Discussant: Christopher Schwarz, University of California at Irvine
11:00 am
Ali Kakhbod, University of California, Berkeley
Seyed Mohammad Kazempour, Louisiana State University
Dmitry Livdan, University of California, Berkeley
Norman Schurhoff, University of Lausanne

Finfluencers
Discussant: Chukwuma Dim, The George Washington University
11:45 am
Karolis Liaudinskas, Norges Bank

Rationality and Disposition Effect in Algorithmic Trading (slides)
Discussant: Lawrence J. Jin, Cornell University and NBER
12:30 pm
Lunch
1:29 pm
Big Data and Corporate Finance
1:30 pm
Elisabeth Kempf, Harvard University and NBER
William M. Cassidy, Washington University in St Louis

Partisan Corporate Speech (slides)
Discussant: J. Anthony Cookson, University of Colorado
2:15 pm
Lauren Cohen, Harvard University and NBER
Quoc H. Nguyen, DePaul University

Moving Targets
Discussant: Tim Loughran, University of Notre Dame
3:00 pm
Break
3:14 pm
Big Data and Generative Models
3:15 pm
Sean Cao, University of Maryland
Yichen Cheng, Georgia State University
Meng Wang, University of South Florida
Yusen Xia, Georgia State University
Baozhong Yang, Georgia State University

Visual Information and AI Divide: Evidence from Corporate Executive Presentations
Discussant: Song Ma, Yale University and NBER
4:00 pm
Suproteem K. Sarkar, Harvard University
Keyon Vafa, Harvard University

Lookahead Bias in Pretrained Language Models
Discussant: Paul Glasserman, Columbia University
4:45 pm
Adjourn