Programme detailed 26 May 2021 All times mentioned are French local times (GMT+2) 08:00 - 08:30 Welcome Session PhD Workshop Room: Virtual Auditorium Chair: Ramzi Benkraiem (Audencia) 08:30 - 09:50 Parallel Session PhD-1 1. PhDS1.1 - Risk analysis and...
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Programme detailed 26 May 2021 All times mentioned are French local times (GMT+2) 08:00 - 08:30 Welcome Session PhD Workshop Room: Virtual Auditorium Chair: Ramzi Benkraiem (Audencia) 08:30 - 09:50 Parallel Session PhD-1 1. PhDS1.1 - Risk analysis and modelling Room: Virtual Room 1 Chair: Alexandre Garel (Audencia) Risk & returns around FOMC press conferences: a novel perspective from computer vision Authors: Alexis Marchal (EPFL & SFI) Presenter: Alexis Marchal (EPFL & SFI) Risks versus Mispricing: Decomposing Asset Pricing Anomalies via Classification Authors: Xiao Han (University of Edinburgh) Presenter: Xiao Han (University of Edinburgh) 2. PhDS1.2 - Asset pricing, beliefs and learning Room: Virtual Room 2 Chair: Ramzi Benkraiem (Audencia) Should Retail Investors Listen to Social Media Analysts? Evidence from Text-Implied Beliefs Authors: Chukwuma Dim (Frankfurt School of Finance & Management) Presenter: Chukwuma Dim (Frankfurt School of Finance & Management) Selective Learning and
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