Program AFS 2025 in Grenoble (France)

Day 1: August 24

08:30 – 08:40 | Greetings | Park Hôtel Grenoble - MGallery
08:40 – 09:20 | "Predicting anomalies" (Boone Bowles, Adam Reed, Mat Ringgenberg, Jake Thornock), Discussant: Julian Thimme
09:20 – 10:00 | "How costly are trading heuristics?""(Hee-Seo Han, Xindi He, Daniel Weagley), Discussant: Moritz Dauber
10:00 – 10:40 | Coffee Break
10:40 – 11:20 | "Cash me if you can: ATM explosions, payment choice, and consumption" (Esad Smajlbegovic, Theresa Spickers, Daniel Urban, MIchael Weber), Discussant: Gertjan Verdickt
11:20 – 12:00 | "Shifting from active to passive: How retirement plans impact equity prices" (Riccardo Sabbatucci, Andrea Tamoni, Song Xiao), Discussant: Ziwei Zhao
12:00 – 13:30 | Lunch Break
13:30 – 14:10 | "ETFs, anomalies, and market efficiency" (Ilias Filippou, Songrun He, Sophia Zhengzi Li, Guofu Zhou), Discussant: Egle Karmaziene
14:10 – 14:50 | "Improving hedge fund return prediction: Dealing with missing data via deep learning" (Ilias Filippou, Ioannis Psaradellis, David Rapach, Lazaros Zografopoulos), Discussant: Richard Evans
14:50 – 15:20 | Coffee Break
15:20 – 16:00 | "Information Intermediaries and Financial Product Design: Evidence from Mutual Funds" (Maxime Bonelli, Anastasia Buyalskaya, Tianhao Yao), Discussant: Felix Wilke
19:00 – 23:00 | Academic Keynote (Amit Goyal) and Gala Dinner at Chez le Per'Gras

Day 2: August 25

07:30 | Meeting at Park Hôtel Grenoble - MGallery
08:00 – 09:40 | Transport and Cable Car Ride to Croix de Chamrousse
09:40 – 10:20 | "Generalized portfolio sorts for factor validation" (Daniel Höchle, Markus Schmid, Heinz Zimmermann), Discussant: Paul Hübner
10:20 – 11:00 | "The statistical limit of arbitrage" (Rui Da, Stefan Nagel, Dacheng Xiu)
11:00 – 11:20 | Coffee Break
11:20 – 12:00 | "Weak signals, small bets: A portfolio perspective on firm characteristics" (Daniele Bianchi, Pedro Venturi), Discussant: Guillaume Coqueret
12:00 – 13:00 | Lunch Break
13:00 – 17:00 | Outdoor Activities at Chamrousse
17:00 – 18:00 | Transport to Park Hôtel Grenoble - MGallery

Day 3: August 26

08:30 – 08:40 | Greetings | Park Hôtel Grenoble - MGallery
08:40 – 09:20 | "Oil-driven greenium" (Shaojun Zhang, Zhan Shi), Discussant: Karoline Bax
09:20 – 10:00 | "Greenness demand for US corporate bonds" (Rainer Jankowitsch, Alexander Pasler, Patrick Weiss, Josef Zechner), Discussant: Teodor Duevski
10:00 – 10:40 | Coffee Break
10:40 – 11:20 | "Nudging investors towards sustainability - a field experiment" (Lars Hornut, Christoph Merkle, Stefan Zeisberger), Discussant: Julia Meyer
11:20 – 12:00 | "Does climate change affect retail investors? Your opinion matters" (Ai He, Siwen Zhang), Discussant: Bige Kahraman
12:00 – 13:30 | Lunch Break