Program AFS 2024 in Innsbruck (Austria)

Day 1: August 25

  • 15:30 – 15:40 | Greetings | Hotel Innsbruck
  • 15:40 – 16:20 | Paper 1: "Sources of Return Predictability" (Beata Gafka, Pavel Savor, Mungo Wilson); Discussant: Can Gao 
  • 16:20 – 17:00 | Paper 2: "The Cross-Section of Subjective Expectations: Understanding Prices and Anomalies" (Sean Myers, Ricardo de la O, Xiao Han); Discussant: Denis Mokanov
  • 17:30 – 18:10 | Paper 3: "The Hairy Premium" (Pasquale Della Corte, Ljubica Georgievska, Anthony Saunders, Zhaneta Tancheva); Discussant: Petri Jylhä
  • 18:10 – 18:50 | Paper 4: "Productivity Changes around Childbirth: Evidence from the Mutual Fund Industry" (Larissa Ginzinger, Kun Li, Alexandra Niessen-Ruenzi, Gang Wang); Discussant: Boone Bowles
  • 19:30 – 22:00 | Apéro + Dinner | Hotel Innsbruck

Day 2: August 26

  • 09:00: Gondola Ride to Restaurant "Seegrube"
  • 09:30 – 10:10 | Paper 5: "Machine Forecast Disagreement" (Turan Bali, Bryan Kelly, Mathis Moerke, Jamil Rahman); Discussant: Alejandro Lopez-Lira
  • 10:10 – 10:50 | Paper 6: "Does Search Engine Visibility Help ETFs Attract Flows?" (Olga Obizhaeva); Discussant: Juha Joenväärä
  • 11:20 – 12:00 | Paper 7: "Imputing Mutual Fund Trades" (Dion Bongaerts, Jean-Paul Van Brakel, Mathjs van Djik, Joop Huij); Discussant: Simona Abis
  • 12:00 – 13:30 | Lunch | Restaurant Seegrube 
  • 13:30 – 18:00 | Outdoor Activities
  • 19:30 – 22:00 | Optional Dinner | City of Innsbruck

Day 3: August 27

  • 09:00 – 09:40 | Paper 8: "Active Fund Management when ESG Matters" (Daron Avramov, Si Cheng, Andrea Tarelli); Discussant: Katya Neretina | Hotel Innsbruck
  • 09:40 – 10:20 | Paper 9: "Corporate Climate Lobbying" (Markus Leippold, Zacharias Sautner, Tingyu Yu); Discussant: Markus Schmid
  • 10:50 – 11:30 | Paper 10: "ESG Skill of Mutual Fund Managers" (Marco Ceccarelli, Richard Evans, Simon Glossner, Mikael Homanen, Ellie Luu); Discussant: Michael Young
  • 11:30 – 13:00 | Lunch | Hotel Innsbruck
  • 13:00 – 18:00 | Outdoor Activities
  • 19:30 – 22:00 | Conference Dinner with Keynote Speech by Michael Weber | Restaurant "SKY" Bergisel

Day 4: August 28

  • 09:00 – 09:40 | Paper 11: "The Frequency of Outperformance and Investment Decisions" (Michael Ungeheuer, Martin Weber); Discussant: Petra Sinagl | Hotel Innsbruck
  • 09:40 – 10:20 | Paper 12: "Will ETFs Drive Mutual Funds Extinct?" (Anna Helmke); Discussant: Daniel Schmidt
  • 10:50 – 11:30 | Paper 13: "The Subjective Risk and Return Expectations of Institutional Investors" (Spencer Couts, Andrei Goncalves, Johnathan Loudis); Discussant: Alberto Manconi
  • 11:30 – 12:10 | Paper 14: "Timing the Factor Zoo" (Andreas Neuhierl, Otto Randl, Christoph Reschenhofer, Josef Zechner); Discussant: Tim Kroencke
  • 12:10 – 12:30 | Conference Ending