18th Colloquium on Financial Markets 'Asset Management'
The 18th Colloquium on Financial Markets, organised by Prof. Dr. Alexander Kempf, took place at Sparkasse KoelnBonn in Cologne on April 1st, 2019.
We want to take the opportunity to thank all those who presented papers, who joined the discussion and all other participants who contributed to the success of the Colloquium. In particular we would like to thank Sparkasse KölnBonn for its support and organization of the Colloquium.
| 9.30 | Registration |
| 10.00 - 10.15 | Welcome |
| 10.15 - 10.55 | Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle? Turan G. Bali (Georgetown University), Florian Weigert (University of St. Gallen) Discussant: Daniel Schmidt (HEC Paris) |
| 10.55 - 11.35 | In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows Alexander Cochardt, Stephan Heller, Vitaly Orlov (University of St. Gallen) Discussant: Peter Limbach (University of Cologne) |
| 11.35 - 12.00 | Coffee break |
| 12.00 - 12.40 | Institutional Investors and the Time-Variation in Expected Stock Returns Rüdiger Weber (University of Michigan) Discussant: Laurent Barras (McGill University) |
| 12.40 - 13.50 | Lunch |
| 13.50 - 14.30 | The Parametrization of an International Equity Portfolio: A Decomposition of Global Momentum Returns Christoph Reschenhofer (Vienna University of Economics and Business) Discussant: Rüdiger Weber (University of Michigan) |
| 14.30 - 15.50 | Postersession |
| A COAALA Model for Stock-Bond Return Co-Movement: Beware of the Beast with Four Tails Anne-Florence Allard, Hamza Hanbali, Kristien Smedts (KU Leuven) | |
| An Alternative Behavioral Explanation for the MAX Effect Hannes Mohrschladt, Maren Baars (University of Münster) | |
| Do Financial Misconduct Experiences Spur White-Collar Crime? Steffen Andersen (Copenhagen Business School and CEPR), Tobin Hanspal (Goethe University Frankfurt), Kasper Meisner Nielsen (Copenhagen Business School and HKUST) | |
| Heterogeneous Information Content of Global FX Trading Angelo Ranaldo, Fabricius Somogyi (University of St. Gallen) | |
| Jumps and the Correlation Risk Premium: Evidence from Equity Options Nicole Branger, René Marian Flacke, T. Frederik Middelhoff (University of Münster) | |
| Multivariate Crash Risk Fousseni Chabi-Yo (University of Massachusetts), Markus Huggenberger (University of Mannheim), Florian Weigert (University of St.Gallen) | |
| 15.50 - 16.10 | Coffee break |
| 16.10 - 16.50 | Price Matters: Spillover Effects of Fund Expenses on Funds in the Same Family Mengqiao Du (University of Mannheim) Discussant: Alexander Cochardt (University of St. Gallen) |
| 16.50 - 17.30 | The Cross-Sectional Distribution of Fund Skill Measures Laurent Barras (McGill University), Patrick Gagliardini (USI Lugano), Olivier Scaillet (University of Geneva) Discussant: Florian Weigert (University of St. Gallen) |
| Afterwards | Farewell Cocktails |
