Citrus Finance Conference
Citrus Finance Conference 2024
Empirical Asset Pricing
Friday, May 10, 2024 | 9:00 a.m. to 5:00 p.m.
Conference organizers: UC Riverside finance faculty (Peter Chung, Jean Helwege, Alexander Barinov, Yawen Jiao, Greg Richey, and Mike Dong)
Conference day MC: Peter Chung
Location: UCR Alumni & Visitors Center, 3701 Canyon Crest Dr, Riverside, CA 92521
Conference Agenda
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2024 Citrus Finance Conference Agenda
May 10, 2024, UCR Alumni and Visitors Center
(3701 Canyon Crest Dr, Riverside, CA 92521)
8:00 am - 9:00 am | Registration and Continental Breakfast
9:00 am - 9:10 am | Welcome Speech (Peter Chung)
9:10 am - 10:20 am | “Firm Characteristics, Return Predictability, and Long-Run Abnormal Returns in Global Stock Markets” (paper)
Presenter: Michael J. Cooper (slides), University of Utah (45 Minutes)
Discussant: Yashar Barardehi (slides), Chapman University (20 Minutes)
Q&A (5 minutes)10:20 am - 11:00 am | “Prospective Book-to-Market Ratio and Expected Stock Returns” (paper)
Presenter: Mike Dong (slides), UC Riverside (35 Minutes)
Q&A (5 minutes)11:00 am - 12:10 pm | “The Demand for Money, Adaptive Expectations, and Currency Movements” (paper)
Presenter: Mark Grinblatt (slides), UCLA (45 Minutes)
Discussant: Steven Ho (slides), University of Nevada, Las Vegas (20 Minutes)
Q&A (5 minutes)12:10 pm - 1:50 pm | Lunch and Group Photo
1:50 pm - 3:00 pm | “Short-Term Reversals and Longer-Term Momentum Around the World: Theory and Evidence” (paper)
Presenter: Avanidhar Subrahmanyam (slides), UCLA (45 Minutes)
Discussant: Ricardo De La O (slides), USC (20 Minutes)
Q&A (5 minutes)3:00 pm - 4:10 pm | “Disposed to Be Overconfident” (paper)
Presenter: Terrance Odean (slides), UC Berkeley (45 Minutes)
Discussant: William Mullins (slides), UC San Diego (20 Minutes)
Q&A (5 minutes)
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2024 Citrus Finance Conference
Empirical Asset Pricing
Date: May 10, 2024
Time: 9:00 a.m. – 5:00 p.m.
Location: UCR Alumni & Visitors Center, 3701 Canyon Crest Dr, Riverside, CA 92521 -
2023 Citrus Finance Conference
Venture Capital and Private Equity Investments
Date: May 12, 2023
Time: 9:00 a.m. – 8:00 p.m.
Location: Canyon Crest Country Club, 975 Country Club Dr., Riverside, CA 92506 -
2020 Citrus Finance Conference
April 24, 2020 9 AM – 7 PM Canyon Crest Country Club, 975 Country Club Dr., Riverside, CA 92506
Topic: TBA -
2019 Citrus Finance Conference
International Asset Pricing
May 3, 2019, 9 AM – 7 PM Canyon Crest Country Club, 975 Country Club Dr., Riverside, CA 92506
Jules H. van Binsbergen, University of Pennsylvania, “Risk Free Interest Rates”Discussant: Zhongjin Lu, University of Georgia
Charles Trzcinka, Indiana University, “Discretionary Trading Halts and Patient Investors”
Discussant: Christopher Schwarz, UC Irvine (20 min)
Mike Dong, UC Riverside, “Global Anomalies”
Sheridan Titman, The University of Texas at Austin, “A Dynamic Model of Characteristic-Based Return Predictability”
Discussant: Mete Kilic, University of Southern California
Robert J. Hodrick, Columbia University, “Taking the Cochrane-Piazzesi Term Structure Model Out of
Sample: More Data, Additional Currencies, and FX Implications”
Discussant: Nina Karnaukh, The Ohio State University
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2018 Citrus Finance Conference
Empirical Asset Pricing
May 4, 2018, 9 AM – 7 PM Canyon Crest Country Club, 975 Country Club Dr., Riverside, CA 92506
Xiaoyan Zhang, Purdue University, “Tracking Retail Investor Activity”
Discussant: Bernard Herskovic, UCLA
Kewei Hou, Ohio State University, The Economics of Value Investing
Discussant: Robert Ready, University of Oregon
Alexander Barinov, UC Riverside, “Firm Complexity and Conglomerates Expected Returns”
Jeffrey Pontiff, Boston College, Analysts and Anomalies
Discussant: David Yang, UC Irvine (20 min)
Wayne Ferson, USC, Holdings‐based Fund Performance Measures: Estimation and Inference
Discussant: Scott Cederburg, University of Arizona (20 min)
Parking at the UCR Alumni and Visitors Center
(Parking Lot 24, right across the street)
Option 1: Kiosk in the parking lot
Option 2: ParkMobile Parking App: https://app.parkmobile.io/zone/start?internalZoneCode=9322482
Please use this link to pay for parking with a credit card ($13.00 per vehicle).
Please keep a record of the receipt and submit it for reimbursement after the conference to Mike Dong (mdong@ucr.edu).