A. Gary Anderson
Graduate School of Management

Orange tree at UC Riverside (c) UCR/Stan Lim

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

LocationUCR Alumni & Visitors Center, 3701 Canyon Crest Dr, Riverside, CA 92521

2024 UCR Citrus Finance Conference participants at the UCR Alumni & Visitors Center

 

Conference Agenda
  • 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)

  • 2024 Citrus Finance Conference

    Empirical Asset Pricing

    Date: May 10, 2024
    Time: 9:00 a.m. – 5:00 p.m.
    LocationUCR Alumni & Visitors Center, 3701 Canyon Crest Dr, Riverside, CA 92521

    CONFERENCE DETAILS

  • 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

    Conference Details

  • 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
     

  • 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). 

2024 Conference Location:
UC Riverside Alumni & Visitors Center
3701 Canyon Crest Dr, Riverside, CA 92521