Citrus Finance Conference 2024
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)
Past Conferences
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).