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CQA Fall 2018


Event begins: Sep 12, 2018

Event ends: Sep 13, 2018

The annual Fall CQA Conference will be held at the Mid-America Club on the 80th floor of the Aon Building in downtown Chicago.

The Tuesday night reception will be held in downtown Chicago at the Flight Club at 111 West Wacker from 7:00  until 9:00 p.m.

Presenter Title Organization
John Matsusaka Democracy Adrift: Populism, Referendums and the Quest for Self-Government University of Southern California
Patrick Pfeifer Integrating ESG In Portfolio Constr Quantitative Management Associates
JB Heaton Why Indexing is Hard to Beat, and Why Investors Don't Believe It University of Chicago
Matthew Lyle The Speed of the Market Reaction to Pre-Open versus Post-Close Earnings Announcements Northwestern University
Mamdouh Medhat Short Term Momentum Cass Business Schoool
Quan Wen Crowdsourced Employer Reviews and Stock Returns Georgetown University
Dacheng Xiu Empirical Asset Pricing Via Machine Learning University of Chicago
Mozafar Khan ESG and ALPHA 2.0: New Concepts and Global Evidence Causeway Capital
Steve Sapra Stocks, Bonds and Causality - The Relationship Between Stock and Bond Yields PIMCO


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