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CQA Fall 2019

Chicago

Event begins: Sep 11, 2019

Event ends: Sep 12, 2019

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 from 7:00  until 9:00 p.m.


Presenter Title Organization
Ai He More Factors are needed: Evidence from a Simple Test University of South Carolina
Yukun Liu Labor Links and Shock Transmissions University of Rochester
Johnathan Loudis Expectations in the Cross Section: Stock Price Reeactions to the information and Bias in Analyst Expected Returns University of Notre Dame
Keywan Rasekhschaffe/Bob Jones Machine Learning for Stock Selection Gresham Investment Management/SystemTwo
Veronika Rockova Dynamic Sparse Factor Analysis University of Chicago
Ehud Ronn Using Equity, Index and Commodity Options to Obtain Forward-Looking Measures of Equity and Commodity Betas, and Idiosyncratic Variance University of Texas
Peter Nyberg Are Return Seasonalities Due to Risk or Mispricing? Evidence from Seasonal Reversals Aalto University
Yingjie Qi Big Broad Banks: How Does Cross Selling Affect Lending?CoR Swedish House of Finance
Andrew Kline Cannabis Legalization: A Look Ahead National Cannabis Industry Association
Steve Soukop “Election 2020 and the Persistence of the Uniquely American Class War” The Political Forum
Daniel Giamourdis "Harvesting Macroeconomic Risk Premia" Bank of America Merrill Lynch
Nick Alonso “Defensive Equity/Late Cycle Investing” Panagora
Leigh Sneddon Solving Attribution Mayfield Investment Solutions

PDFs

Images

Rasekhschaffe machine learning for stock selection
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