The Second Annual Volatility Institute Conference at NYU Shanghai

 

 

 

The Second Annual Volatility Institute Conference at NYU Shanghai 

The Role of Institutional and Retail Investors in Capital Markets

 

November 18, 2016

 

 

ORGANIZERS

Volatility Institute at NYU Shanghai

China Hedge Fund Research Center, SJTU

China Financial Futures Exchange

Pudong Institute of Finance

 

KEYNOTE SPEAKERS

  • Robert Engle 

          2003 Nobel Laureate in Economics, Professor of Finance at NYU Stern School of Business 

 

  • Harrison Hong

          Professor of Economics at Columbia University

 

CONFERENCE THEME

There is a large and growing literature focused on the comparative behavior of institutional and retail investors in capital markets. These papers document for various investor types: (i) differential trading patterns, (ii) typical characteristics of stocks bought by these investors, (iii) herding behavior under certain conditions, (iv) the return performance against benchmarks, and (v) various forms of speculation. Investor behavior is then studied for its impact on market efficiency, including liquidity, price discovery and volatility. Many of these studies focus on well-developed capital markets. As emerging markets are less developed, retail investors play an even greater role in trading. A case in point is China whose stock market capitalization is second highest globally, yet is underdeveloped and includes a large proportion of retail investors. The goal of this conference is to better understand the effect of retail versus institutional trading on capital markets. While the focus is on all markets, submissions are especially encouraged that focus on emerging capital markets, China in particular. 

 

CONFERENCE PROGRAM

 

CONFERENCE SCIENTIFIC COMMITTEE

Professor Viral Acharya, NYU Stern School of Business, New York City, United States

Professor Menachem Brenner, NYU Stern School of Business, New York City, United States

Professor Jennifer Carpenter, NYU Stern School of Business, New York City, United States

Professor Robert Engle, NYU Stern School of Business, New York City, United States

Professor Stephen Figlewiski, NYU Stern School of Business, New York City, United States

Professor Matthew Richardson, NYU Stern School of Business, New York City, United States

Professor Qian Sun, Fudan University, Shanghai, China

Professor Jianye Wang, Volatility Institute, NYU Shanghai, Shanghai, China

Professor Robert Whitelaw, NYU Stern School of Business, New York City, United States

Professor Yexiao Xu, University of Texas at Dallas, Dallas, United States

Professor Hong Yan, Shanghai Advanced Institute of Finance at Shanghai Jiao Tong University, Shanghai, China

Professor Chu Zhang, Hong Kong University of Science and Technology, Hong Kong, China

Professor Harold Zhang, University of Texas at Dallas, Dallas, United States

Professor Zhenlong Zheng, Xiamen University, Xiamen, China

 

CORPORATE SPONSORS

Huatai Securities 

China Financial Futures Exchange

 

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