VAMSS Presentations

During Fall 2020 and Spring 2021, Vikas Agarwal, Kevin Mullally, Yuehua Tang, and I organized the Virtual Asset Management Seminar Series (VAMSS) to facilitate scholars seeking feedback on newer work during the pandemic.  The videos of the seminars presented during the series are available below:

Fall 2020

Date/Video Link Presenter Paper
26-Aug Jiacui Li (U. Utah) What Drives the Size and Value Factors?
9-Sep Yao Zeng (Wharton) Bank Debt versus Mutual Fund Equity in Liquidity Provision
23-Sep Yang Song (U. Washington) The Smart Beta Mirage
7-Oct Oleg Gredil (Tulane U.) Diversifying Private Equity
21-Oct David Schumacher (McGill U.) “The Global Menus of Funds”
4-Nov Ran Xing (Aarhus U.) “A Horizon Based Decomposition of Mutual Fund Skill Using Transaction Data”
18-Nov Ian Appel (Boston College) “Active Short Selling by Hedge Funds”
2-Dec Michael Young (U. Missouri) Phantom of the Opera: ETF Shorting and Shareholder Voting
16-Dec Sehoon Kim (Florida) “Sustainability Preferences Under Stress: Evidence from Mutual Fund Flows During COVID-19”

Spring 2021

Date/Video Link Presenter Paper
20-Jan Yi Li (Fed Board) Does Mutual Fund Illiquidity Introduce Fragility into Asset Prices? Evidence from the Corporate Bond Market
3-Feb Han Xia (UT Dallas) “Pump and Dump” through Media Tone: The Role of Cross-Blockholders in Corporate Litigation
17-Feb Simon Glossner (UVA) Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19
3-Mar Feng Zhang (Utah) Return Horizon and Mutual Fund Performance
17-Mar Melissa Porras Prado(Nova School of Business and Economics) Capital Commitment and Investment Decisions: The Role of Mutual Fund Charges
31-Mar Qifei Zhu (NTU) Currency Management by International Fixed Income Mutual Funds
14-Apr Mengqiao Du (Mannheim) Stock Repurchasing Bias of Mutual Funds
28-Apr Wenxi Jiang (CUHK) Global Carbon Divestment and Firms’ Actions