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- 2011-2014 Annual Program for Financial Studies Conferences
Friday, March 11, 2016
8:30 a.m.–5:00 p.m. (reception to follow)
The World Room, Columbia University Graduate School of Journalism
2950 Broadway (@ 116th St). 2nd Floor
Financial economists have long been interested in how markets incorporate information. In the last decade, the confluence of improved computational tools and data availability for text analysis have led to new research methods and many important insights into how markets respond to the news media. But how does information become news in the first place? How do choices made by journalists shape the news to which markets react? Organized by Columbia Business School faculty Paul Glasserman, Harry Mamaysky, and Paul Tetlock, this conference will bring together journalists, academics, and finance leaders to exchange perspectives on the dissemination of news and its influence on markets.
For information regarding the conference, contact Melina Robbana, Program Director of the Program for Financial Studies, at 212-851-9473 or [email protected].
For information on sponsorship opportunities, contact Elena Piercy, Executive Director of Corporate and Foundation Relations, at 212-854-6953 or [email protected].
|8:30-8:50am||Registration and light breakfast|
|8:50-9:00||Introductory Remarks: Paul Glasserman, Harry Mamaysky|
|9:00-9:30||Paul Tetlock - The Role of Media in the Stock Market|
|9:30-10:00||David Solomon - Selective Publicity and Stock Prices|
|10:15-10:45||Denis Sosyura - Rumor Has It: Sensationalism in Financial Media|
Panel I: How do journalists choose their stories and influence markets?
Moderator: William Goetzmann
|12:45-1:30||Lunchtime Keynote: Luigi Zingales - The Missing Role of Media in Corporate Governance|
|1:45-2:15||William Goetzmann - Crash Beliefs from Investor Surveys|
|2:15-2:45||Timothy Loughran - Textual Analysis in Finance|
|3:00-3:30||Kathleen McKeown - Automatically Tracking Events in the News|
Panel II: How do markets react to and interpret news?
Moderator: Justin Lahart
Luigi Zingales, Robert C. McCormack Distinguished Service Professor of Entrepreneurship and Finance at the University of Chicago Booth School of Business
Wesley Chan, Director of Stock Selection Research, Acadian
Yin Luo, Managing Director and Global Head of Quantitative Strategy, Deutsche Bank
Olivier Sarfati, Managing Director and Head of US Equity Trading Strategy, Citi
Nathaniel Storch, Co-Founder and CEO, Amenity Analytics LLC
Justin Lahart, “Heard on the Street” Columnist, Wall Street Journal
James B. Stewart, “Common Sense” Columnist, Business Section, The New York Times
Gillian Tett, US Managing Editor, Financial Times
Matt Winkler, Co-Founder and Editor-in-Chief, Bloomberg News
Jason Zweig, Author of the weekly “Intelligent Investor” column, Wall Street Journal
William N. Goetzmann, Edwin J. Beinecke Professor of Finance and Management Studies and Director of the International Center for Finance, Yale School of Management
Tim Loughran, C.R. Smith Professor of Finance, University of Notre Dame Mendoza College of Business
Kathleen McKeown, Henry and Gertrude Rothschild Professor of Computer Science, Columbia University
David Solomon, Assistant Professor of Finance and Business Economics,
University of Southern California Marshall School of Business
Denis Sosyura, Assistant Professor of Finance, University of Michigan Ross School of Business
Paul Tetlock, Professor of Business, Finance and Economics division, Columbia Business School