Selected Discussions

• Machine Traders, Human Behavior, and Model (Mis)Specification

  (by Ahmed Guecioueur)

  FIRS 2025

• Market Signals from Social Media

  (by Anthony Cookson, Runjing Lu, William Mullins, and Marina Niessner)

  HK Conference for FinTech, AI, and Big Data 2025

• Style Switching and Asset Pricing

  (by Huaixin Wang)

  CAFM 2024

• Machine Learning as Arbitrage: Can Economics Help Explain AI?

  (by Huahao Lu, Matthew Spiegel, and Hong Zhang)

  SFS Cavalcade Asia-Pacific 2024

• A Dynamic Asset Pricing Model under Trading Costs and Information Asymmetry

  (by Won-chang Choi)

  FMA 2024

• The Value-Relevance of Short-window Fluctuations in Brand Perception

  (by Michael Kimbrough, Frank Wang, Sijing Wei, and Lu Yan)

  HARC 2024

• How Index Funds Reshape Intraday Market Dynamics

  (by Wenxi Jiang, Siyuan Wu, and Chen Yao)

  CICF 2023