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6th Symposium on Intelligent Investing

Value Investing

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When
May 19, 2017

Where
London, Ontario

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Format
In-Person

Type
Symposium

The Ben Graham Centre for Value Investing at the Ivey Business School at Western University will hold an academic Symposium on May 19, 2017 in London, Ontario.

The mission of the symposium is to encourage and support academic research and study in areas related to value investing. The presenters will discuss their work on value investing and related topics, such as market anomalies and value vs. growth investing.

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Symposium Organizer and Chair

George Athanassakos, Director, Ben Graham Chair in Value Investing, Ivey Business School

Morning Session: On Market Anomalies

Presenter: Jun Liu, University of California San Diego
Topic: Correlation Ambiguity
Discussant: Alexandre Baptista, George Washington University

Presenter: Hao Jiang, Michigan State University
Topic: Equity Duration: a Puzzle on High Dividend Stocks
Discussant: Samuel Hartzmark, University of Chicago

Presenter: Lu Zhang, Ohio State University
Topic: A Comparison of New Factor Models
Discussant: Georgios Skoulakis, University of British Columbia

Afternoon Session: On Value Investing

Presenter: Adlai Fisher, University of British Columbia
Topic: Media Attention to Macroeconomic Fundamentals: What Drives Attention and What Does it Mean for the Aggregate Stock Market?
Discussant: Craig Dunbar, Western University

Presenter: Charles C.Y. Wang, Harvard University
Topic: Accounting Data, Market Values, and the Cross Section of Expected Returns Worldwide
Discussant: Vasiliki Athanasakou, London School of Economics

Presenter: Lauren Cohen, Harvard University
Topic: Lazy Prices
Discussant: Dana Kiku, University of Illinois at Urbana-Champaign

Sponsors

We would like to thank our sponsors Burgundy Asset Management Ltd., Sionna Investment ManagersThe Center for the Advancement of Value Investing Education and Ivey Business School for their generous support in sponsoring the competition.