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7th Behavioural Finance and Capital Markets Conference
Conference Announcement

25-26 September 2017, Melbourne, Australia

The Conference is co-supported by La Trobe Business School, CM CRC, Amery Partners, Open Markets, SIRCA, FIRN and PBFJ. Other co-supporters: Hanrahan Vineyard (Yarra Valley), Mt Lofty Ranges Vineyard (Adelaide Hills) and, Serafino Wines (McLaren Vale)

PROGRAM:

Monday 25 September

9:50 - 10:00 Opening Address (TBA)

10:00 - 11:00 Keynote Address 1: Modeling Ignorance: Uncertainty or Complexity?
Peter Bossaerts (The University of Melbourne)

11:00 - 12.30 Roundtable Discussion
The Good, the Bad and the Ugly: Innovations, Disruptive Technologies and the Impact of the Digital Revolution on the Finance Industry
Panel Members: Joseph Barbara (ASIC), Kingsley Jones (Jevons Global) and Alistair G Rew (AMP Capital)

13:30 - 15:00 Session 1: Come and Catch Me, If You Can, If You Dare"
Sensation Seeking, Sports Cars, and Hedge Funds
Stephen Brown (Monash University and NYU Stern School of Business)

Chasing Ghosts: What Determines Flows Into Funds Without Performance Histories
Oleg Chuprinin (University of New South Wales)

Sex, Drugs, and Bitcoin: How Much Illegal Activity is Financed Through Digital Currencies?
Talis J. Putnin, (University of Technology Sydney and Stockholm School of Economics in Riga)

15:30 - 17:30 Session 2: Markets and Strategies: From the Market Motions and CEO's Moods to the Social Messaging
Nonparametric Momentum Strategies
Ghon Rhee (University of Hawai'i)

Should the Interest Rate Level Influence Asset Allocation?
Konark Saxena (University of New South Wales)

Weather-induced Managerial Mood and Corporate Tax Avoidance
Leon Zolotoy (Melbourne Business School, The University of Melbourne) Messaging without a Message: Executive Value and Social Media Rencheng Wang (The University of Melbourne)
17:30 - 18:15 Reception: ‘The Best from Yarra Valley' - Wine Tasting Bev Cowley and Dave Willis (Hanrahan Vineyard, Yarra Valley)

19:00 - 22:00 Gala Dinner (Yarra Room, The Langham Hotel)
Dinner Keynote Address: Cyborg Decision Making for Asset Managers: How to Optimally Integrate Machine and Human Decision Making Simon Russell (Behavioural Finance Australia)

Tuesday 26 September

7:30 - 8:45 Networking Breakfast for Women (sponsored by FIRN and La Trobe BS) Venue TBC

9:00 - 10:30 Session 3: Who Drives Markets' Activities: Professional Investors, Politicians or Lottery Hunters
Stock Market Liquidity and Trading Activity: Is China Different?
Rui Ma (Massey University)

Political Speeches and Stock Market Outcomes
Anastasios Maligkris (University of Miami)

When are Extreme Daily Returns not Lottery? At Earnings Announcements!
Harvey Nguyen (Monash University)

11:00 - 12:30 Session 4: Blessed or Cursed: Six Degrees of Ignorance
Confirming Signals Are Hard to Resist: Blessing and Curse of Information Under Confirmation Bias
Stefanie Schraeder (University of New South Wales)

Level Playing Field or Obfuscation: The Informational Role of Overconfident CEOs
Lei Zhang (Nanyang Technological University)

Curse or Destiny: Superstition and Stock Price Crash Risk
Chia-Feng (Jeffrey) Yu (The University of Adelaide)

13:30 - 14:30 Keynote Address 2: Inefficient Markets
Jacob Goeree (University of New South Wales)

14:30 - 15:30 Session 5: Asset Pricing: New Insights of What One Can(not) See and Predict
Stock Market Volatility-to-Volume Ratio and U.S. Bond Return Predictability
Elvira Sojli (University of New South Wales)

The Role of High Frequency Traders During Mini-Flash Crashes
Paul Lajbcygier (Monash University)

16:00 - 18:00 Session 6: The Dark Side of the Moon: Complex Strategies Designed by Humans and Executed by Robots
Dark Pool Reference Price Latency Arbitrage
Sean Foley (The University of Sydney)

Capacity Constraints in Hedge Funds: The Impact of Cohort Size on Fund Performance
David Gallagher (CM CRC)

Can Complexity and Uncertainty Regarding Superannuation Explain Key Decisions Taken by Beneficiaries?
Necmi Avkiran (The University of Queensland) Spinning the News: Strategic News Releases by CEOs Barry Oliver (The University of Queensland)

18:15 - 19:00 Post-conference Reception: ‘Simply the Best' - Wine Sponsors (TBA)

REGISTRATION/FURTHER INFORMATION: For more information and conference registration go to: https://www.eventbrite.com.au/e/7th-behavioural-finance-and-capital-markets-conference-2017-tickets-35713687601

CONFERENCE CONVENERS: Prof. Petko Kalev - P.Kalev@latrobe.edu.au, Associate Professor Darren Henry - D.Henry@latrobe.edu.au, Dr Jing Zhao - J.Zhao@latrobe.edu.au, Dr Lily Nguyen - Lily.Nguyen@latrobe.edu.au, Dr Michael Li - M.Li@latrobe.edu.au, and Dr Doureige Jurdi - D.Jurdi@latrobe.edu.au

Posted: 9 Sep 2017