Liverpool, United Kingdom
Papers
Trends in disruptive finance
Huy Nguyen Trieu (The Disruptive Group)
Frontiers of Factor Investing
Andrew Ang (BlackRock)
The Blockchain Folk Theorem
Bruno Biais (Toulouse School of Economics)
How blockchain technology will disrupt finance
Campbell Harvey (Duke University)
Bear Beta
Scott Murray (Georgia State University)
Inefficiencies in the pricing of exchange-traded funds
Antti Petajisto (LMR Partners)
A Dynamic Equilibrium Model of ETFs
Semyon Malamud (EPF Lausanne)
Passive Investing: The Role of Securities Lending
Robert Whaley (Vanderbilt University, Owen graduate School of Management)
Do ETFs increase the commonality in liquidity of underlying stocks?
Rabih Moussawi (Villanova University)
Equity Duration: A puzzle on High Dividend Stocks
Zheng Sun (University of California, Irvine)
Detecting repeatable performance
Campbell Harvey (Duke University)