IMPORTANT DATES
  • August 21 - October 1, 2019
  • Paper Submission

  • October 18, 2019
  • Notice of Acceptance

  • November 13 - December 10, 2019
  • Conference Registration

CFTRC2019 Preliminary Conference Program

 

PROGRAM SUMMARY

December 20, 2019

BTG Fragrant Hill Hotel

14:00-18:30

Registration


Lobby, 1/F

18:00-19:30

Conference Reception


Cafe, 1/F

December 21, 2019

BTG Fragrant Hill Hotel

07:30-17:00

Registration


Lobby, 1/F

08:30-10:00

Chinese Session: 大数据

Shuang Qing, 2/F


English Session: Capital Market

Xu Lang, 2/F

10:00-10:15

Coffee Break



10:15-11:45

Chinese Session: 移动支付与区块链

Shuang Qing,   2/F


English Session: Block Chain/Currency

Xu Lang, 2/F

11:45-12:45

Conference Lunch


Cafeteria, 1/F

13:00-14:00

Keynote Speech


Ball Room, 1/F


Zengjian Shang, Editor-in-Chief, Management World


Li Liao, Executive Associate Dean and Chair Professor of Finance, Tsinghua University PBC School of Finance

Chair, Tsinghua University Institute for Fintech Research

14:00-14:15

Coffee Break



14:15-15:45

Chinese Session: 机器学习

Shuang Qing, 2/F


English Session: Loan

Xu Lang, 2/F

15:45-16:00

Coffee Break



16:00-18:00

Chinese Session: 网贷与众筹

Shuang Qing, 2/F


English Session: Other Frontiers

Xu Lang, 2/F

 

ACADEMIC SESSIONS

08:30 - 10:00

中文分会:大数据 - 二层双清厅

分会主席:周铭山,西南财经大学

 

基于新闻大数据与机器学习的中国银行业系统性风险度量与预警机制研究

范小云,南开大学

王业东,南开大学

王道平,南开大学

 

基于Text-CNN模型的散户投资者情绪指数与股指关系研究

,南京航空航天大学

,南京航空航天大学

何呈琳,南京航空航天大学

刘晓星,东南大学

 

洞烛机先:另类数据的信息含量研究

理,清华大学

崔向博,清华大学

琼,清华大学

 

评论人:

倪 剑,西南财经大学

李 平,北京航空航天大学

彭红枫,山东财经大学

 

English Session: Machine Learning - Xu Lang, 2/F

Session Chair: Xiaoyan Zhang, Tsinghua University

 

Machine Learning versus Economic Restrictions: Evidence from Stock Return Predictability

Doron Avramov, The Interdisciplinary Center Herzliya

Si Cheng, The Chinese Hong Kong University

Lior Metzker, The Hebrew University of Jerusalem

 

Portfolio Rotation via Machine Learning

Xingkong Wei, Tsinghua University

Huihang Wu, Tsinghua University

Xiaoyan Zhang, Tsinghua University

 

The Structure of Economic News

Leland Bybee, Yale University

Bryan Kelly, Yale University, AQR Capital Management and NBER

Asaf Manela, Washington University in St. Louis

Dacheng Xiu, University of Chicago

 

Discussants:

Shujing Wang, Tongji University

Fuwei Jiang, Central University of Finance and Economics 

Ke Liao, Wuhan University 

 

10:15 - 11:45

中文分会:移动支付与区块链 - 二层双清厅

分会主席:尹志超,首都经济贸易大学

 

移动支付能否成为消费升级的助推器

尹志超,首都经济贸易大学

,首都经济贸易大学

 

PoW区块链网络的不稳定性——基于比特币网络的实证研究

唐敦哲,清华大学

王靖雯,清华大学

平,清华大学

 

信息时代下互联网发展对我国资本市场金融风险影响的研究

瑶,清华大学

,清华大学

灿,香港中文大学

 

评论人

张海洋,对外经济贸易大学

曾 燕,中山大学

高昊宇,中国人民大学

 

English Session: Block Chain/Currency - Xu Lang, 2/F

Session Chair: Zhan Shi, Tsinghua University

 

Central Bank Digital Currency: A Corporate Finance Perspective

Mei Dong, University of Melbourne

Sylvia Xiaolin Xiao, Peking University

 

Asset Pricing on Blockchain: Slow Moving Capital, Momentum, and Bubbles of Cryptocurrencies

David Dexin Hou, Tsinghua University

Jennifer Jie Li, Shanghai Jiaotong University

Li Liao, Tsinghua University

Hong Zhang, Tsinghua University

 

Cryptocurrency Pump-and-Dump Schemes

Tao Li, University of Florida

Donghwa Shin, Princeton University

Baolian Wang, University of Florida

 

Discussants: 

Wei Jiang, The Hong Kong University of Science and Technology

Qiyu Wang, Zhejiang University of Finance and Economics

Xiaomeng Lu, Shanghai Jiao Tong University

 

14:15 - 15:45

中文分会:机器学习 - 二层双清厅

分会主席:史永东,东北财经大学

 

机器学习视角下中国股票资产收益率可预测性研究

吴辉航,清华大学

魏行空,清华大学

张晓燕,清华大学

 

竞争战略,盈余质量与生命周期——基于文本分析的实证研究

楠,西安交通大学

邱芳娟,西安交通大学

鹏,西安交通大学


基于元学习的财务舞弊识别模型

张学勇,中央财经大学

,中央财经大学

 

评论人:

李 斌,武汉大学

林 兟,清华大学

黄文礼,浙江财经大学

 

English Session: Loan - Xu Lang, 2/F

Session Chair: Yi Huang, The Graduate Institute, Geneva

 

Do FinTech Lenders Fairly Allocate Loans Among Investors? Quid Pro Quo and Regulatory Scrutiny in Marketplace Lending

Liting Chiu, University at Buffalo and The State University of New York

Brian Wolfe, University at Buffalo and The State University of New York

Woongsun Yoo, Saginaw Valley State University

 

Information Asymmetry and Strategic Early Bidding in Peer-to-Peer Lending

Kai Lu, University of Science and Technology of China

Zaiyan Wei, Purdue University

Tat Y. Chan, Washington University in St. Louis

 

Government Affiliation and Peer-to-Peer Lending Platforms in China

Jinglin Jiang, Tsinghua University

Li Liao, Tsinghua University

Zhengwei Wang, Tsinghua University

Xiaoyan Zhang, Tsinghua University

 

Discussants:

Jaeyoon Lee, Fudan University

Jinyu Liu, University of International Business and Economics

Haoyu Gao, Renmin University of China

 

16:00 - 18:00

中文分会:网贷与众筹 - 二层双清厅

分会主席:王正位,清华大学

 

数字普惠金融是否呵护了弱势群体——来自一带一路发展中国家的证据

田利辉,南开大学

政,南开大学

 

消费信贷市场上的信息不对称问题——来自我国现金贷平台的经验证据

刘宇璠,清华大学

王正位,清华大学

 

事了扶衣去,深藏功与名——众筹的无私捐赠与信号隐藏行为研究

,四川农业大学

 

信任与捐赠:社会网络在捐赠型众筹中的认证作用

王正位,清华大学

王新程,清华大学

 

评论人:

李鹏飞,清华大学

危 平,中南大学

孙 琼,清华大学

易行健,广东外语外贸大学

 

English Session: Other Frontiers - Xu Lang, 2/F

Session Chair: Jianfeng Yu, Tsinghua University

 

The Economic Impact of Distributing Financial Products on Third-Party Online Platforms

Claire Yurong Hong, Shanghai Jiao Tong University

Xiaomeng Lu, Shanghai Jiao Tong University

Jun Pan, Shanghai Jiao Tong University

 

Machine Invasion: Automation in Information Processing and the Cross-Section of Stock Returns

Raunaq S. Pungaliya, Sungkyunkwan University

Yanbo Wang, Sungkyunkwan University

 

The Electronic Evolution of Corporate Bond Dealers

Maureen O’Hara, Cornell University

Alex Xing Zhou, Federal Reserve Board

 

Oil Volatility Effect on Stock Networking

Liyan Han, Beihang University

Qiuna Lv, Beihang University

Libo Yin, Central University of Finance and Economics

 

Discussants:

Yi Huang, The Graduate Institute, Geneva

Tao Huang, Beijing Normal University-Hong Kong Baptist University United International College

Grace Xing Hu, Tsinghua University

Hong Liu, Washington University in St. Louis