spring-2015-seminar

Spring 2015 Seminar

Risks and Rewards: Searching for Knowledge

March 30 – April 1, 2015
Amelia Beach, Florida

Participant Perspective
Each Q Group Participants’ Perspective puts forward an honest and intelligent impression of what a speaker said that has relevance to the average participant in the audience. The focus of this review is on [1] practical significance to practitioners; [2] appropriateness and rigor of quantitative methods; and [3] novelty of results.

Download the Spring 2015 Seminar Review here.
Download the Spring 2015 Participants’ Perspective here.

Patient Capital Outperformance: The Investment Skill of High Active Share Managers Who Trade Infrequently | Martijn Cremers, University of Notre Dame
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Betting Against Beta or Demand for Lottery? | Scott Murray, University of Nebraska
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The Fundamental Relation Between Equity Returns and Interest Rates | Robert Whitelaw, Stern School of Business, NYU
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Jack L. Treynor 2014 Winners | Joanne M. Hill, Vice President and Chair, Q Group Research Committee and Marc R. Reinganum, Executive Vice President, The Q Group
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The International CAPM Redux |Adrien Verdelhan, Sloan School of Business, MIT
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Purchasing Power with Parities with Online Data |
Alberto Cavallo, MIT Sloan School of Management
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Speaker Presentation

 

Sentiment-Induced Share Returns | Ian Cooper, London Business School
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Do Funds Make More When They Trade More? |
Robert Stambaugh, The Wharton School, University of Pennsylvania
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A Solution to the Palm3Com Spin-Off Puzzles |
Chester Spatt, Carnegie Mellon, Charles M. Jones, Columbia Business School
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Cross-Firm Information Flows | Anna Scherbina, University of California, Davis
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Advances in Risk Measurement, Manager Selection, and Portfolio Construction |
Kent Smetters, The Wharton School, University of Pennsylvania
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