Chicago Quantitative Alliance


CQA Fall Conference 2019



Event begins: Sep 11, 2019


Event ends: Sep 12, 2019


The annual Fall CQA Conference will be held at the Mid-America Club on the 80th floor of the Aon Building in downtown Chicago.

The Tuesday night reception will be held in downtown Chicago from 7:00  until 9:00 p.m.

Ai HeMore Factors are needed: Evidence from a Simple TestUniversity of South Carolina
Yukun LiuLabor Links and Shock TransmissionsUniversity of Rochester
Johnathan LoudisExpectations in the Cross Section: Stock Price Reeactions to the information and Bias in Analyst Expected ReturnsUniversity of Notre Dame
Keywan Rasekhschaffe/Bob JonesMachine Learning for Stock SelectionGresham Investment Management/SystemTwo
Veronika RockovaDynamic Sparse Factor AnalysisUniversity of Chicago
Ehud RonnUsing Equity, Index and Commodity Options to Obtain Forward-Looking Measures of Equity and Commodity Betas, and Idiosyncratic VarianceUniversity of Texas
Peter NybergAre Return Seasonalities Due to Risk or Mispricing? Evidence from Seasonal ReversalsAalto University
Yingjie QiBig Broad Banks: How Does Cross Selling Affect Lending?CoRSwedish House of Finance
Andrew KlineCannabis Legalization: A Look AheadNational Cannabis Industry Association
Steve Soukop“Election 2020 and the Persistence of the Uniquely American Class War”The Political Forum
Daniel GiamourdisHarvesting Macroeconomic Risk PremiaBank of America Merrill Lynch
Nick Alonso“Defensive Equity/Late Cycle Investing”Panagora
Leigh SneddonSolving AttributionMayfield Investment Solutions

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