FRONTIERS IN QUANTITATIVE FINANCE
Welcome Remarks
Christopher Geczy, Academic Director, Jacobs Levy Center, The Wharton School
Geoffrey Garrett, Dean, The Wharton School
Bruce Jacobs, Principal and Co-Founder, Jacobs Levy Equity Management; Chair of the Advisory Board, Jacobs Levy Center
Jacobs Remarks
Anomaly Time
Presenter:
Matthew Ringgenberg, Associate Professor of Finance, University of Utah
Discussant:
Patricia Dechow, Robert R. Dockson Professor of Business Administration, USC Marshall School of Business
Paper│ Ringgenberg Presentation │ Dechow Presentation
Accounting for the Anomaly Zoo: A Trading Cost Perspective
Presenter:
Andrew Chen, Senior Economist, Federal Reserve Board
Discussant:
Ingrid Tierens, Managing Director, Goldman Sachs
Paper │ Chen Presentation │ Tierens Presentation
Presentation of the 2018 Jacobs Levy Center Research Paper Prizes
Officiants:
Christopher Geczy, Academic Director, Jacobs Levy Center, The Wharton School
Bruce Jacobs, Principal and Co-Founder, Jacobs Levy Equity Management
Ken Levy, Principal and Co-Founder, Jacobs Levy Equity Management
Panel Discussion
Accounting Informativeness: 50 Years Since Ball and Brown
Panelists:
S.P. Kothari, Chief Economist and Director of the Division of Economic and Risk Analysis, U.S. Securities and Exchange Commission
Scott Richardson, Principal, AQR Capital Management
Richard Sloan, Accounting Circle Professor of Accounting, USC Marshall School of Business
David Zion, Research Analyst, Zion Research Group
Moderator:
Catherine Schrand, Celia Z. Moh Professor, The Wharton School
A Production-based Economic Explanation for the Gross Profitability Premium
Presenter:
Leonid Kogan, Nippon Telegraph and Telephone Professor of Management, MIT Sloan School of Management
Discussant:
Jessica Wachter, Richard B. Worley Professor of Financial Management, The Wharton School
Paper │ Kogan Presentation │ Wachter Presentation
Presentation of the 2019 Wharton-Jacobs Levy Prize for Quantitative Financial Innovation to Ray Ball and Philip Brown
Officiants:
Christopher Geczy, Academic Director, Jacobs Levy Center, The Wharton School
Bruce Jacobs, Principal and Co-Founder, Jacobs Levy Equity Management
Ken Levy, Principal and Co-Founder, Jacobs Levy Equity Management
Special Presentation:
Ray Ball, Sidney Davidson Distinguished Service Professor of Accounting, University of Chicago Booth School of Business
Philip Brown, Senior Honorary Research Fellow and Emeritus Professor, University of Western Australia
1968 Paper │ 50th Anniversary Paper │ Jacobs and Levy Remarks │ Ball and Brown Presentation
Closing Remarks
Christopher Geczy, Academic Director, Jacobs Levy Center, The Wharton School