Bristol Financial Markets Conference on “Asset Pricing and Investor Trading Behaviour"

1 October 2022, 9.00 AM - 1 October 2022, 5.30 PM

Clayton Hotel, Broad Street, BS1 2EQ

The Financial Markets Research Group at the University of Bristol Business School is hosting an in-person one-day conference on Saturday 1 October 2022. The theme of the conference is “Asset pricing and investor trading behaviour” and is organised around two keynote presentations and a further six presentations on topics that include: disclosure and financial markets; heterogeneous traders; asset pricing models; and informational dynamics in financial markets.

The provisional list of speakers and titles is:

  • Vikas Agarwal (Georgia State): Mandatory Portfolio Disclosure in the Asset Management Industry
  • Christopher Polk (LSE): The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation
  • Roberto Gomez-Cram (LBS): Do Market Prices Reflect Biased Information? Evidence From Voluntary Corporate Disclosures
  • Olga Kolokolova (Manchester): Advisor-hedge Fund Connections and Their Role in M & A
  • Alberto Manconi (Bocconi): A Parsimonious Explanation for Momentum Based on the Merton Model
  • Savitar Sundaresan (Imperial): (In)efficiency in Information Acquisition and Aggregation through Prices
  • Marta Szymanowska (Erasmus): Long-Run Consumption and Inflation Risks in Stock and Bond Returns
  • Irina Zviadadze (HEC Paris): What Is Missing in Asset Pricing Factor Models

The conference will provide an opportunity for the speakers to showcase their research and interact in-person with other researchers around the conference theme. The conference venue is the Clayton Hotel, Broad Street, BS1 2EQ which is located in the historic city of Bristol at the walls of St. Johns. The hotel’s location is right in the heart of the city close to Bristol Harbourside with its abundance of social facilities just a short stroll away.

Contact information

  • Registration fee £70;
  • Tickets available through the University of Bristol online shop.
  • Registration deadline: 20 September 2022.

Any further queries or questions, please email

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