Conference Agenda

Tips to navigate the program:

  • Overview of all papers on a specific day: click on the day (e.g. Date: Thursday, 24/Aug/2017). To download papers, you will need to access the session by clicking on its title first.
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Only Sessions at Location/Venue 
 
 
Session Overview
Date: Thursday, 24/Aug/2017
8:30am
-
10:00am
APT-5: Politics and Policy
Location: O135
Chair: Francesco Sangiorgi, Stockholm School of Economics
 

Preventing Controversial Catastrophes

Steven Baker1, Burton Hollifield2, Emilio Osambela3

1: University of Virginia; 2: Carnegie Mellon University; 3: Federal Reserve Board


Political Cycles and Stock Returns

Lubos Pastor, Pietro Veronesi

University of Chicago


Level and Volatility Shocks to Fiscal Policy: Term Structure Implications

Lorenzo Bretscher1, Alex Hsu2, Andrea Tamoni1

1: London School of Economics; 2: Georgia Institute of Technology

10:30am
-
12:00pm
APT-1: Networks and Learning
Location: O135
Chair: Irina Zviadadze, Stockholm School of Economics
 

Distress Propagation in Networks and Asset Pricing

Andrea Buraschi1, Claudio Tebaldi2

1: Imperial College Business School; 2: Bocconi University


Equilibrium Asset Pricing in Directed Networks

Nicole Branger1, Patrick Konermann2, Christoph Meinerding3, Christian Schlag4

1: University of Muenster; 2: BI Norwegian Business School; 3: Deutsche Bundesbank; 4: Goethe University Frankfurt


Asset Pricing with Learning

Daniel Andrei1, Michael Hasler2, Alexandre Jeanneret3

1: UCLA; 2: University of Toronto; 3: HEC Montréal

3:30pm
-
5:00pm
APT-2: Preferences and Portfolios
Location: O135
Chair: Howard Kung, London Business School
 

Financial Innovation and Asset Prices

Adrian Buss1, Raman Uppal2, Grigory Vilkov3

1: INSEAD; 2: EDHEC; 3: Frankfurt School of Finance and Management


Tail Risk, Robust Portfolio Choice, and Asset Prices

Xing Jin1, Dan Luo2, Xudong Zeng2

1: University of Warwick; 2: Shanghai University of Finance and Economics


Habits and Leverage

Tano Santos1, Pietro Veronesi2

1: Columbia University, NBER, CEPR; 2: University of Chicago, NBER, CEPR

Date: Friday, 25/Aug/2017
8:30am
-
10:00am
APT-3: Market Structure, Information, and Learning
Location: O135
Chair: Ioanid Rosu, HEC Paris
 

Information and Competition with Symmetry

Pete Kyle1, Mina Lee2

1: University of Maryland; 2: Washington University in St. Louis


How Auctions Amplify House-Price Fluctuations

Alina Arefeva

Johns Hopkins University


Learning Through Crowdfunding

Katrin Tinn, Gilles Chemla

Imperial College Business School

10:30am
-
12:00pm
CGE-3: CEO Turnover
Location: O135
Chair: Dirk Jenter, London School of Economics
 

Personal Cost of Executive Turnovers

Kasper Meisner Nielsen

Hong Kong University of Science and Technology


Changing of the Guards: Does Succession Planning Matter?

Dragana Cvijanovic, Nickolay Gantchev, Sunwoo Hwang

UNC Chapel Hill


Powerful Blockholders and CEO Turnover

Chishen Wei, Lei Zhang

Nanyang Technological University

1:30pm
-
3:00pm
FIIE-13: Fire-Sales and Panic
Location: O135
Chair: Oren Sussman, University of Oxford
 

Fire-Sale Spillovers in Debt Markets

Antonio Falato1, Ali Hortaçsu2, Dan Li1, Chae Hee Shin1

1: Federal Reserve Board; 2: University of Chicago


Fire-Sale Cascades - Evidence from the Mutual Fund Industry

Tim Adam, Laurenz Klipper

Humboldt University


The Anatomy of a Banking Panic

Nagpurnanand Prabhala1, Nirupama Kulkarni2

1: University of Maryland; 2: Reserve Bank of India

Date: Saturday, 26/Aug/2017
9:00am
-
10:30am
APT-4: Cross-Sectional Asset Pricing
Location: O135
Chair: Paul Ehling, BI Norwegian Business School
 

Technology Adoption and the Capital Age Spread

Xiaoji Lin1, Berardino Palazzo2, Fan Yang3

1: The Ohio State University; 2: Boston University; 3: University of Connecticut


Labor Rigidity and the Dynamics of the Value Premium

Roberto Marfè

Collegio Carlo Alberto


Asset Collateralizability and the Cross-Section of Expected Returns

Jun Li1, Hengjie Ai2, Kai Li3, Christian Schlag1

1: Goethe University Frankfurt; 2: University of Minnesota; 3: Hong Kong University of Science and Technology

11:00am
-
12:30pm
FIIE-2: Credit Ratings
Location: O135
Chair: Zhihua (Cissy) Chen, Shanghai University of Finance and Economics
 

Reputations and Credit Ratings - Evidence from Commercial Mortgage-Backed Securities

Ramin P. Baghai, Bo Becker

Stockholm School of Economics


Bank Standalone Credit Ratings

Michael R. King1, Steven Ongena2, Nikola Tarashev3

1: Western University; 2: University of Zurich; 3: Bank for International Settlements


Information Sharing and Lender Specialization: Evidence from the U.S. Commercial Lending Market

Jose Maria Liberti1,2, Jason Sturgess2, Andrew Sutherland3

1: Northwestern University; 2: Queen Mary University of London; 3: Massachusetts Institute of Technology


 
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