Conference Agenda


Program and access to virtual conference

  • All times refer to Brussels/Milan (CEST/UTC+2).
  • Zoom links are visible to registered participants who are logged into the system.
  • Zoom links will be made available 5 min before a session starts. You may have to reload the page to view the links.
  • Check the time zones map.

Please note that all times are shown in the time zone of the conference. The current conference time is: 17th Sept 2021, 05:26:09pm CEST

Zoom links will be made available 5 min before a session starts. You may have to reload the page to view the links.

 
 
Session Overview
Session
APE 02: Derivatives
Time:
Thursday, 26/Aug/2021:
1:30pm - 3:00pm

Session Chair: Christian Wagner, WU Vienna University of Economics and Business
Location: Stream 02

Show help for 'Increase or decrease the abstract text size'
Presentations
ID: 1489

Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks

Fousseni Chabi-Yo1, Chukwuma Dim2, Grigory Vilkov2

1Isenberg School of Management, University of Massachusetts-Amherst; 2Frankfurt School of Finance & Management

Discussant: Johnathan Loudis (University of Notre Dame)

1489-APE-EFA2021-Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks.pdf


ID: 952

Structural Stochastic Volatility

Federico Bandi1, Nicola Fusari1, Roberto Reno2

1Johns Hopkins University, United States of America; 2University of Verona

Discussant: Maria T Gonzalez-Perez (Banco de Espana)

952-APE-EFA2021-Structural Stochastic Volatility.pdf


ID: 821

Testing for Asset Price Bubbles using Options Data

Nicola Fusari1, Robert Jarrow2, Sujan Lamichhane3

1Johns Hopkins University; 2Cornell University; 3Johns Hopkins University

Discussant: Dimitris Papadimitriou (University of Bristol)

821-APE-EFA2021-Testing for Asset Price Bubbles using Options Data.pdf


 
Contact and Legal Notice · Contact Address:
Privacy Statement · Conference: EFA 2021
Conference Software - ConfTool Pro 2.6.141+TC
© 2001 - 2021 by Dr. H. Weinreich, Hamburg, Germany