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Session Overview | |
Location: Auditorium (floor 1) |
Date: Thursday, 17/Aug/2023 | |
8:30am - 10:00am |
AP 02: Preferences, biases, and asset pricing Location: Auditorium (floor 1) Chair: Alireza Tahbaz-Salehi, Northwestern University Asset Pricing with Complexity 1: Utrecht University; 2: University of Melbourne Identifying preference for early resolution from asset prices 1: University of Wisconsin, United States of America; 2: Duke University; 3: University of Hong Kong Dynamic Trading and Asset Pricing with Time-Inconsistent Agents BI Norwegian Business School, Norway |
10:30am - 12:00pm |
AP 05: Stock Price Drivers Location: Auditorium (floor 1) Chair: Jules H. van Binsbergen, The University of Pennsylvania Dogs and cats living together: A defense of cash-flow predictability Arizona State University, United States of America The Optimal Stock Valuation Ratio 1: Harvard Business School; 2: New York University Government Policy Announcement Return 1: University of Hong Kong, Hong Kong S.A.R. (China); 2: University of Wisconsin Madison |
1:30pm - 3:00pm |
AP 08: Intermediaries and International Capital Markets (co-chaired by BlackRock) Location: Auditorium (floor 1) Chair: Egle Karmaziene, Vrije Universiteit Amsterdam Chair: Monique Donders, BlackRock Intermediary Balance Sheets and the Treasury Yield Curve 1: University of Chicago and FRBNY; 2: Stanford University; 3: University of Southern California Foreign Exchange Intervention with UIP and CIP Deviations: The Case of Small Safe Haven Economies HEC-Lausanne (University of Lausanne), Switzerland Can Time-Varying Currency Risk Hedging Explain Exchange Rates? 1: University of Geneva, Switzerland; 2: Swiss Finance Institute; 3: CEPR |
Date: Friday, 18/Aug/2023 | |
8:30am - 10:00am |
BIS: Digital Assets and The Future of Finance Location: Auditorium (floor 1) Chair: Andreas Schrimpf, Bank for International Settlements Can Stablecoins be Stable? 1: Stockholm School of Economics, Sweden; 2: Chicago Booth Stablecoin Runs 1: Columbia Business School, United States of America; 2: Wharton; 3: Chicago Booth Keeping Up in the Digital Era: How Mobile Technology Is Reshaping the Banking Sector Southern Methodist University, United States of America |
10:30am - 12:00pm |
ECB: The Risks of Soaring Inflation and Policy Rate Hikes Location: Auditorium (floor 1) Chair: Angela Maddaloni, European Central Bank (In)dependent Central Banks 1: Bayes Business School and CEPR; 2: University of Essex; 3: Rotterdam School of Management, Erasmus University, Netherlands, The; 4: Imperial College London and CEPR Liquidity Dependence: Why Shrinking Central Bank Balance Sheets is an Uphill Task 1: NYU Stern School of Business; 2: University of Chicago Booth School of Business; 3: Frankfurt School of Finance & Management Money Markets and Bank Lending: Evidence from the Tiering Adoption 1: Stockholm School of Economics, Sweden; 2: European Central Bank |
1:30pm - 3:00pm |
NBIM: Understanding the Long-Run Drivers of Asset Prices Location: Auditorium (floor 1) Chair: Christian Heyerdahl-Larsen, BI Norwegian Business School Market Power in the Securities Lending Market 1: University of Rochester & NBER; 2: University of Rochester; 3: Purdue University The Financial Premium Copenhagen Business School, Denmark Asset Demand of U.S. Households 1: Chicago Booth, United States of America; 2: Harvard University; 3: Princeton University |
Date: Saturday, 19/Aug/2023 | |
9:30am - 11:00am |
AP 16: Short Sales Location: Auditorium (floor 1) Chair: Adam Reed, Kenan-Flagler Business School - UNC Short Covering 1: Owen Graduate School of Management, Vanderbilt University, United States of America; 2: Zicklin School of Business, Baruch College - CUNY, United States of America; 3: University of Utah, United States of America, United States of America; 4: Driehaus College of Business, DePaul University, United States of America Geographic Proximity in Short Selling 1: Renmin University of China; 2: University of St.Gallen and Swiss Finance Institute Anomalies and Their Short-Sale Costs 1: University of Illinois at Urbana-Champaign; 2: Michigan State University; 3: Canadian Derivatives Institute |
11:30am - 1:00pm |
AP 19: Asset Pricing Impacts of US Monetary Policy Location: Auditorium (floor 1) Chair: Harald Hau, University of Geneva Safe Asset Scarcity and Monetary Policy Transmission 1: Banque de France; 2: University of Virginia - Darden School of Business Monetary Policy and Financial Stability Wharton School, United States of America Can the Fed Control Inflation? Stock Market Implications 1: McGill University, Canada; 2: University of Texas at Dallas, United States of America |