Conference Agenda

Finfluencers

Ali Kakhbod¹, Seyed Mohammad Kazempour², Dmitry Livdan³, Norman Schuerhoff⁴

1: University of California, Berkeley; 2: Rice University; 3: University of California, Berkeley and CEPR; 4: University of Lausanne, SFI, and CEPR

It's a Small World: Social Ties, Comovements, and Predictable Returns

Lin Peng¹, Sheridan Titman², Muhammed Yonac³, Dexin Zhou¹

1: Zicklin School of Business, Baruch College/CUNY; 2: McCombs School of Business, The University of Texas at Austin; 3: University of Bristol Business School

Expert Network Calls

Sean Cao¹, Clifton Green², Lijun Lei³, Shaojun Zhang⁴

1: University of Maryland; 2: Emory University; 3: University of North Carolina, Greensboro; 4: Ohio State University

Capital Flows and the Real Effects of Corporate Rollover Risk

Leonardo Elias

Federal Reserve Bank of New York, United States of America

Corporate Basis and Demand for U.S. Dollar Assets

Grace Xing Hu¹, Zhan Shi¹, Ganesh Viswanath-Natraj², Junxuan Wang²

1: Tsinghua University, China, People's Republic of; 2: University of Warwick

Subjective Risk Premia in Bond and FX Markets

Paul Whelan¹, Ilaria Piatti², Daniel Pesch³

1: Copenhagen Business School; 2: Queen Mary University of London; 3: Oxford Said Business School

Local Returns and Beliefs about the Stock Market

Tobin Hanspal^1,2, Clemens Wagner^1,2

1: WU Vienna University of Economics and Business; 2: Vienna Graduate School of Finance (VGSF)

Economic Growth through Diversity in Beliefs

Christian Heyerdahl-Larsen², Philipp Illeditsch¹, Howard Kung³

1: Texas A&M University, United States of America; 2: BI Norwegian Business School; 3: London Business School

Expectation-Driven Term Structure of Equity and Bond Yields

Ming Zeng¹, Guihai Zhao²

1: University of Gothenburg - Centre for Finance, Sweden; 2: Bank of Canada

Anomaly or Possible Risk Factor? Simple-To-Use Tests

Benjamin Holcblat¹, Abraham Lioui², Michael Weber³

1: University of Luxembourg, Luxembourg; 2: EDHEC Business School; 3: Booth School of Business, University of Chicago, CEPR, and NBER

Asset-Pricing Factors with Economic Targets

Svetlana Bryzgalova¹, Victor DeMiguel¹, Sicong Li¹, Markus Pelger²

1: London Business School; 2: Stanford University

Inflation Surprises in the Cross-section of Equity Returns

Antonio Gil de Rubio Cruz, Emilio Osambela, Berardino Palazzo, Francisco Palomino, Gustavo Suarez

Board of Governors of the Federal Reserve System, United States of America

The Demand for Programmable Payments

Charles Kahn¹, Maarten van Oordt^2,3

1: University of Illinois, United States; 2: Tinbergen Institute, the Netherlands; 3: VU Amsterdam, the Netherlands

Stablecoins and short-term funding markets

Jean Barthélémy, Paul Gardin, Benoit Nguyen

Banque de France, France

Lending and monitoring: Big Tech vs Banks.

Matthieu Bouvard¹, Catherine Casamatta¹, Rui Xiong²

1: Toulouse School of Economics, France; 2: Toulouse School of Management, France

Valuing Financial Data

Maryam Farboodi¹, Dhruv Singal², Laura Veldkamp², Venky Venkateswaran³

1: MIT; 2: Columbia Business School; 3: NYU, Stern

Wealth Dynamics and Financial Market Power

Daniel Neuhann, Michael Sockin

University of Texas - Austin, United States of America

Media Narratives and Price Informativeness

Chukwuma Dim², Francesco Sangiorgi¹, Grigory Vilkov¹

1: Frankfurt School of Finance and Management gGmbH, Germany; 2: George Washington University

Is the bond market competitive? Evidence from the ECB's asset purchase programme

Johannes Breckenfelder¹, Pierre Collin-Dufresne², Stefano Corradin³

1: European Central Bank, Germany; 2: EPFL; 3: European Central Bank, Germany

Robust Difference-in-differences Analysis when there is a Term Structure

Jiri Woschitz¹, Kjell G. Nyborg^2,3,4

1: BI Norwegian Business School, Norway; 2: University of Zurich; 3: Swiss Finance Institute; 4: CEPR

Shrinking the Term Structure

Damir Filipovic², Markus Pelger¹, Ye Ye¹

1: Stanford, United States of America; 2: EPFL and Swiss Finance Institute

Breaking the Correlation between Corporate Bonds and Stocks: The Role of Asset Variance

Alexandre Jeanneret¹, Alexander Dickerson², Philippe Mueller², Mathieu Fournier¹

1: University of New South Wales, Australia; 2: Warwick Business School

Pushing Bonds Over the Edge: Monetary Policy and Municipal Bond Liquidity

John Bagley¹, Stefan Gissler², Kent Hiteshew³, Ivan Ivanov⁴

1: MSRB; 2: Federal Reserve Board; 3: Affiliation not Provided; 4: FRB Chicago

Implementable Corporate Bond Portfolios

Giorgio Ottonello¹, Maximilian Bredendiek², Rossen Valkanov³

1: Nova School of Business and Economics, Portugal; 2: Independent; 3: Rady School of Management, University of California San Diego