Conference Agenda

Please note that all times are shown in the time zone of the conference. The current conference time is: 6th May 2024, 11:33:44am CEST

 
Only Sessions at Location/Venue 
 
 
Session Overview
Location: 1A-33 (floor 1)
Date: Thursday, 17/Aug/2023
8:30am
-
10:00am
AP 03: Networks
Location: 1A-33 (floor 1)
Chair: J. Anthony Cookson, University of Colorado - Boulder
 

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

10:30am
-
12:00pm
AP 06: International Finance
Location: 1A-33 (floor 1)
Chair: Thomas Maurer, The University of Hong Kong
 

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

1:30pm
-
3:00pm
AP 09: Beliefs
Location: 1A-33 (floor 1)
Chair: Andrea Vedolin, Boston University
 

Local Returns and Beliefs about the Stock Market

Tobin Hanspal1,2, Clemens Wagner1,2

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

Date: Friday, 18/Aug/2023
8:30am
-
10:00am
AP 11: Advances in Factor Analysis
Location: 1A-33 (floor 1)
Chair: Esther Eiling, University of Amsterdam
 

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

10:30am
-
12:00pm
FI 09: Innovation in Banking and Payments
Location: 1A-33 (floor 1)
Chair: Xavier Vives, IESE Business School
 

The Demand for Programmable Payments

Charles Kahn1, Maarten van Oordt2,3

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

1:30pm
-
3:00pm
AP 14: Data, Attention, and Liquidity
Location: 1A-33 (floor 1)
Chair: Lubos Pastor, University of Chicago
 

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

Date: Saturday, 19/Aug/2023
9:30am
-
11:00am
AP 17: Government Bond Pricing
Location: 1A-33 (floor 1)
Chair: Christian Wagner, WU Vienna University of Economics and Business
 

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. Nyborg2,3,4

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

11:30am
-
1:00pm
AP 20: Bond Pricing in Credit Markets
Location: 1A-33 (floor 1)
Chair: Florian Nagler, Bocconi University
 

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


 
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