Conference Time: 2nd June 2024, 04:58:13pm CEST
Conference Agenda
Please note that all times are shown in the time zone of the conference. The current conference time is: 2nd June 2024, 04:58:13pm CEST
6:30pm - 10:00pm |
Welcome Reception: Welcome Reception + Concert (starting at 18.30)
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9:00am - 10:30am |
AP 01: Asset price reactions to FOMC announcements Location: Reduta | Columned Hall (floor 1) Chair: Pierre Collin-Dufresne, EPFL and Swiss Finance Institute
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AP 02: Bond habitats and term premia Location: Reduta | Large Concert Hall (floor 2) Chair: Walker Ray, London School of Economics
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AP 03: Global networks and currency returns Location: Reduta | Small Hall (floor 2) Chair: Riccardo Colacito, University of North Carolina at Chapel Hill
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FI 01: Digital banking Location: Reduta | Chamber Studio (via courtyard, floor 2) Chair: Leonardo Gambacorta, Bank for International Settlements
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FI 02: Frictions in the Treasury market Location: Reduta | Choir Room (via courtyard, floor 2) Chair: Wenhao Li, USC Marshall School of Business
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CF 01: Diversity, equity, and inclusion Location: Radisson | Symphony Chair: Maria-Teresa Marchica, Alliance Manchester Business School
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CF 02: Corporate investment Location: Radisson | Melody Chair: Ramin P Baghai, Stockholm School of Economics
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CL 01: Corporate responses to climate risk Location: Radisson | Rhapsody Chair: Marcin Kacperczyk, Imperial College London
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MM 01: Big data, humans and algorithms Location: Radisson | Carlton Hall Chair: Sophie Moinas, Toulouse School of Economics
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10:30am - 11:00am |
Coffee Break
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11:00am - 12:30pm |
ECB: Challenges for monetary policy transmission through banks and non-banks Location: Reduta | Columned Hall (floor 1) Chair: Angela Maddaloni, European Central Bank
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AP 04: Limits to arbitrage and market efficiency Location: Reduta | Large Concert Hall (floor 2) Chair: Lorenzo Bretscher, University of Lausanne
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AP 05: Equity and bond returns in the cross section Location: Reduta | Small Hall (floor 2) Chair: Jennie Bai, Georgetown University
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FI 03: Monetary policy, credit cycles and financial intermediaries Location: Reduta | Chamber Studio (via courtyard, floor 2) Chair: Mariassunta Giannetti, Stockholm School of Economics
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FI 04: Banks and fintech Location: Reduta | Choir Room (via courtyard, floor 2) Chair: Florian Heider, LIF-SAFE & Goethe University Frankfurt
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CF 03: Corporate voting Location: Radisson | Symphony Chair: Vyacheslav Fos, Boston College
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CF 04: Small business finance Location: Radisson | Melody Chair: Diana Bonfim, Banco de Portugal, ECB and Católica Lisbon
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CL 02: Financial intermediaries and climate change Location: Radisson | Rhapsody Chair: Glenn Schepens, European Central Bank
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HF 01: Educating households Location: Radisson | Carlton Hall Chair: Samuli Knüpfer, Aalto University School of Business
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12:30pm - 2:00pm |
Lunch
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2:00pm - 3:30pm |
BIS: Shifts in interest rates and financial system risks Location: Reduta | Columned Hall (floor 1) Chair: Sebastian Doerr, Bank for International Settlements
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AP 06: Wealth heterogeneity and asset prices Location: Reduta | Large Concert Hall (floor 2) Chair: Michael Gallmeyer, University of Virginia
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AP 07: Stock return predictability Location: Reduta | Small Hall (floor 2) Chair: Seth Pruitt, Arizona State University
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FI 05: Mutual fund manager incentives and beliefs Location: Reduta | Chamber Studio (via courtyard, floor 2) Chair: Simona Abis, University of Colorado Boulder
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FI 06: Bank deposits Location: Reduta | Choir Room (via courtyard, floor 2) Chair: Richard Stanton, U.C. Berkeley
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CF 05: Talent flows and firm heterogeneity Location: Radisson | Symphony Chair: Rui Silva, Nova School of Business and Economics
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CF 06: Debt and dilution Location: Radisson | Melody Chair: Christian Opp, Simon Business School
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CL 03: Impact investing Location: Radisson | Rhapsody Chair: Zacharias Sautner, University of Zurich
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HF 02: Household debt Location: Radisson | Carlton Hall Chair: Adam Jørring, Boston College
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3:30pm - 4:00pm |
Coffee Break
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4:00pm - 5:30pm |
AP 08: Option pricing Location: Reduta | Columned Hall (floor 1) Chair: Piotr Orłowski, HEC Montreal Chair: Xintong Zhan, Fudan University
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AP 09: Fiscal policy and financial markets Location: Reduta | Large Concert Hall (floor 2) Chair: Jian Li, Columbia University
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AP 10: Exchange rates and asset allocation Location: Reduta | Small Hall (floor 2) Chair: Shaojun Zhang, The Ohio State University
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FI 07: Bank deposit fragility and credit Location: Reduta | Chamber Studio (via courtyard, floor 2) Chair: Kaspar Zimmermann, Frankfurt School of Finance & Management
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FI 08: Payments and liquidity provision Location: Reduta | Choir Room (via courtyard, floor 2) Chair: Iñaki Aldasoro, Bank for International Settlements
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CF 07: Market structure and market power Location: Radisson | Symphony Chair: Laurent Fresard, USI Lugano
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CF 08: Polarization and firms Location: Radisson | Melody Chair: Marco Grotteria, London Business School
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CL 04: The impact of sustainable finance Location: Radisson | Rhapsody Chair: Olivier David Zerbib, CREST, ENSAE, Institut Polytechnique de Paris
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MM 02: Financial intermediation and informational frictions Location: Radisson | Carlton Hall Chair: Laurence Daures, ESSEC Business School
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6:30pm - 9:30pm |
Get Together: Get Together offered by CRSP
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9:00am - 10:30am |
AP 11: Asset prices and the business cycle Location: Reduta | Columned Hall (floor 1) Chair: Mete Kilic, University of Southern California, Marshall School of Business
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AP 12: Inflation and asset prices Location: Reduta | Large Concert Hall (floor 2) Chair: Alexander Michaelides, Imperial College London
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AP 13: Beliefs and asset prices Location: Reduta | Small Hall (floor 2) Chair: Cameron Peng, London School of Economics
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FI 09: Real estate markets Location: Reduta | Chamber Studio (via courtyard, floor 2) Chair: Lu Liu, University of Pennsylvania
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FI 10: Access to bank credit Location: Reduta | Choir Room (via courtyard, floor 2) Chair: Evren ORS, HEC Paris
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CF 09: VCs and entrepreneurs Location: Radisson | Symphony Chair: Isil Erel, The Ohio State University
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CF 10: Corporate innovation Location: Radisson | Melody Chair: Jiri Knesl, University of Oxford, Said Business School
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CL 05: ESG investing Location: Radisson | Rhapsody Chair: Pedro Matos, University of Virginia
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MM 03: Retail order flow Location: Radisson | Carlton Hall Chair: Ingrid M Werner, The Ohio State University
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10:30am - 11:00am |
Coffee Break
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11:00am - 12:30pm |
NBS: Machine learning methods in finance Location: Reduta | Columned Hall (floor 1) Chair: Reiner Martin, National Bank of Slovakia
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AP 14: Derivatives Location: Reduta | Large Concert Hall (floor 2) Chair: Grigory Vilkov, Frankfurt School of Finance and Management gGmbH
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AP 15: Demand-based asset pricing Location: Reduta | Small Hall (floor 2) Chair: Sebastien Betermier, McGill University
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FI 11: Modern banking: Theory and empirics Location: Reduta | Chamber Studio (via courtyard, floor 2) Chair: Sascha Steffen, Frankfurt School
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FI 12: Fixed income funds Location: Reduta | Choir Room (via courtyard, floor 2) Chair: Jaewon Choi, Seoul National University
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CF 11: R&D, innovation, and value Location: Radisson | Symphony Chair: Jana Fidrmuc, Warwick Business School
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CF 12: Executives and their incentives Location: Radisson | Melody Chair: Raghavendra Rau, University of Cambridge
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CL 06: Climate risk Location: Radisson | Rhapsody Chair: Emirhan Ilhan, National University of Singapore
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HF 03: Information in consumer credit markets Location: Radisson | Carlton Hall Chair: Gordon Phillips, Dartmouth College
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12:30pm - 2:00pm |
Lunch
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2:00pm - 3:30pm |
NBIM: Understanding the long-run drivers of asset prices Location: Reduta | Columned Hall (floor 1) Chair: Christian Heyerdahl-Larsen, BI Norwegian Business School
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AP 16: Subjective expectations Location: Reduta | Large Concert Hall (floor 2) Chair: Stefan Nagel, University of Chicago
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AP 17: Cross-section of average returns Location: Reduta | Small Hall (floor 2) Chair: Michela Verardo, London School of Economics and Political Science
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FI 13: Monitoring and screening in lending Location: Reduta | Chamber Studio (via courtyard, floor 2) Chair: Marco Pagano, Università degli Studi di Napoli Federico II
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FI 14: Mutual fund performance Location: Reduta | Choir Room (via courtyard, floor 2) Chair: Aleksandra Rzeznik, York University
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CF 13: Firm restructuring and bankruptcy Location: Radisson | Symphony Chair: Nadya Malenko, Boston College
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CF 14: ESG and corporate investment Location: Radisson | Melody Chair: Laura Starks, The University of Texas at Austin
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MM 04: Informed trading Location: Radisson | Rhapsody Chair: Albert Menkveld, Vrije Universiteit Amsterdam
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HF 04: New developments in personal finance Location: Radisson | Carlton Hall Chair: Loriana Pelizzon, Leibniz Institute for Financial Research SAFE
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3:30pm - 4:00pm |
Coffee Break
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4:00pm - 5:40pm |
GA: General Assembly - Prize Ceremony - Keynote Address
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7:00pm - 11:00pm |
Conference Dinner
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9:00am - 10:30am |
FI 15: Financial intermediation and the economy Location: Reduta | Columned Hall (floor 1) Chair: Martina Jasova, Barnard College, Columbia University
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AP 18: Cross-section of stock returns and machine learning Location: Reduta | Large Concert Hall (floor 2) Chair: Svetlana Bryzgalova, London Business School
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AP 19: Political risk in financial markets Location: Reduta | Small Hall (floor 2) Chair: Pat Akey, University of Toronto
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FI 16: Trading and financial intermediation Location: Reduta | Chamber Studio (via courtyard, floor 2) Chair: Falko Fecht, Deutsche Bundesbank
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HF 05: Housing and mortgage decisions Location: Reduta | Choir Room (via courtyard, floor 2) Chair: Francisco Gomes, London Business School
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CF 15: Finance and competition Location: Radisson | Symphony Chair: Carola Schenone, University of Virginia
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CF 16: Inequalities in the labor market Location: Radisson | Melody Chair: Merih Sevilir, Halle Institute for Economic Research and ESMT-Berlin
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CF 17: Principal-agent theory Location: Radisson | Rhapsody
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CL 07: Sustainable investment preferences Location: Radisson | Carlton Hall Chair: Paul Smeets, University of Amsterdam
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10:30am - 11:00am |
Coffee Break
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11:00am - 12:30pm |
AP 20: Monetary policy and safe assets Location: Reduta | Columned Hall (floor 1) Chair: Dejanir Silva, Purdue University
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AP 21: Pricing of credit risk Location: Reduta | Large Concert Hall (floor 2) Chair: Christian Wagner, WU Vienna University of Economics and Business
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AP 22: Asset pricing: ESG investing Location: Reduta | Small Hall (floor 2) Chair: Kornelia Fabisik, University of Bern
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FI 17: Banks and regulation Location: Reduta | Chamber Studio (via courtyard, floor 2) Chair: Tatyana Marchuk, BI Norwegian Business School
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HF 06: House prices, interest risk, and inflation Location: Reduta | Choir Room (via courtyard, floor 2) Chair: Martin Berka, Massey University
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CF 18: Politics and finance Location: Radisson | Symphony Chair: Katya Neretina, Bocconi University
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CF 19: Firms and financial constraints Location: Radisson | Melody Chair: Dong Yan, Erasmus University
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CF 20: Security design and inference Location: Radisson | Rhapsody Chair: Josef Zechner, WU Vienna University of Economics and Business
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MM 05: Dealer markets Location: Radisson | Carlton Hall Chair: Norman Schuerhoff, SFI at University of Lausanne
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