Conference Agenda

Session Overview

Date: Wednesday, 21/Aug/2024
8:00am - 5:30pm	Registration Desk Location: Radisson
5:30pm - 7:30pm	Registration Desk Location: Reduta Conference attendees may check-in for the Annual Meeting before attending the Welcome Reception to receive their participant badge and other conference material. Refreshments will be served before the concert starting at 18:30.
6:30pm - 10:00pm	Welcome Reception: Welcome Reception offered by Dimensional and Concert (starting at 18.30) Location: Reduta

Date: Thursday, 22/Aug/2024
8:00am - 6:00pm	Registration Desk Location: Radisson & Reduta
9:00am - 10:30am	AP 01: Asset price reactions to FOMC announcements Location: Reduta \| Columned Hall (floor 1) Chair: Pierre Collin-Dufresne	AP 02: Bond habitats and term premia Location: Reduta \| Large Concert Hall (floor 2) Chair: Walker Ray	AP 03: Global networks and currency returns Location: Reduta \| Small Hall (floor 2) Chair: Riccardo Colacito	FI 01: Digital banking Location: Reduta \| Chamber Studio (via courtyard, floor 2) Chair: Leonardo Gambacorta	FI 02: Frictions in the Treasury market Location: Reduta \| Choir Room (via courtyard, floor 2) Chair: Wenhao Li	CF 01: Diversity, equity, and inclusion Location: Radisson \| Symphony Chair: Maria-Teresa Marchica	CF 02: Corporate investment Location: Radisson \| Melody Chair: Ramin P Baghai	CL 01: Corporate responses to climate risk Location: Radisson \| Rhapsody Chair: Marcin Kacperczyk	MM 01: Big data, humans and algorithms Location: Radisson \| Carlton Hall Chair: Sophie Moinas
10:30am - 11:00am	Coffee Break
11:00am - 12:30pm	ECB: Challenges for monetary policy transmission through banks and non-banks Location: Reduta \| Columned Hall (floor 1) Chair: Angela Maddaloni	AP 04: Limits to arbitrage and market efficiency Location: Reduta \| Large Concert Hall (floor 2) Chair: Lorenzo Bretscher	AP 05: Equity and bond returns in the cross section Location: Reduta \| Small Hall (floor 2) Chair: Jennie Bai	FI 03: Monetary policy, credit cycles and financial intermediaries Location: Reduta \| Chamber Studio (via courtyard, floor 2) Chair: Mariassunta Giannetti	FI 04: Banks and fintech Location: Reduta \| Choir Room (via courtyard, floor 2) Chair: Florian Heider	CF 03: Corporate voting Location: Radisson \| Symphony Chair: Vyacheslav Fos	CF 04: Small business finance Location: Radisson \| Melody Chair: Diana Bonfim	CL 02: Financial intermediaries and climate change Location: Radisson \| Rhapsody Chair: Glenn Schepens	HF 01: Educating households Location: Radisson \| Carlton Hall Chair: Samuli Knüpfer
12:30pm - 2:00pm	Lunch
2:00pm - 3:30pm	BIS: Shifts in interest rates and financial system risks Location: Reduta \| Columned Hall (floor 1) Chair: Sebastian Doerr	AP 06: Wealth heterogeneity and asset prices Location: Reduta \| Large Concert Hall (floor 2) Chair: Michael Gallmeyer	AP 07: Stock return predictability Location: Reduta \| Small Hall (floor 2) Chair: Seth Pruitt	FI 05: Mutual fund manager incentives and beliefs Location: Reduta \| Chamber Studio (via courtyard, floor 2) Chair: Simona Abis	FI 06: Bank deposits Location: Reduta \| Choir Room (via courtyard, floor 2) Chair: Richard Stanton	CF 05: Talent flows and firm heterogeneity Location: Radisson \| Symphony Chair: Rui Silva	CF 06: Debt and dilution Location: Radisson \| Melody Chair: Christian Opp	CL 03: Impact investing Location: Radisson \| Rhapsody Chair: Zacharias Sautner	HF 02: Household debt Location: Radisson \| Carlton Hall Chair: Adam Jørring
3:30pm - 4:00pm	Coffee Break
4:00pm - 5:30pm	AP 08: Option pricing Location: Reduta \| Columned Hall (floor 1) Chair: Piotr Orłowski Chair: Xintong Zhan	AP 09: Fiscal policy and financial markets Location: Reduta \| Large Concert Hall (floor 2) Chair: Jian Li	AP 10: Exchange rates and asset allocation Location: Reduta \| Small Hall (floor 2) Chair: Shaojun Zhang	FI 07: Bank deposit fragility and credit Location: Reduta \| Chamber Studio (via courtyard, floor 2) Chair: Kaspar Zimmermann	FI 08: Payments and liquidity provision Location: Reduta \| Choir Room (via courtyard, floor 2) Chair: Iñaki Aldasoro	CF 07: Market structure and market power Location: Radisson \| Symphony Chair: Laurent Fresard	CF 08: Polarization and firms Location: Radisson \| Melody Chair: Marco Grotteria	CL 04: The impact of sustainable finance Location: Radisson \| Rhapsody Chair: Olivier David Zerbib	MM 02: Financial intermediation and informational frictions Location: Radisson \| Carlton Hall Chair: Laurence Daures
6:30pm - 9:30pm	Get Together: Get Together offered by CRSP Location: Slovak National Theatre (modern building)

Date: Friday, 23/Aug/2024
8:00am - 6:00pm	Registration Desk Location: Radisson & Reduta
9:00am - 10:30am	AP 11: Asset prices and the business cycle Location: Reduta \| Columned Hall (floor 1) Chair: Mete Kilic	AP 12: Inflation and asset prices Location: Reduta \| Large Concert Hall (floor 2) Chair: Alexander Michaelides	AP 13: Beliefs and asset prices Location: Reduta \| Small Hall (floor 2) Chair: Cameron Peng	FI 09: Real estate markets Location: Reduta \| Chamber Studio (via courtyard, floor 2) Chair: Lu Liu	FI 10: Access to bank credit Location: Reduta \| Choir Room (via courtyard, floor 2) Chair: Evren ORS	CF 09: VCs and entrepreneurs Location: Radisson \| Symphony Chair: Isil Erel	CF 10: Corporate innovation Location: Radisson \| Melody Chair: Jiri Knesl	CL 05: ESG investing Location: Radisson \| Rhapsody Chair: Pedro Matos	MM 03: Retail order flow Location: Radisson \| Carlton Hall Chair: Ingrid M Werner
10:30am - 11:00am	Coffee Break
11:00am - 12:30pm	NBS: Machine learning methods in finance Location: Reduta \| Columned Hall (floor 1) Chair: Reiner Martin	AP 14: Derivatives Location: Reduta \| Large Concert Hall (floor 2) Chair: Grigory Vilkov	AP 15: Demand-based asset pricing Location: Reduta \| Small Hall (floor 2) Chair: Sebastien Betermier	FI 11: Modern banking: Theory and empirics Location: Reduta \| Chamber Studio (via courtyard, floor 2) Chair: Sascha Steffen	FI 12: Fixed income funds Location: Reduta \| Choir Room (via courtyard, floor 2) Chair: Jaewon Choi	CF 11: R&D, innovation, and value Location: Radisson \| Symphony Chair: Jana Fidrmuc	CF 12: Executives and their incentives Location: Radisson \| Melody Chair: Raghavendra Rau	CL 06: Climate risk Location: Radisson \| Rhapsody Chair: Emirhan Ilhan	HF 03: Information in consumer credit markets Location: Radisson \| Carlton Hall Chair: Gordon Phillips
12:30pm - 2:00pm	Lunch
2:00pm - 3:30pm	NBIM: Understanding the long-run drivers of asset prices Location: Reduta \| Columned Hall (floor 1) Chair: Christian Heyerdahl-Larsen	AP 16: Subjective expectations Location: Reduta \| Large Concert Hall (floor 2) Chair: Stefan Nagel	AP 17: Cross-section of average returns Location: Reduta \| Small Hall (floor 2) Chair: Michela Verardo	FI 13: Monitoring and screening in lending Location: Reduta \| Chamber Studio (via courtyard, floor 2) Chair: Marco Pagano	FI 14: Mutual fund performance Location: Reduta \| Choir Room (via courtyard, floor 2) Chair: Aleksandra Rzeznik	CF 13: Firm restructuring and bankruptcy Location: Radisson \| Symphony Chair: Nadya Malenko	CF 14: ESG and corporate investment Location: Radisson \| Melody Chair: Laura Starks	MM 04: Informed trading Location: Radisson \| Rhapsody Chair: Albert Menkveld	HF 04: New developments in personal finance Location: Radisson \| Carlton Hall Chair: Loriana Pelizzon
3:30pm - 4:00pm	Coffee Break
4:00pm - 5:40pm	GA: General Assembly - Prize Ceremony - Keynote Speech Location: Reduta \| Large Concert Hall (floor 2)
7:00pm - 11:00pm	Conference Dinner Location: Bratislava Castle

Date: Saturday, 24/Aug/2024
8:00am - 10:00am	Registration Desk Location: Radisson & Reduta
9:00am - 10:30am	FI 15: Financial intermediation and the economy Location: Reduta \| Columned Hall (floor 1) Chair: Martina Jasova	AP 18: Cross-section of stock returns and machine learning Location: Reduta \| Large Concert Hall (floor 2) Chair: Svetlana Bryzgalova	AP 19: Political risk in financial markets Location: Reduta \| Small Hall (floor 2) Chair: Pat Akey	FI 16: Trading and financial intermediation Location: Reduta \| Chamber Studio (via courtyard, floor 2) Chair: Falko Fecht	HF 05: Housing and mortgage decisions Location: Reduta \| Choir Room (via courtyard, floor 2) Chair: Francisco Gomes	CF 15: Finance and competition Location: Radisson \| Symphony Chair: Carola Schenone	CF 16: Inequalities in the labor market Location: Radisson \| Melody Chair: Merih Sevilir	CF 17: Principal-agent theory Location: Radisson \| Rhapsody Chair: Marcus Opp	CL 07: Sustainable investment preferences Location: Radisson \| Carlton Hall Chair: Paul Smeets
10:30am - 11:00am	Coffee Break
11:00am - 12:30pm	AP 20: Monetary policy and safe assets Location: Reduta \| Columned Hall (floor 1) Chair: Dejanir Silva Chair: Paymon Khorrami	AP 21: Pricing of credit risk Location: Reduta \| Large Concert Hall (floor 2) Chair: Christian Wagner	AP 22: Asset pricing: ESG investing Location: Reduta \| Small Hall (floor 2) Chair: Kornelia Fabisik	FI 17: Banks and regulation Location: Reduta \| Chamber Studio (via courtyard, floor 2) Chair: Tatyana Marchuk	HF 06: House prices, interest risk, and inflation Location: Reduta \| Choir Room (via courtyard, floor 2) Chair: Martin Berka Chair: Pavel Gertler	CF 18: Politics and finance Location: Radisson \| Symphony Chair: Katya Neretina	CF 19: Firms and financial constraints Location: Radisson \| Melody Chair: Dong Yan	CF 20: Security design and inference Location: Radisson \| Rhapsody Chair: Josef Zechner	MM 05: Dealer markets Location: Radisson \| Carlton Hall Chair: Norman Schuerhoff