Conference Agenda

Please note that all times are shown in the time zone of the conference. The current conference time is: 2nd June 2024, 05:51:31pm CEST

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Session Overview

Date: Wednesday, 21/Aug/2024
6:30pm - 10:00pm	Welcome Reception: Welcome Reception + Concert (starting at 18.30)

Date: Thursday, 22/Aug/2024
9:00am - 10:30am	AP 01: Asset price reactions to FOMC announcements Location: Reduta | Columned Hall (floor 1) Session Chair: Pierre Collin-Dufresne, EPFL and Swiss Finance Institute
9:00am - 10:30am	AP 02: Bond habitats and term premia Location: Reduta | Large Concert Hall (floor 2) Session Chair: Walker Ray, London School of Economics
9:00am - 10:30am	AP 03: Global networks and currency returns Location: Reduta | Small Hall (floor 2) Session Chair: Riccardo Colacito, University of North Carolina at Chapel Hill
9:00am - 10:30am	FI 01: Digital banking Location: Reduta | Chamber Studio (via courtyard, floor 2) Session Chair: Leonardo Gambacorta, Bank for International Settlements
9:00am - 10:30am	FI 02: Frictions in the Treasury market Location: Reduta | Choir Room (via courtyard, floor 2) Session Chair: Wenhao Li, USC Marshall School of Business
9:00am - 10:30am	CF 01: Diversity, equity, and inclusion Location: Radisson | Symphony Session Chair: Maria-Teresa Marchica, Alliance Manchester Business School
9:00am - 10:30am	CF 02: Corporate investment Location: Radisson | Melody Session Chair: Ramin P Baghai, Stockholm School of Economics
9:00am - 10:30am	CL 01: Corporate responses to climate risk Location: Radisson | Rhapsody Session Chair: Marcin Kacperczyk, Imperial College London
9:00am - 10:30am	MM 01: Big data, humans and algorithms Location: Radisson | Carlton Hall Session Chair: Sophie Moinas, Toulouse School of Economics
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) Session Chair: Angela Maddaloni, European Central Bank
11:00am - 12:30pm	AP 04: Limits to arbitrage and market efficiency Location: Reduta | Large Concert Hall (floor 2) Session Chair: Lorenzo Bretscher, University of Lausanne
11:00am - 12:30pm	AP 05: Equity and bond returns in the cross section Location: Reduta | Small Hall (floor 2) Session Chair: Jennie Bai, Georgetown University
11:00am - 12:30pm	FI 03: Monetary policy, credit cycles and financial intermediaries Location: Reduta | Chamber Studio (via courtyard, floor 2) Session Chair: Mariassunta Giannetti, Stockholm School of Economics
11:00am - 12:30pm	FI 04: Banks and fintech Location: Reduta | Choir Room (via courtyard, floor 2) Session Chair: Florian Heider, LIF-SAFE & Goethe University Frankfurt
11:00am - 12:30pm	CF 03: Corporate voting Location: Radisson | Symphony Session Chair: Vyacheslav Fos, Boston College
11:00am - 12:30pm	CF 04: Small business finance Location: Radisson | Melody Session Chair: Diana Bonfim, Banco de Portugal, ECB and Católica Lisbon
11:00am - 12:30pm	CL 02: Financial intermediaries and climate change Location: Radisson | Rhapsody Session Chair: Glenn Schepens, European Central Bank
11:00am - 12:30pm	HF 01: Educating households Location: Radisson | Carlton Hall Session Chair: Samuli Knüpfer, Aalto University School of Business
12:30pm - 2:00pm	Lunch
2:00pm - 3:30pm	BIS: Shifts in interest rates and financial system risks Location: Reduta | Columned Hall (floor 1) Session Chair: Sebastian Doerr, Bank for International Settlements
2:00pm - 3:30pm	AP 06: Wealth heterogeneity and asset prices Location: Reduta | Large Concert Hall (floor 2) Session Chair: Michael Gallmeyer, University of Virginia
2:00pm - 3:30pm	AP 07: Stock return predictability Location: Reduta | Small Hall (floor 2) Session Chair: Seth Pruitt, Arizona State University
2:00pm - 3:30pm	FI 05: Mutual fund manager incentives and beliefs Location: Reduta | Chamber Studio (via courtyard, floor 2) Session Chair: Simona Abis, University of Colorado Boulder
2:00pm - 3:30pm	FI 06: Bank deposits Location: Reduta | Choir Room (via courtyard, floor 2) Session Chair: Richard Stanton, U.C. Berkeley
2:00pm - 3:30pm	CF 05: Talent flows and firm heterogeneity Location: Radisson | Symphony Session Chair: Rui Silva, Nova School of Business and Economics
2:00pm - 3:30pm	CF 06: Debt and dilution Location: Radisson | Melody Session Chair: Christian Opp, Simon Business School
2:00pm - 3:30pm	CL 03: Impact investing Location: Radisson | Rhapsody Session Chair: Zacharias Sautner, University of Zurich
2:00pm - 3:30pm	HF 02: Household debt Location: Radisson | Carlton Hall Session Chair: Adam Jørring, Boston College
3:30pm - 4:00pm	Coffee Break
4:00pm - 5:30pm	AP 08: Option pricing Location: Reduta | Columned Hall (floor 1) Session Chair: Piotr Orłowski, HEC Montreal Session Chair: Xintong Zhan, Fudan University
4:00pm - 5:30pm	AP 09: Fiscal policy and financial markets Location: Reduta | Large Concert Hall (floor 2) Session Chair: Jian Li, Columbia University
4:00pm - 5:30pm	AP 10: Exchange rates and asset allocation Location: Reduta | Small Hall (floor 2) Session Chair: Shaojun Zhang, The Ohio State University
4:00pm - 5:30pm	FI 07: Bank deposit fragility and credit Location: Reduta | Chamber Studio (via courtyard, floor 2) Session Chair: Kaspar Zimmermann, Frankfurt School of Finance & Management
4:00pm - 5:30pm	FI 08: Payments and liquidity provision Location: Reduta | Choir Room (via courtyard, floor 2) Session Chair: Iñaki Aldasoro, Bank for International Settlements
4:00pm - 5:30pm	CF 07: Market structure and market power Location: Radisson | Symphony Session Chair: Laurent Fresard, USI Lugano
4:00pm - 5:30pm	CF 08: Polarization and firms Location: Radisson | Melody Session Chair: Marco Grotteria, London Business School
4:00pm - 5:30pm	CL 04: The impact of sustainable finance Location: Radisson | Rhapsody Session Chair: Olivier David Zerbib, CREST, ENSAE, Institut Polytechnique de Paris
4:00pm - 5:30pm	MM 02: Financial intermediation and informational frictions Location: Radisson | Carlton Hall Session Chair: Laurence Daures, ESSEC Business School
6:30pm - 9:30pm	Get Together: Get Together offered by CRSP

Date: Friday, 23/Aug/2024
9:00am - 10:30am	AP 11: Asset prices and the business cycle Location: Reduta | Columned Hall (floor 1) Session Chair: Mete Kilic, University of Southern California, Marshall School of Business
9:00am - 10:30am	AP 12: Inflation and asset prices Location: Reduta | Large Concert Hall (floor 2) Session Chair: Alexander Michaelides, Imperial College London
9:00am - 10:30am	AP 13: Beliefs and asset prices Location: Reduta | Small Hall (floor 2) Session Chair: Cameron Peng, London School of Economics
9:00am - 10:30am	FI 09: Real estate markets Location: Reduta | Chamber Studio (via courtyard, floor 2) Session Chair: Lu Liu, University of Pennsylvania
9:00am - 10:30am	FI 10: Access to bank credit Location: Reduta | Choir Room (via courtyard, floor 2) Session Chair: Evren ORS, HEC Paris
9:00am - 10:30am	CF 09: VCs and entrepreneurs Location: Radisson | Symphony Session Chair: Isil Erel, The Ohio State University
9:00am - 10:30am	CF 10: Corporate innovation Location: Radisson | Melody Session Chair: Jiri Knesl, University of Oxford, Said Business School
9:00am - 10:30am	CL 05: ESG investing Location: Radisson | Rhapsody Session Chair: Pedro Matos, University of Virginia
9:00am - 10:30am	MM 03: Retail order flow Location: Radisson | Carlton Hall Session Chair: Ingrid M Werner, The Ohio State University
10:30am - 11:00am	Coffee Break
11:00am - 12:30pm	NBS: Machine learning methods in finance Location: Reduta | Columned Hall (floor 1) Session Chair: Reiner Martin, National Bank of Slovakia
11:00am - 12:30pm	AP 14: Derivatives Location: Reduta | Large Concert Hall (floor 2) Session Chair: Grigory Vilkov, Frankfurt School of Finance and Management gGmbH
11:00am - 12:30pm	AP 15: Demand-based asset pricing Location: Reduta | Small Hall (floor 2) Session Chair: Sebastien Betermier, McGill University
11:00am - 12:30pm	FI 11: Modern banking: Theory and empirics Location: Reduta | Chamber Studio (via courtyard, floor 2) Session Chair: Sascha Steffen, Frankfurt School
11:00am - 12:30pm	FI 12: Fixed income funds Location: Reduta | Choir Room (via courtyard, floor 2) Session Chair: Jaewon Choi, Seoul National University
11:00am - 12:30pm	CF 11: R&D, innovation, and value Location: Radisson | Symphony Session Chair: Jana Fidrmuc, Warwick Business School
11:00am - 12:30pm	CF 12: Executives and their incentives Location: Radisson | Melody Session Chair: Raghavendra Rau, University of Cambridge
11:00am - 12:30pm	CL 06: Climate risk Location: Radisson | Rhapsody Session Chair: Emirhan Ilhan, National University of Singapore
11:00am - 12:30pm	HF 03: Information in consumer credit markets Location: Radisson | Carlton Hall Session Chair: Gordon Phillips, Dartmouth College
12:30pm - 2:00pm	Lunch
2:00pm - 3:30pm	NBIM: Understanding the long-run drivers of asset prices Location: Reduta | Columned Hall (floor 1) Session Chair: Christian Heyerdahl-Larsen, BI Norwegian Business School
2:00pm - 3:30pm	AP 16: Subjective expectations Location: Reduta | Large Concert Hall (floor 2) Session Chair: Stefan Nagel, University of Chicago
2:00pm - 3:30pm	AP 17: Cross-section of average returns Location: Reduta | Small Hall (floor 2) Session Chair: Michela Verardo, London School of Economics and Political Science
2:00pm - 3:30pm	FI 13: Monitoring and screening in lending Location: Reduta | Chamber Studio (via courtyard, floor 2) Session Chair: Marco Pagano, Università degli Studi di Napoli Federico II
2:00pm - 3:30pm	FI 14: Mutual fund performance Location: Reduta | Choir Room (via courtyard, floor 2) Session Chair: Aleksandra Rzeznik, York University
2:00pm - 3:30pm	CF 13: Firm restructuring and bankruptcy Location: Radisson | Symphony Session Chair: Nadya Malenko, Boston College
2:00pm - 3:30pm	CF 14: ESG and corporate investment Location: Radisson | Melody Session Chair: Laura Starks, The University of Texas at Austin
2:00pm - 3:30pm	MM 04: Informed trading Location: Radisson | Rhapsody Session Chair: Albert Menkveld, Vrije Universiteit Amsterdam
2:00pm - 3:30pm	HF 04: New developments in personal finance Location: Radisson | Carlton Hall Session Chair: Loriana Pelizzon, Leibniz Institute for Financial Research SAFE
3:30pm - 4:00pm	Coffee Break
4:00pm - 5:40pm	GA: General Assembly - Prize Ceremony - Keynote Address
7:00pm - 11:00pm	Conference Dinner

Date: Saturday, 24/Aug/2024
9:00am - 10:30am	FI 15: Financial intermediation and the economy Location: Reduta | Columned Hall (floor 1) Session Chair: Martina Jasova, Barnard College, Columbia University
9:00am - 10:30am	AP 18: Cross-section of stock returns and machine learning Location: Reduta | Large Concert Hall (floor 2) Session Chair: Svetlana Bryzgalova, London Business School
9:00am - 10:30am	AP 19: Political risk in financial markets Location: Reduta | Small Hall (floor 2) Session Chair: Pat Akey, University of Toronto
9:00am - 10:30am	FI 16: Trading and financial intermediation Location: Reduta | Chamber Studio (via courtyard, floor 2) Session Chair: Falko Fecht, Deutsche Bundesbank
9:00am - 10:30am	HF 05: Housing and mortgage decisions Location: Reduta | Choir Room (via courtyard, floor 2) Session Chair: Francisco Gomes, London Business School
9:00am - 10:30am	CF 15: Finance and competition Location: Radisson | Symphony Session Chair: Carola Schenone, University of Virginia
9:00am - 10:30am	CF 16: Inequalities in the labor market Location: Radisson | Melody Session Chair: Merih Sevilir, Halle Institute for Economic Research and ESMT-Berlin
9:00am - 10:30am	CF 17: Principal-agent theory Location: Radisson | Rhapsody
9:00am - 10:30am	CL 07: Sustainable investment preferences Location: Radisson | Carlton Hall Session Chair: Paul Smeets, University of Amsterdam
10:30am - 11:00am	Coffee Break
11:00am - 12:30pm	AP 20: Monetary policy and safe assets Location: Reduta | Columned Hall (floor 1) Session Chair: Dejanir Silva, Purdue University
11:00am - 12:30pm	AP 21: Pricing of credit risk Location: Reduta | Large Concert Hall (floor 2) Session Chair: Christian Wagner, WU Vienna University of Economics and Business
11:00am - 12:30pm	AP 22: Asset pricing: ESG investing Location: Reduta | Small Hall (floor 2) Session Chair: Kornelia Fabisik, University of Bern
11:00am - 12:30pm	FI 17: Banks and regulation Location: Reduta | Chamber Studio (via courtyard, floor 2) Session Chair: Tatyana Marchuk, BI Norwegian Business School
11:00am - 12:30pm	HF 06: House prices, interest risk, and inflation Location: Reduta | Choir Room (via courtyard, floor 2) Session Chair: Martin Berka, Massey University
11:00am - 12:30pm	CF 18: Politics and finance Location: Radisson | Symphony Session Chair: Katya Neretina, Bocconi University
11:00am - 12:30pm	CF 19: Firms and financial constraints Location: Radisson | Melody Session Chair: Dong Yan, Erasmus University
11:00am - 12:30pm	CF 20: Security design and inference Location: Radisson | Rhapsody Session Chair: Josef Zechner, WU Vienna University of Economics and Business
11:00am - 12:30pm	MM 05: Dealer markets Location: Radisson | Carlton Hall Session Chair: Norman Schuerhoff, SFI at University of Lausanne