Conference Agenda
Please note that all times are shown in the time zone of the conference. The current conference time is: 10th May 2025, 12:19:40am CEST
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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) 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, CEPR, ECGI, and NBER |
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, UMass Amherst |
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 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) 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 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) 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 Session Chair: Marcus Opp, Stockholm school of economics |
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 Session Chair: Paymon Khorrami, Duke 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 Session Chair: Pavel Gertler, National Bank of Slovakia |
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, Rotterdam School of Management, 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 |
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