Conference Agenda

Please note that all times are shown in the time zone of the conference. The current conference time is: 10th Dec 2024, 04:19:38am CET

 
 
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

 
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