SFS Cavalcade North America 2024
Georgia State University | May 19-22, 2024
Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
Please note that all times are shown in the time zone of the conference. The current conference time is: 1st May 2025, 09:55:45am EDT
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Session Overview |
| Date: Monday, 20/May/2024 | ||||
| 8:00am - 3:00pm |
Registration Location: 4th floor foyer |
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| 8:30am - 9:15am |
Track M1-1: FinTech Location: Room 610 Chair: Jillian Grennan, UC-Berkeley Discussant: Mina Lee, Federal Reserve Board Borrowing from a Bigtech Platform 1: Columbia University; 2: University of Notre Dame, Mendoza College of Business |
Track M2-1: Household Debt Location: Room 1212 Chair: Constantine Yannelis, University of Chicago Discussant: Jordan Nickerson, University of Washington Financial Breakups 1: Rice University; 2: American University; 3: Virginia Tech; 4: University of Rochester |
Track M3-1: Risk and Information in Institutional Investing Location: Room 1216 Chair: Christian Opp, University of Rochester Discussant: James Angel, Georgetown University HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading 1: BIS; 2: University of St. Gallen and Swiss Finance Institute,; 3: Columbia University; 4: UNSW |
Track M4-1: Monetary Policy and Banking Supervision Location: Room 548 Chair: Lu Liu, University of Pennsylvania Discussant: Dominik Supera, Columbia Business School Monetary Policy in the Age of Universal Banking 1: University of Delaware; 2: Wharton School, University of Pennsylvania; 3: Virginia Tech |
| Track M5-1: Boards, Governance, and Institutional Investors Location: Room 501 Chair: Tracy Yue Wang, University of Minnesota Discussant: Yihui Pan, University of Utah Board Diversity in Private Vs. Public Firms 1: Vanderbilt University; 2: Jones Graduate School of Business, Rice University; 3: Columbia University |
Track M6-1: ESG: Preferences and Policies Location: Room 1203 Chair: Lorenzo Garlappi, UBC Discussant: Jules Van Binsbergen, Wharton Responsible Consumption, Demand Elasticity, and the Green Premium UBC |
Track M7-1: The Cross-Section of Stock, Bond and Currency Returns Location: Room 601 Chair: Lars Lochstoer, UCLA Discussant: Patrick Weiss, Reykjavik University The Corporate Bond Factor Zoo 1: University of New South Wales; 2: London School of Economics; 3: University of Warwick |
Track M8-1: Disagreement, beliefs and asset prices Location: Room 619 Chair: Sean Myers, The Wharton School Discussant: Ricardo De la O, University of Southern California Dissecting Disagreement in Valuations: Inputs and Outcomes 1: Arizona State University; 2: Ohio State University |
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| 9:15am - 9:30am |
Break Location: 5th, 6th and 12th floor lounges |
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| 9:30am - 10:15am |
Track M1-2: FinTech Location: Room 610 Chair: Jillian Grennan, UC-Berkeley Discussant: Ian Appel, University of Virginia Impact of Robo-advisors on the Labor Market for Financial Advisors Emory University |
Track M2-2: Household Debt Location: Room 1212 Chair: Constantine Yannelis, University of Chicago Discussant: Christoph Herpfer, uva darden Bankruptcy Lawyers and Credit Recovery Columbia Business School |
Track M3-2: Risk and Information in Institutional Investing Location: Room 1216 Chair: Christian Opp, University of Rochester Discussant: Sven Klingler, BI Norwegian Business School The Market for Sharing Interest Rate Risk: Quantities and Asset Prices 1: Harvard Business School; 2: Columbia Business School, United States of America; 3: University of Iowa; 4: Bank of England |
Track M4-2: Monetary Policy and Banking Supervision Location: Room 548 Chair: Lu Liu, University of Pennsylvania Discussant: Christopher Hansman, Emory University Spatially Targeted LTV Policies and Collateral Values 1: Academia Sinica, Institute of Economics; 2: Yale School of Management; 3: National Taiwan University |
| Track M5-2: Boards, Governance, and Institutional Investors Location: Room 501 Chair: Tracy Yue Wang, University of Minnesota Discussant: Vikas Agarwal, Georgia State University Political Connections and Public Pension Fund Investments: Evidence from Private Equity University of Illinois at Urbana and Champaign |
Track M6-2: ESG: Preferences and Policies Location: Room 1203 Chair: Lorenzo Garlappi, UBC Discussant: Sebastien Betermier, McGill University A Breath of Change: Can Personal Exposures Drive Green Preferences? 1: Danmarks Nationalbank; 2: Indiana University Bloomington; 3: Copenhagen Business School |
Track M7-2: The Cross-Section of Stock, Bond and Currency Returns Location: Room 601 Chair: Lars Lochstoer, UCLA Discussant: Gregory Robert Duffee, Johns Hopkins Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux 1: University of Pennsylvania; 2: HKUST |
Track M8-2: Disagreement, beliefs and asset prices Location: Room 619 Chair: Sean Myers, The Wharton School Discussant: Yinan Su, Johns Hopkins University Crash Narratives 1: Office of Financial Research; 2: Yale University |
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| 10:15am - 10:30am |
Break Location: 5th, 6th and 12th floor lounges |
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| 10:30am - 11:15am |
Track M1-3: FinTech Location: Room 610 Chair: Jillian Grennan, UC-Berkeley Discussant: Joshua White, Vanderbilt University Digital Veblen Goods 1: Temple University; 2: University of Chicago |
Track M2-3: Household Debt Location: Room 1212 Chair: Constantine Yannelis, University of Chicago Discussant: Menaka Hampole, Yale SOM Borrow Now, Pay Even Later: A Quantitative Analysis of Student Debt Payment Plans 1: Duke University; 2: Bank of Canada; 3: London Business School |
Track M3-3: Risk and Information in Institutional Investing Location: Room 1216 Chair: Christian Opp, University of Rochester Discussant: Brian J. Henderson, George Washington University Information Leakage from Short Sellers 1: Getulio Vargas Foundation - Sao Paulo School of Economics; 2: UCLA Anderson and NBER |
Track M4-3: Monetary Policy and Banking Supervision Location: Room 548 Chair: Lu Liu, University of Pennsylvania Discussant: Naz Koont, Columbia University Diverging Paths in Banks’ Business Models: New Facts and Macro Implications UCLA |
| Track M5-3: Boards, Governance, and Institutional Investors Location: Room 501 Chair: Tracy Yue Wang, University of Minnesota Discussant: Tingting Liu, Iowa State University Under Pressure: The Increasing Turnover-Performance Sensitivity for Corporate Directors 1: Arizona State University; 2: Drexel University; 3: Indiana University |
Track M6-3: ESG: Preferences and Policies Location: Room 1203 Chair: Lorenzo Garlappi, UBC Discussant: Andrea Vedolin, Boston University The Benchmark Greenium 1: University of Texas at Austin; 2: Federal Reserve Bank of Chicago; 3: University of Virginia |
Track M7-3: The Cross-Section of Stock, Bond and Currency Returns Location: Room 601 Chair: Lars Lochstoer, UCLA Discussant: Scott Cederburg, University of Arizona A Non-Linear Market Model Stockholm School of Economics |
Track M8-3: Disagreement, beliefs and asset prices Location: Room 619 Chair: Sean Myers, The Wharton School Discussant: Thummim Cho, Korea University End of an era: The coming long-run slowdown in corporate profit growth and stock returns Federal Reserve |
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| 11:15am - 11:30am |
Break Location: 5th, 6th and 12th floor lounges |
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| 11:30am - 12:15pm |
Track M1-4: FinTech Location: Room 610 Chair: Jillian Grennan, UC-Berkeley Discussant: Neroli Austin, University of Michigan Deciphering the Impact of BigTech Consumer Credit 1: Southwestern University of Finance and Economics; 2: National University of Singapore; 3: The University of Texas at Austin; 4: City University of Hong Kong |
Track M2-4: Household Debt Location: Room 1212 Chair: Constantine Yannelis, University of Chicago Discussant: Emmanuel Yimfor, Columbia University Explaining Racial Disparities in Personal Bankruptcy Outcomes 1: BYU; 2: Wharton; 3: MIT Sloan |
Track M3-4: Risk and Information in Institutional Investing Location: Room 1216 Chair: Christian Opp, University of Rochester Discussant: Shuaiyu Chen, Purdue University (Re)call of Duty: Mutual Fund Securities Lending and Proxy Voting 1: University of Florida; 2: Nanyang Technological University |
Track M4-4: Monetary Policy and Banking Supervision Location: Room 548 Chair: Lu Liu, University of Pennsylvania Discussant: Indraneel Chakraborty, University of Miami Unintended Consequences of QE: Real Estate Prices and Financial Stability 1: Goethe University; 2: Bundesbank |
| Track M5-4: Boards, Governance, and Institutional Investors Location: Room 501 Chair: Tracy Yue Wang, University of Minnesota Discussant: Jiekun Huang, University of Illinois at Urbana-Champaign Do Board Connections between Product Market Peers Impede Competition? 1: Washington University in St. Louis; 2: National University of Singapore |
Track M6-4: ESG: Preferences and Policies Location: Room 1203 Chair: Lorenzo Garlappi, UBC Discussant: Alessio Piccolo, Indiana University, Kelley School of Business Too Levered for Pigou: Carbon Pricing, Financial Constraints, and Leverage Regulation 1: Erasmus University Rotterdam; 2: Imperial College London |
Track M7-4: The Cross-Section of Stock, Bond and Currency Returns Location: Room 601 Chair: Lars Lochstoer, UCLA Discussant: Shaojun Zhang, The Ohio State University Dollar and Carry Redux 1: The University of Hong Kong; 2: Boston University; 3: Soochow University |
Track M8-4: Disagreement, beliefs and asset prices Location: Room 619 Chair: Sean Myers, The Wharton School Discussant: Carter Davis, Indiana University The Making of Momentum: A Demand-System Perspective Stockholm School of Economics |
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| 12:15pm - 1:45pm |
Lunch with SFS Annual Meeting & Presentation of Journal Awards Location: Room 802/803 (main room)/1203/1216 (overflow) |
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| 1:45pm - 2:30pm |
Track M1-5: FinTech Location: Room 610 Chair: Jillian Grennan, UC-Berkeley Discussant: Jean-Edouard Colliard, HEC Paris AI-Powered Trading, Algorithmic Collusion, and Price Efficiency 1: The Wharton School at University of Pennsylvania; 2: HKUST |
Track M2-5: Household Debt Location: Room 1212 Chair: Constantine Yannelis, University of Chicago Discussant: Tim de Silva, MIT Sloan School of Management Household Debt Overhang and Human Capital Investment 1: UT-Dallas; 2: UC-Berkeley; 3: Bentley Univeristy |
Track M3-5: Risk and Information in Institutional Investing Location: Room 1216 Chair: Christian Opp, University of Rochester Discussant: Edith Hotchkiss, Boston College Passive investors in primary bond markets 1: Federal Reserve Board of Governors; 2: Villanova University |
Track M4-5: Monetary Policy and Banking Supervision Location: Room 548 Chair: Lu Liu, University of Pennsylvania Discussant: Rustom Irani, UIUC How (in)effective was bank supervision during the 2022 Monetary Tightening? 1: Indiana University; 2: Federal Reserve Bank of St. Louis; 3: University of Chicago |
| Track M5-5: Boards, Governance, and Institutional Investors Location: Room 501 Chair: Tracy Yue Wang, University of Minnesota Discussant: Jonathan M. Karpoff, University of Washington Diversity, Equity, and Inclusion 1: London Business School, CEPR, and ECGI; 2: Columbia University, NBER, and ECGI; 3: Federal Reserve Board |
Track M6-5: ESG: Preferences and Policies Location: Room 1203 Chair: Lorenzo Garlappi, UBC Discussant: Elena Pikulina, University of British Columbia How Anti-ESG Pressure Affects Investment: Evidence from Retirement Savings UCLA Anderson School of Management |
Track M7-5: The Cross-Section of Stock, Bond and Currency Returns Location: Room 601 Chair: Lars Lochstoer, UCLA Discussant: Toomas Laarits, NYU Stern Political risk everywhere 1: Morningstar Investment Management LLC; 2: BI Norwegian Business School; 3: University of Wisconsin-Madison; 4: Durham University and University of Cyprus |
Track M8-5: Disagreement, beliefs and asset prices Location: Room 619 Chair: Sean Myers, The Wharton School Discussant: Peter Maxted, UC Berkeley Monetary Policy, Extrapolation Bias, and Misallocation University of Illinois Urbana-Champaign |
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| 2:30pm - 2:45pm |
Break Location: 5th, 6th and 12th floor lounges |
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| 2:45pm - 3:30pm |
Track M1-6: FinTech Location: Room 610 Chair: Jillian Grennan, UC-Berkeley Discussant: Katrin Tinn, McGill University Financial and Informational Integration Through Oracle Networks 1: Cornell University; 2: National University of Singapore |
Track M2-6: Household Debt Location: Room 1212 Chair: Constantine Yannelis, University of Chicago Discussant: Deniz Aydın, Washington University in St. Louis Credit Card Borrowing in Heterogeneous-Agent Models: Reconciling Theory and Data 1: Harvard University; 2: UC Berkeley |
Track M3-6: Risk and Information in Institutional Investing Location: Room 1216 Chair: Christian Opp, University of Rochester Discussant: Milena Wittwer, Bosotn College Nonbank Market Power in Leveraged Lending Tuck School of Business at Dartmouth |
Track M4-6: Monetary Policy and Banking Supervision Location: Room 548 Chair: Lu Liu, University of Pennsylvania Discussant: Paul Willen, Federal Reserve Bank of Boston Monetary Policy Wedges and the Long-term Liabilities of Households and Firms 1: London Business School; 2: University of Pennsylvania |
| Track M5-6: Boards, Governance, and Institutional Investors Location: Room 501 Chair: Tracy Yue Wang, University of Minnesota Discussant: Keer Yang, University of California at Davis Decentralized Governance and Digital Asset Prices 1: University of California, Berkeley; 2: University of Virginia, United States of America |
Track M6-6: ESG: Preferences and Policies Location: Room 1203 Chair: Lorenzo Garlappi, UBC Discussant: Cosmin Ilut, Duke University How Should Climate Change Uncertainty Impact Social Valuation and Policy? 1: Arizona State University; 2: University of Wisconsin; 3: University of Chicago; 4: Argonne National Laboratory |
Track M7-6: The Cross-Section of Stock, Bond and Currency Returns Location: Room 601 Chair: Lars Lochstoer, UCLA Discussant: Bernard Herskovic, UCLA Anderson A unified explanation for the decline of the value premium and the rise of the markup 1: University of Minnesota; 2: CUHK Business School; 3: Australian National University |
Track M8-6: Disagreement, beliefs and asset prices Location: Room 619 Chair: Sean Myers, The Wharton School Discussant: Seula Kim, Princeton University Economic Growth through Diversity in Beliefs 1: Texas A&M University; 2: BI Oslo; 3: LBS |
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| 3:30pm - 3:45pm |
Break Location: 5th, 6th and 12th floor lounges |
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| 3:45pm - 4:30pm |
RAPS & RCFS Keynote Location: Room 802/803 (main room)/1203/1216 (overflow) Keynote Speaker: Viral Acharya (NYU Stern)
Where Do Banks End and NBFIs Begin? 1: NYU Stern; 2: Federal Reserve Bank of New York |
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| 4:30pm - 6:00pm |
Reception Location: East West Terrace, Grand Hyatt Buckhead |
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