SFS Cavalcade North America 2024

Georgia State University | May 19-22, 2024

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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: 14th May 2024, 01:26:27pm EDT

Session Overview
Location: Room 601

Date: Monday, 20/May/2024
8:30am - 9:15am	Track M7-1: The Cross-Section of Stock, Bond and Currency Returns Location: Room 601 Chair: Lars Lochstoer, UCLA Discussant: Patrick Weiss, Reikjavik University The Corporate Bond Factor Zoo Alexander Dickerson¹, Christian Julliard², Philippe Mueller³ 1: University of New South Wales; 2: London School of Economics; 3: University of Warwick
9:30am - 10:15am	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 Zhongtiam Chen¹, Nikolai Roussanov¹, Xiaoliang Wang², Dongchen Zou¹ 1: University of Pennsylvania; 2: HKUST
10:30am - 11:15am	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 Tobias Sichert Stockholm School of Economics
11:30am - 12:15pm	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 Thomas Andreas Maurer¹, Andrea Vedolin², Sining Liu³, Yaoyuan Zhang¹ 1: The University of Hong Kong; 2: Boston University; 3: Soochow University
1:45pm - 2:30pm	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 Vito Gala¹, Giovanni Pagliardi², Ivan Shaliastovich³, Stavros Zenios⁴ 1: Morningstar Investment Management LLC; 2: BI Norwegian Business School; 3: University of Wisconsin-Madison; 4: Durham University and University of Cyprus
2:45pm - 3:30pm	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 Xiaoji Lin¹, Chao Ying², Terry Zhang³ 1: University of Minnesota; 2: CUHK Business School; 3: Australian National University

Date: Tuesday, 21/May/2024
8:30am - 9:15am	Track T7-1: Market power, markups and asset prices Location: Room 601 Chair: Erik Loualiche, University of Minnesota Discussant: Jacob Conway, Stanford University A Tale of Two Networks: Common Ownership and Product Market Rivalry Florian Ederer², Bruno Pellegrino¹ 1: Columbia University; 2: Boston University
9:30am - 10:15am	Track T7-2: Market power, markups and asset prices Location: Room 601 Chair: Erik Loualiche, University of Minnesota Discussant: Isha Agarwal, University of British Columbia Stagflationary Stock Returns Yannick Timmer, Ben Knox Federal Reserve Board
10:30am - 11:15am	Track T7-3: Market power, markups and asset prices Location: Room 601 Chair: Erik Loualiche, University of Minnesota Discussant: Winston Dou, The Wharton School at University of Pennsylvania Markup Shocks and Asset Prices Alexandre Corhay¹, Jun Li², Jincheng Tong¹ 1: University of Toronto; 2: University of Warwick
11:30am - 12:15pm	Track T7-4: Market power, markups and asset prices Location: Room 601 Chair: Erik Loualiche, University of Minnesota Discussant: Martin Souchier, Wharton School, University of Pennsylvania Investing in Misallocation Mete Kilic, Selale Tuzel University of Southern California
1:45pm - 2:30pm	Track T7-5: Market power, markups and asset prices Location: Room 601 Chair: Erik Loualiche, University of Minnesota Discussant: Adam Zhang, University of Minnesota Inflation Surprises and Equity Returns Antonio Gil de Rubio Cruz, Emilio Osambela, Berardino Palazzo, Francisco Palomino, Gustavo Suarez Board of Governors of the Federal Reserve System
2:45pm - 3:30pm	Track T7-6: Market power, markups and asset prices Location: Room 601 Chair: Erik Loualiche, University of Minnesota Discussant: Matthieu Gomez, Columbia University The Present Value of Future Market Power Thummim Cho¹, Marco Grotteria², Lukas Kremens³, Howard Kung² 1: Korea University Business School, Korea; 2: London Business School, UK; 3: University of Washington, US

Date: Wednesday, 22/May/2024
8:30am - 9:15am	Track W4-1: The Financing of Innovation Location: Room 601 Chair: Emmanuel Yimfor, Columbia University Discussant: Vyacheslav Fos, Boston College "Research and/or Development? Financial Frictions and Innovation Investment" Filippo Mezzanotti¹, Tim Simcoe² 1: Northwestern University; 2: Boston University
9:30am - 10:15am	Track W4-2: The Financing of Innovation Location: Room 601 Chair: Emmanuel Yimfor, Columbia University Discussant: Ryan Israelsen, Michigan State University Follow the Pipeline: Anticipatory Effects of Proposed Regulations Joseph Kalmenovitz¹, Alejandro Lopez-Lira², Suzanne Chang³ 1: University of Rochester; 2: University of Florida; 3: Tulane University
10:30am - 11:15am	Track W4-3: The Financing of Innovation Location: Room 601 Chair: Emmanuel Yimfor, Columbia University Discussant: Daniel Greenwald, NYU Stern Innovation Booms, Easy Financing, and Human Capital Accumulation Johan Hombert¹, Adrien Matray² 1: HEC Paris; 2: Stanford University
11:30am - 12:15pm	Track W4-4: The Financing of Innovation Location: Room 601 Chair: Emmanuel Yimfor, Columbia University Discussant: Livia Yi, Boston College Shared Culture and Technological Innovation: Evidence from Corporate R&D Teams Tristan James Fitzgerald¹, Xiaoding Liu² 1: Texas A&M University; 2: Texas A&M University
1:45pm - 2:30pm	Track W4-5: The Financing of Innovation Location: Room 601 Chair: Emmanuel Yimfor, Columbia University Discussant: Noah Stoffman, Indiana University Patent Hunters Lauren Cohen¹, Umit Gurun², Katie Moon³, Paula Suh⁴ 1: Harvard University; 2: University of Texas at Dallas; 3: University of Colorado at Boulder; 4: University of Georgia
2:45pm - 3:30pm	Track W4-6: The Financing of Innovation Location: Room 601 Chair: Emmanuel Yimfor, Columbia University Discussant: Xu Tian, Terry College of Business, University of Georgia Excess Commitment in R&D Marius Guenzel¹, Tong Liu² 1: Wharton School, University of Pennsylvania; 2: MIT Sloan

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