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, 03:24:24am EDT

 
Only Sessions at Location/Venue 
 
 
Session Overview
Location: Room 610
Date: Monday, 20/May/2024
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

Jian Jane Li1, Stefano Pegoraro2

1: Columbia University; 2: University of Notre Dame, Mendoza College of Business

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

Ishitha Kumar

Emory University

10:30am
-
11:15am
Track M1-3: FinTech
Location: Room 610
Chair: Jillian Grennan, UC-Berkeley
Discussant: Joshua White, Vanderbilt University
 

Digital Veblen Goods

Sebeom Oh1, Samuel Rosen1, Anthony Lee Zhang2

1: Temple University; 2: University of Chicago

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

Lei Chen1, Wenlan Qian2, Albert Di Wang3, Qi Wu4

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

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

Winston Dou1, Itay Goldstein1, Yan Ji2

1: The Wharton School at University of Pennsylvania; 2: HKUST

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

Will Cong1, Eswar Prasad1, Daniel Rabetti2

1: Cornell University; 2: National University of Singapore

Date: Tuesday, 21/May/2024
8:30am
-
9:15am
Track T8-1: Return Expectations of Households and Professionals
Location: Room 610
Chair: Alessandro Previtero, Indiana University
Discussant: Deniz Aydın, Washington University in St. Louis
 

Microfounding Household Debt Cycles with Extrapolative Expectations

Francesco D’Acunto1, Michael Weber2, Xiao Yin3

1: Georgetown University; 2: University of Chicago; 3: UCL

9:30am
-
10:15am
Track T8-2: Return Expectations of Households and Professionals
Location: Room 610
Chair: Alessandro Previtero, Indiana University
Discussant: Allison Cole, NBER and ASU
 

Return Heterogeneity in Retirement Accounts

Andrea Tamoni1, Lorenzo Bretscher2, Riccardo Sabbatucci3

1: Rutgers Business School; 2: University of Lausanne; 3: Stockholm School of Economics

10:30am
-
11:15am
Track T8-3: Return Expectations of Households and Professionals
Location: Room 610
Chair: Alessandro Previtero, Indiana University
Discussant: Victor Duarte, University of Illinois at Urbana Champaign
 

Beyond the Status Quo: A Critical Assessment of Lifecycle Investment Advice

Aizhan Anarkulova1, Scott Cederburg2, Michael O'Doherty3

1: Emory University; 2: University of Arizona; 3: University of MIssouri

11:30am
-
12:15pm
Track T8-4: Return Expectations of Households and Professionals
Location: Room 610
Chair: Alessandro Previtero, Indiana University
Discussant: Nuno Clara, Duke University
 

Partial Homeownership: A Quantitative Analysis

Eirik Eylands Brandsaas1, Jens Soerli Kvaerner2

1: Federal Reserve Board; 2: Tilburg University

1:45pm
-
2:30pm
Track T8-5: Return Expectations of Households and Professionals
Location: Room 610
Chair: Alessandro Previtero, Indiana University
Discussant: Carter Davis, Indiana University
 

The Cross-section of Subjective Expectations: Understanding Prices and Anomalies

Sean Myers1, Ricardo De la O2, Xiao Han3

1: The Wharton School; 2: USC Marshall School of Business; 3: Bayes Business School

2:45pm
-
3:30pm
Track T8-6: Return Expectations of Households and Professionals
Location: Room 610
Chair: Alessandro Previtero, Indiana University
Discussant: Michael Boutros, Bank of Canada
 

Insurance versus Moral Hazard in Income-Contingent Student Loan Repayment

Tim de Silva

MIT Sloan School of Management

Date: Wednesday, 22/May/2024
8:30am
-
9:15am
Track W7-1: Return Predictability
Location: Room 610
Chair: Benjamin Golez, University of Notre Dame
Discussant: Andreas Neuhierl, Washington University in St. Louis
 

The Return of Return Dominance: Decomposing the Cross-Section of Prices

Sean Myers1, Ricardo De la O2, Xiao Han3

1: The Wharton School; 2: USC Marshall School of Business; 3: Bayes Business School

9:30am
-
10:15am
Track W7-2: Return Predictability
Location: Room 610
Chair: Benjamin Golez, University of Notre Dame
Discussant: Andrea Tamoni, Rutgers Business School
 

Sources of Return Predictability

Beata Gafka1, Pavel Savor2, Mungo Wilson3

1: Ivey Business School; 2: Kellstadt Graduate School of Business at DePaul University; 3: Said Business School at Oxford University

10:30am
-
11:15am
Track W7-3: Return Predictability
Location: Room 610
Chair: Benjamin Golez, University of Notre Dame
Discussant: Johnathan Loudis, Notre Dame
 

Dogs and cats living together: A defense of cash-flow predictability

Seth Pruitt

ASU

11:30am
-
12:15pm
Track W7-4: Return Predictability
Location: Room 610
Chair: Benjamin Golez, University of Notre Dame
Discussant: John Shim, University of Notre Dame
 

Passive Investing and Market Quality

Philipp Höfler1, Christian Schlag1,2, Maik Schmeling1,3

1: Goethe University Frankfurt; 2: Leibniz Institute for Financial Research SAFE; 3: Centre for Economic Policy Research (CEPR)

1:45pm
-
2:30pm
Track W7-5: Return Predictability
Location: Room 610
Chair: Benjamin Golez, University of Notre Dame
Discussant: Alberto Martin-Utrera, Iowa State University
 

Economic Forecasts Using Many Noises

Yuan Liao1, Xinjie Ma2, Andreas Neuhierl3, Zhentao Shi4

1: Rutgers University; 2: National University of Singapore; 3: Washington University at St Louis; 4: Chinese Universith of Hong Kong

2:45pm
-
3:30pm
Track W7-6: Return Predictability
Location: Room 610
Chair: Benjamin Golez, University of Notre Dame
Discussant: Dmitriy Muravyev, Michigan State University
 

Too Good to Be True: Look-ahead Bias in Empirical Options Research

Jefferson Duarte1, Christopher Jones2, Mehdi Khorram3, Haitao Mo4, Junbo Wang5

1: Rice University; 2: University of Southern California; 3: Rochester Institute of Technology; 4: University of Kansas; 5: Louisiana State University


 
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