SFS Cavalcade North America 2026
Darden Graduate School of Business Administration, University of Virginia
May 18-21, 2026
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: 18th Apr 2026, 05:21:04am EDT
|
Agenda Overview | |
| Location: Classroom 140 |
| 8:30am - 9:15am |
Track T3-1: Asset Pricing: Theory Location: Classroom 140 Chair: Mike Gallmeyer, UVA Discussant: Philipp Illeditsch, Texas A&M University CDX Markets, Time-Varying Fear,and Corporate Leverage 1: Imperial College Business School; 2: Carnegie-Mellon University |
| 9:30am - 10:15am |
Track T3-2: Asset Pricing: Theory Location: Classroom 140 Chair: Mike Gallmeyer, UVA Discussant: Hongjun Yan, DePaul University Buy High, Cry Later: Beliefs-driven Cycles of Stock Market Participation BI Norwegian Business School |
| 10:30am - 11:15am |
Track T3-3: Asset Pricing: Theory Location: Classroom 140 Chair: Mike Gallmeyer, UVA Discussant: Robert Parham, University of Virginia A Theory of Speculation on Token-Based Platform UT Austin |
| 11:30am - 12:15pm |
Track T3-4: Asset Pricing: Theory Location: Classroom 140 Chair: Mike Gallmeyer, UVA Discussant: Vadim Elenev, Johns Hopkins University The rise of shareholder capitalism: macroeconomic implications Federal Reserve Bank of Chicago |
| 1:45pm - 2:30pm |
Track T3-5: Asset Pricing: Theory Location: Classroom 140 Chair: Mike Gallmeyer, UVA Discussant: Bo Sun, Darden School of Business Financial Market Fragility in the Era of AI Planning 1: The Wharton School at University of Pennsylvania; 2: Hong Kong University of Science and Technology |
| 2:45pm - 3:30pm |
Track T3-6: Asset Pricing: Theory Location: Classroom 140 Chair: Mike Gallmeyer, UVA Discussant: Burton Hollifield, Carnegie Mellon University Heterogeneous Beliefs, Asset Prices, and Business Cycles 1: UCLA; 2: Purdue; 3: PUC |
| 8:30am - 9:15am |
Track W3-1: Corporate Finance: Theory Location: Classroom 140 Chair: Barney Hartman-Glaser, UCLA Discussant: Giorgia Piacentino, USC Information-Concealing Credit Architecture 1: Yale University; 2: University of Washington; 3: University of Pennsylvania |
| 9:30am - 10:15am |
Track W3-2: Corporate Finance: Theory Location: Classroom 140 Chair: Barney Hartman-Glaser, UCLA Discussant: Shaun Davies, University of Colorado, Boulder Fragmentation of Shareholder Power 1: Boston College; 2: University of Toronto |
| 10:30am - 11:15am |
Track W3-3: Corporate Finance: Theory Location: Classroom 140 Chair: Barney Hartman-Glaser, UCLA Discussant: Daniel Chen, Princeton University Probability Pricing 1: Yale University; 2: New York University; 3: Oxford University |
| 11:30am - 12:15pm |
Track W3-4: Corporate Finance: Theory Location: Classroom 140 Chair: Barney Hartman-Glaser, UCLA Discussant: Brendan Daley, Johns Hopkins Data versus Information Sales under Financial Constraints 1: University of Rochester; 2: University of Wisconsin-Madison; 3: Stanford Graduate School Business |
| 1:45pm - 2:30pm |
Track W3-5: Corporate Finance: Theory Location: Classroom 140 Chair: Barney Hartman-Glaser, UCLA Discussant: David Robinson, Duke University Private Equity Continuation Vehicles: A Model of Strategic Asset Transfers 1: Carnegie Mellon University; 2: HBS; 3: Oxford Said |
| 2:45pm - 3:30pm |
Track W3-6: Corporate Finance: Theory Location: Classroom 140 Chair: Barney Hartman-Glaser, UCLA Discussant: Hengjie Ai, University of Wisconsin-Madison Financing the Adoption of Clean Technology Duke University |
| 8:30am - 9:15am |
Track TH3-1: Market Microstructure Location: Classroom 140 Chair: Chester Spatt, Carnegie Mellon University Discussant: Amber Anand, Syracuse University Scale Economies in Liquidity Provision: Evidence from Designated Market Makers 1: Universidad de los Andes, Chile; 2: Universidad de los Andes, Chile; 3: Universidad Andres Bello, Chile |
| 9:30am - 10:15am |
Track TH3-2: Market Microstructure Location: Classroom 140 Chair: Chester Spatt, Carnegie Mellon University Discussant: Yingfan Du, Carnegie Mellon University Sparse Portfolios and Benchmarking in Corporate Bond Markets 1: London Business School; 2: University of Chicago |
| 10:30am - 11:15am |
Track TH3-3: Market Microstructure Location: Classroom 140 Chair: Chester Spatt, Carnegie Mellon University Discussant: Thomas Ernst, University of Maryland Latency and the Look-Ahead Bias in Trade and Quote Data 1: University of Notre Dame; 2: Indiana University; 3: WRDS, University of Pennsylvania |
| 11:30am - 12:15pm |
Track TH3-4: Market Microstructure Location: Classroom 140 Chair: Chester Spatt, Carnegie Mellon University Discussant: Michael Piwowar, Georgetown University The European Best Bid and Offer (EBBO): From Fragmented Feeds to a Consolidated Tape LMU Munich |
| 1:45pm - 2:30pm |
Track TH3-5: Market Microstructure Location: Classroom 140 Chair: Chester Spatt, Carnegie Mellon University Discussant: Kerry Back, Rice University Smart Contracting in Network Markets 1: Stanford Graduate School of Business; 2: The Wharton School, University of Pennsylvania |
| 2:45pm - 3:30pm |
Track TH3-6: Market Microstructure Location: Classroom 140 Chair: Chester Spatt, Carnegie Mellon University Discussant: Burton Hollifield, Carnegie Mellon University Unpacking Retail Trading Costs: the Role of Options Trading and Limit Order Usage 1: University of Illinois Urbana-Champaign; 2: Chapman University; 3: Boston College |