The 15th Annual Conference in Financial Economics Research by Eagle Labs


May 13-14, 2018

Conference Co-Organizers

 

Jacob Boudoukh
Arison School of Business, Reichman University

Yaniv Grinstein
Arison School of Business, Reichman University
Johnson Graduate School of Management, Cornell University

Shimon Kogan
Arison School of Business, Reichman University
Sloan School of Management, Institute of Technology (MIT).

 

 

 

Conference Program:

 

​Sunday, May 13 ​

 

​ 08:30 Registration and coffee
​ 09:00 Greetings
​ 09:15

​Day 1- Session 1


​ Session chair: Amir Yron, The Wharton school, University of Pennsylvania

 

"The Equilibrium Effects of Asymmetric Information:Evidence from Consumer Credit Markets"

Andres Liberman, Stern School of Business, New York University
Christopher Neilson, Woodrow Wilson School, Princeton University
Luis Opazo, The Chilean Association of Banks
Seth Zimmerman, Booth School of Business, University of Chicago

Discussant: Andrew Hertzberg, Federal Reserve Bank of Philadelphia

 

"Learning and the Improving Relationship Between Investment and Q."

 

Daniel Liberman, Anderson School of Management, UCLA
William Mann, Anderson School of Management, UCLA
Nathalie Moyen, Leeds School of Business of Colorado


Discussant: Andrew Abel, The Wharton School, University of Pennsylvania

​ 10:45 ​Coffee Break
​ 11:15

Day 1 - Session 2


​​Session chair: Asaf Manela, Olin Business School, Washington University in St. Louis

 

"Hedge funds, signaling, and optimal lockups"

 

Juhani Linnainmaa, Marshall School of Business, University of Southern California
Alan Moreira, Simon Business School, University of Rochester

Discussant: Martin Cherkers, Woodrow Wilson School, Princeton University

 

"Real Option Exercise: Empirical Evidence”

 

Paul Decaire, The Wharton School, University of Pennsylvania
Erick Gilje, The Wharton School, University of Pennsylvania
Jerome Taillard, Babson College

Discussant: Ohad Kadan, Olin Business School, Washington University in St. Louis

​ 12:45 ​Lunch
​ 13:45

​Day 1 - Session 3


​Session chair: Eugene Knadel, Hebrew University of Jerusalem, and CEO, Start-Up Nation Central

 

"Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds?"

 

Xing Huang, Olin Business School, Washington University in St. Louis
Lawrence Jin, California Institu of Technology
Zhi Da, Mendoza College of Business, University of Norte Dame

Discussant: Marina Niessner, Yale School of Management, Yale University

 

"The Price Effects of Liquidity Shocks: AStudy of SEC’s Tick-Size Experiment"

 

Rui Albuquerque, Carroll School fo Management, Boston College
Shiyun Song, Warwick Business School, University of Warwick
Chen Yao, CUHK Business School, Chinese University of Hong Kong

Discussant: Michela Verardo, London School of Economics

​ 19:30 ​Dinner

 

 

 

Monday, May 14

 

​ 08:30 Coffee
​ 09:00

​Day 2 - Session 1

​Session chair: Effi Benmelech, Kellogg School of Management, Northwestern University

 

"Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads"

 

Patrick Augustin, Desautels Faculty of Management, McGill University
Mikhail Chernov, Anderson School of Management, Boston Colege
Dongho Song, Carroll School of Management, Boston College

Discussant: Lukas Schmid, Fuqua School of Business, Duke University

 

"Market Power and Price Informativeness"

 

Marcin Kacperczyk, Imperial College London
Jaromir Nosal, Carroll School of Management, Boston College
Savitar Sundaresan, Imperial College London


Discussant: Lukas Taylor, The Wharton School, University of Pennsylvania

10:30 Coffee Break
​11:00

Day 2 - Session 2



​Session chair: Eric Berger, Eagle Investment Solutions

 

"The Collateralizability Premium"

 

Hengjie Ai, Carlson School of Management, University of Minnesota
Jun Li, Goethe University of Frankfurt and SAFE
Kai Li, Hong Kong University of Science and Technology
Christian Schalg, Goethe University of Frankfurt and SAFE

Discussant: Stanley Zin, Stern School of Business, New York University

 

"Misallocation or Risk-Adjusted Capital Allocation?"

 

Joel David, Marshall School of Business, University of Southern California
Lukas Schmid, Fuqua School of Business, Duke University
David Zeke, Marshall School of Business, University of Southern California

Discussant: Simcha Barkai, London Business School

12:30 Lunch
​13:30


Day 2 - Session 3
​ Session chair: Avner Kalay, Coller School of Management, Tel Aviv University

 

"Regulation of Charlatans in High-Skill Professions"

 

Jonathan Berk, Stanford Granduate School of Business, Stanford University
Jules van Binsbergen, The Wharton School, University of Pennsylvania

Discussant: Burton Hollifield, Tepper School of Business, Carnegie Mellon University

 

"Robust Security Design"

 

Seokwoo Lee, George Mason University
Uday Rajan, Sthephen M.Ross School of Business, University of Michigan

Discussant: Itzhak Gilboa, Eitan Berglas School of Economics, Tel Aviv University; IDC Herzliya
​ ​

15:00

​Closing Ceremony

​Best Paper Award

Best Discussant Award

​16:30-19:30 ​Annual Quantitative Trading Symposium

 

Paper Selection Committee Members:


Yakov Amihud (New York University), Itzhak Ben David (The Ohio State University), Effi Benmelech (Northwestern University), Nittai Bergman (Tel Aviv University), Alon Brav (Duke University), Bradyn Breon Drish (UC San Diego), David De Angelis (Rice University), Francois Degeorge (University of Lugano), François Derrien (HEC Paris), Ran Duchin (University of Washington), Ekiezer Fich (Drexel University), Francesco Franzoni (University of Lugano), Diego Garcia (University of Colorado), Simon Gervais (Duke University), Xavier Giroud (Colombia University), Itay Goldstein (University of Pennsylvania), Todd Gormley (Washington), Vidhan Goyal (Hong Kong University of Science and Technology), Gustavo Grullon (Rice University), Yael Hochberg (Northwestern University), Johan Hombert (HEC Paris), Victoria Ivashina (Harvard University), Marcin Kacperczyk (Imperial College London), Ohad Kadan (Washington University in St. Louis), Dalida Kadyrzhanova (University of Maryland), Bige Kahraman (Stockholm School of Economics), Ron Kaniel (University of Rochester & IDC Herzliya), Hyunseob Kim (Cornell University), Yelena Larkin (York University), Anh Le (Pennsylvania State University), Juhani Linnainmaa (University of Chicago), Roger Loh (Singapore Management University), Evgeny Lyandres (Boston University & IDC Herzliya), David Matsa (Northwestern University), Semyon Malamud (Ecole Polytechnique Fédérale de Lausanne), Asaf Manela (Washington University in St. Louis),Uday Rajan (University of Michigan), Adriano Rampini (Duke University), Stefano Rossi (Bocconi University), Amir Rubin (IDC Herzliya/Simon Fraser University), Jacob Sagi (UNC at Chapel Hill), Martin Schmalz (University of Michigan), Christoph Schneider (University of Mannheim), Kelly Shue (Yale University), Clemens Sialm (University of Texas at Austin), Elena Simintzi (University of British Columbia), Denis Sosyura (Arizona State University), David Sraer (Berkeley University), Neal Stoughton (WU-Vienna University of Economics and Business), Luke Taylor (University of Pennsylvania), Margarita Tsoutsoura (Cornell University), Michela Verardo (London School of Economics), Avi Wohl (Tel Aviv University), Jaime Zender (University of Colorado).