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
"The Equilibrium Effects of Asymmetric Information:Evidence from Consumer Credit Markets" Andres Liberman, Stern School of Business, New York University Discussant: Andrew Hertzberg, Federal Reserve Bank of Philadelphia
"Learning and the Improving Relationship Between Investment and Q."
Daniel Liberman, Anderson School of Management, UCLA
|
| 10:45 | Coffee Break |
| 11:15 |
Day 1 - Session 2
"Hedge funds, signaling, and optimal lockups"
Juhani Linnainmaa, Marshall School of Business, University of Southern California
"Real Option Exercise: Empirical Evidence”
Paul Decaire, The Wharton School, University of Pennsylvania Discussant: Ohad Kadan, Olin Business School, Washington University in St. Louis |
| 12:45 | Lunch |
| 13:45 |
Day 1 - Session 3
"Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds?"
Xing Huang, Olin Business School, Washington University in St. Louis 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 Discussant: Michela Verardo, London School of Economics |
| 19:30 | Dinner |
Monday, May 14
| 08:30 | Coffee |
| 09:00 |
Day 2 - Session 1
"Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads"
Patrick Augustin, Desautels Faculty of Management, McGill University Discussant: Lukas Schmid, Fuqua School of Business, Duke University
"Market Power and Price Informativeness"
Marcin Kacperczyk, Imperial College London
|
| 10:30 | Coffee Break |
| 11:00 |
Day 2 - Session 2
"The Collateralizability Premium"
Hengjie Ai, Carlson School of Management, University of Minnesota 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 Discussant: Simcha Barkai, London Business School |
| 12:30 | Lunch |
| 13:30 |
"Regulation of Charlatans in High-Skill Professions"
Jonathan Berk, Stanford Granduate School of Business, Stanford University Discussant: Burton Hollifield, Tepper School of Business, Carnegie Mellon University
Seokwoo Lee, George Mason University 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).