Turan G. Bali - Activities

China International Conference in Finance (CICF), 2022: Discussant, "Forecasting Option Returns with News" by Jie Cao, Bing Han, Gang Li, Ruijing Yang, and Xintong Zhan, July 2022.

Mid-Atlantic Research Conference in Finance (MARC), 2022: A Factor Model for Stock Returns Based on Option Prices, March 2022.

American Finance Association (AFA), 2022: Labor Market Networks and Asset Returns, January 2022.

American Finance Association (AFA), 2022: Discussant, "Diverse Hedge Funds" by Yan Lu, Narayan Naik, and Melvyn Teo, January 2022.

Shanghai Financial Forefront Symposium (SFFS): Machine Forecast Disagreement and Equity Returns, December 2021.

Shanghai Financial Forefront Symposium (SFFS), Discussant: "Model Complexity, Expectations, and Asset Prices", by Pooya Molavi, Alireza Tahbaz-Salehi, and Andrea Vedolin, December 2021.

Virtual Derivatives Workshop (VDW), 2021: Option Return Predictability with Machine Learning and Big Data, October 2021.

Canadian Derivatives Institute (CDI) Conference organized by McGill University, Discussant: “Making Better Use of Option Prices to Predict Stock Returns” by Dmitriy Muravyev and Aurelio Vasquez, September 2021.

Western Finance Association (WFA): Discussant, "Modeling Corporate Bond Returns" by Bryan Kelly, Diogo Palhares, and Seth Pruitt, June 2021.

ITAM Finance Conference: In Search of a Factor Model for Optionable Stocks, June 2021.

ITAM Finance Conference: Discussant, "Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk" by Alexander Dickerson, Mathieu Fournier, Alexandre Jeanneret, and Philippe Mueller, June 2021.

Istanbul Finance Conference: In Search of a Factor Model for Optionable Stocks, June 2021.

Bernstein Quant Conference: In Search of a Factor Model for Optionable Stocks, May 2021.

American Finance Association (AFA): Session Chair, "Cross-Sectional Return Predictability," January 2021.

American Finance Association (AFA): Discussant, "The Calendar Effects of the Idiosyncratic-Volatility Puzzle: A Tale of Two Days?" by Jie Cao, Tarun Chordia, and Xington Zhan, January 2021.

Shanghai Financial Forefront Symposium (SFFS): Private Subsidiaries' Information Disclosure and the Cross-Sectional Equity Returns of Public Parent Firms, December 2020.

Conference on the Theories and Practices of Securities and Financial Markets: In Search of a Factor Model for Optionable Stocks, December 2020.

Asia-Pacific Association of Derivatives Conference: In Search of a Factor Model for Optionable Stocks, July 2020.

International Conference on Derivatives and Capital Markets: In Search of a Factor Model for Optionable Stocks, April 2020.

American Finance Association (AFA): Attention, Social Interaction, and Investor Attraction to Lottery Stocks, January 2020.

American Finance Association (AFA): Discussant, "Older and Wiser: Informed Traders and the Choice of Option Maturity" by Mark Clements, Vitali Kalesnik, and Juhani Linnainmaa, January 2020.

Miami Behavioral Finance Conference: Regret and the Cross-Section of Expected Returns, December 2019.

Global Quantitative and Macro Investment Conference by "Wolfe Research": Disagreement in Economic Forecasts and Equity Returns: Risk or Mispricing? November 2019.

Telfer Conference in Accounting and Finance: Attention, Social Interaction, and Investor Attraction to Lottery Stocks, May 2019.

Telfer Conference in Accounting and Finance: Discussant, "Economic Uncertainty and Investor Attention" by Daniel Andrei, Henry Friedman, and N. Bugra Ozel, May 2019.

Q-Group Conference: In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market, April 2019.

American Finance Association (AFA): Upside Potential of Hedge Funds as a Predictor of Future Performance, January 2018.

Financial Management Association (FMA): Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns, October 2018.

Miami Behavioral Finance Conference: Attention, Social Interaction, and Demand for Lottery-Like Stocks, December 2018.

Center for Accounting Research and Education (CARE) Conference on Economic Uncertainty organized by the University of Notre Dame, 2018: Economic Uncertainty Premium in the Corporate Bond Market.

HKUST Finance Symposium, 2016: Common Risk Factors in the Cross-Section of Corporate Bond Returns.

Hedge Fund Conference organized by the University of North Carolina (UNC), Chapel Hill: Managerial Talent and Hedge Fund Performance, December 2016.

Institute for Financial Research (SIRF) Conference, Stockholm, 2016: Common Risk Factors in the Cross-Section of Corporate Bond Returns.

Financial Market Symposium organized by the State University of New York (SUNY), Albany, 2016: Managerial Talent and Hedge Fund Performance, October 2016.

Multinational Finance Society (MFS): Keynote Speech, Macroeconomic Uncertainty and Expected Stock Returns, April 2016.

American Finance Association (AFA): Macroeconomic Uncertainty and Expected Stock Returns, January 2015.

Western Finance Association (WFA): Betting against Beta or Demand for Lottery, June 2015.

Society for Financial Studies (SFS) Finance Cavalcade: Betting against Beta or Demand for Lottery, May 2015.

Q-Group Seminar, 2015: Betting against Beta or Demand for Lottery, March 2015.

NYU Volatility Institute Conference on Fixed Income Risk: Measurement, Modeling and Management, 2015: Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?

Midwest Finance Association: Betting against Beta or Demand for Lottery, March 2015.

Midwest Finance Association: Understanding the Distributional Characteristics of Lottery Investments, March 2015.

Recent Advances in Finance Conference (London), University of London: Macroeconomic Uncertainty and Expected Stock Returns, February 2015.

Behavioral Finance Conference at the University of Miami: Discussant, “Investor Behavior and Financial Innovation: Callable Bull/Bear Contracts” by Xindan Li, Avanidhar Subrahmanyam, and Xuewei Yang, December 2014.

China International Conference in Finance: Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns, June 2014.

China International Conference on Corporate Finance and Capital Markets: Macroeconomic Uncertainty and Expected Stock Returns, November 2014.

Financial Management Association: Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns, October 2014.

Financial Management Association: Macroeconomic Risk and Hedge Fund Returns,October 2014.

Behavioral Finance and Capital Markets Conference: Betting Against Beta or Demand for Lottery, July 2014.

Financial Management Association Applied Finance Conference: Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns, May 2014.

Financial Management Association Applied Finance Conference, 2014: Betting against Beta or Demand for Lottery? May 2014.

Midwest Finance Association: Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns, March 2014.

Midwest Finance Association: Investing in Stock Market Anomalies, March 2014.

American Finance Association: Risk, Uncertainty, and Expected Returns, January 2013.

Q-Group Seminar, 2013: Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns, May 2013.

Asset Management Conference of Erasmus University, 2013: Macroeconomic Risk and Hedge Fund Returns, June 2013.

China International Conference in Finance: Liquidity Shocks and Stock Market Reactions, July 2013.

Financial Management Association: Systematic and Idiosyncratic Risk in the Cross-Section of Price Target Expected Returns, October 2013.

Midwest Finance Association: Systematic and Idiosyncratic Risk in the Cross-Section of Price Target Expected Returns, March 2014.

National University of Singapore, Seventh Annual Risk Management Conference: Liquidity Shocks and Stock Market Reactions, June 2013.

Summer Institute of Finance Conference: Liquidity Shocks and Stock Market Reactions, July 2013.

Triple Crown Conference: Liquidity Shocks and Stock Market Reactions, April 2013.

American Finance Association: Systematic Risk and the Cross-Section of Hedge Fund Returns, January 2012.

Finance Down Under in Melbourne, Australia: Risk, Uncertainty, and Expected Returns, March 2012.

Triple Crown Conference: Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? April 2012.

Western Finance Association: Discussant, “Stock Options as Lotteries” by Brian Boyer and Keith Vorkink, June 2012.

Financial Intermediation Research Society (FIRS) Conference: Discussant, “The Joint Pricing of Volatility and Liquidity” by Elena-Claudia Moise and Jeffrey Russell, June 2012.

The Centre of Asset Pricing Research at Norwegian Business School & the Norwegian Finance Initiative of Norges Bank Investment Management Conference: Risk, Uncertainty, and Expected Returns, June 2012.

Conference on Liquidity Risk Management at Fordham University: Liquidity Shocks and Stock Market Reactions, June 2012.

China International Conference in Finance: Risk, Uncertainty, and Expected Returns, July 2012.

Singapore International Conference in Finance: Risk, Uncertainty, and Expected Returns, July 2012.

CNMV International Conference on Securities Markets, Madrid, Spain: Risk, Uncertainty, and Expected Returns, September 2012.

State Street Boston Quant Forum: Liquidity Shocks and Stock Market Reactions, October 2012.

The Chinese Finance Association (TCFA) Best Paper Symposium: Liquidity Shocks and Stock Market Reactions, October 2012.

Financial Management Association Meeting: Liquidity Shocks and Stock Market Reactions, October 2012.

Deutsche Bank Quant Conference: Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns, November 2012.

Deutsche Bank Quant Conference: The Joint Cross Section of Stocks and Options, November 2012.

Deutsche Bank Quant Conference: Liquidity Shocks and Stock Market Reactions, November 2012.

Southwestern Finance Association: Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? March 2012.

American Finance Association: The Joint Cross Section of Stocks and Options, January 2011.

Financial Management Association: Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? October 2011.

Midwest Finance Association: Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? March 2011.

Modeling High Frequency Data in Finance: Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? July 2011.

Midwest Finance Association: Implied Volatility Spreads, Skewness and Expected Market Returns, March 2011.

RFS/NYU/NY FED Conference: Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? November 2010.

CRSP Forum: The Joint Cross Section of Stocks and Options, November 2010.

Duke-UNC Asset Pricing Conference: A Cross-Sectional Investigation of the Conditional ICAPM, March 2010.

Financial Management Association: The Joint Cross Section of Stocks and Options, October 2010.

Financial Management Association: Unusual News Events and the Cross-Section of Stock Returns, October 2010.

Financial Management Association: Implied Volatility Spreads, Skewness and Expected Market Returns, October 2010.

Northeast Business and Economics Association: Does Risk-Neutral SkewnessPredict the Cross-Section of Equity Option Portfolio Returns? October 2010.

Western Finance Association: A Cross-Sectional Investigation of the Conditional ICAPM, June 2009.

American Finance Association: Investigating ICAPM with Dynamic Conditional Correlations, January 2009.

Midwest Finance Association: Corporate Financing Activities and Contrarian Investment, March 2009.

Triple Crown Conference: Investigating ICAPM with Dynamic Conditional Correlations, May 2009.

Financial Management Association: Corporate Financing Activities and Contrarian Investment, October 2008.

Financial Management Association: World Market Risk, Country-Specific Risk, and Expected Returns in International Stock Markets, October 2008.

Financial Management Association: Investigating ICAPM with Dynamic Conditional Correlations, October 2008.

Oxford-Man Institute of Quantitative Finance: Vast Data Conference, Investigating ICAPM with Dynamic Conditional Correlations, September 2008.

China International Conference in Finance: Investigating ICAPM with Dynamic Conditional Correlations, July 2008.

China International Conference in Finance: World Market Risk, Country-Specific Risk, and Expected Returns in International Stock Markets, July 2008.

Inaugural Conference of the Society for Financial Econometrics (SoFiE): Investigating ICAPM with Dynamic Conditional Correlations, June 2008.

Financial Management Association: The Conditional Beta and the Cross-Section of Expected Returns, October 2007.

Financial Management Association: Stock Returns, Inflation, and Real Economic Activity, October 2007.

Bank of Canada: Predictability of Interest Rates and Interest Rate Portfolios, July 2007.

European Finance Association: Is There an Intertemporal Relation Between Downside Risk and Expected Returns? June 2006.

Financial Management Association: The Role of Autoregressive Conditional Skewness and Kurtosis in the Estimation of Conditional VaR October 2006.

Eastern Finance Association: Does Hedging with Derivatives Reduce the Market Risk? April 2006.

American Economic Association: Asymmetric Crime Cycles, January 2005.

American Economic Association: A Conditional Extreme Value Volatility Estimator Based on High-Frequency Index Returns, January 2005.

European Finance Association: Value at Risk and the Cross-Section of Hedge Fund Returns, June 2005.

Inquire Europe Symposium: Value at Risk and the Cross-Section of Hedge Fund Returns, October 2005.

China International Conference in Finance: Cyclicality in Catastrophic and Operational Risk Measurements, July 2005.

China International Conference in Finance: Predictability of Interest Rates and Interest Rate Portfolios, July 2004.

Financial Management Association: Cyclicality in Catastrophic and Operational Risk Measurements, October 2004.

Financial Management Association: Optimal Portfolio Selection: Mean-variance versus mean-VaR, October 2004.

Financial Management Association: Does Hedging with Derivatives Reduce the Market Risk Exposure?, October 2004.

European Finance Association: Aggregate Earnings, Firm Level Earnings and Expected Stock Returns, August 2004.

Goldman Sachs, Asset Management Group: Predictability of Interest Rates and Interest Rate Portfolios, April 2004.

Financial Management Association: Testing the Empirical Performance of VaR in Asset Pricing Models, October 2003.

Financial Management Association: Correlation of Stock and Market Returns in Asset Pricing Models, October 2003.

6th Biennial Conference of the Athenian Policy Forum, International Conference on the Global Economy: Financial, Legal, and Technological Asymmetries, Risk Management Performance of Alternative Distribution Functions, August 2002.

Multinational Finance Association: Risk Management Performance of Alternative Distribution Functions, July 2002.

Financial Management Association: A Generalized Extreme Value Approach to Estimating Value at Risk, October 2001.

Financial Management Association: Nonlinear Parametric Models of the Short Term Interest Rate, October 2001.

Southern Finance Association: Nonlinear Parametric Models of the Short Rate and Implications on the Prices of Caps and Floors, November 2001.

Southern Finance Association: Pricing Interest Rate Options Using the BDT Term Structure Model: The Effect of Yield Curve Smoothing, November 1999.

Eastern Economic Association: Fiscal Explanations of Inflation: An Empirical Reexamination, February 1998.

Papers Presented at Research Institutions

Southern Methodist University, 2023: A Factor Model for Stock Options

University of Minnesota, 2022: A Factor Model for Stock Options

University of Sussex, 2022: A Factor Model for Stock Options

Federal Reserve Board, 2022: A Factor Model for Stock Options

University of Miami, 2022: A Factor Model for Stock Options

Federal Reserve Board, 2022: A Factor Model for Stock Options

Queen Mary University of London, 2021: In Search of a Factor Model for Optionable Stocks

Georgetown University, 2021: Machine Forecast Disagreement and Equity Returns

University of Hawaii, 2021: In Search of a Factor Model for Optionable Stocks

Florida International University, 2021: In Search of a Factor Model for Optionable Stocks

La Trobe University, 2021: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

Monash University, 2021: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

Johns Hopkins University, 2021: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

Hong Kong University of Science and Technology (HKUST), 2021: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

Tsinghua University, PBC School of Finance, 2021: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

Michigan State University, 2021: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

University of Massachusetts Amherst, 2021: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

University of Amsterdam, 2020: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

VU Amsterdam, 2020: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

Erasmus University Rotterdam, 2020: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

Tinbergen Institute, 2020: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

The Instituto Tecnológico Autónomo de México (ITAM), 2020: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

University of Alabama, 2020: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

Chinese University of Hong Kong (CUHK), 2020: Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households

EDHEC Business School, 2019: Disagreement in Economic Forecasts and Equity Returns: Risk or Mispricing?

University of Houston, Bauer College of Business, 2019: Disagreement in Economic Forecasts and Equity Returns: Risk or Mispricing?

Frankfurt School of Finance and Management, 2019: In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market.

Goethe University Frankfurt, 2019: In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market.

Rutgers University, 2019: Disagreement in Economic Forecasts and Equity Returns: Risk or Mispricing?

U.S. Treasury, Office of Financial Research, 2018: Economic Uncertainty Premium in the Corporate Bond Market.

HEC Montreal, Business School, 2018: Economic Uncertainty Premium in the Corporate Bond Market.

University of Illinois – Chicago, College of Business Administration, 2018: Long-Term Contrarian Strategies in the Corporate Bond Market.

Fordham University, 2018: Long-Term Contrarian Strategies in the Corporate Bond Market.

Boston College, 2017: Economic Uncertainty Premium in the Corporate Bond Market.

University of Illinois - Urbana Campaign, 2017: Economic Uncertainty Premium in the Corporate Bond Market.

Penn State University, 2017: Economic Uncertainty Premium in the Corporate Bond Market.

Tulane University, 2017: Economic Uncertainty Premium in the Corporate Bond Market.

Case Western Reserve University, 2017: Common Risk Factors in the Cross-Section of Corporate Bond Returns.

BI Norwegian Business School, 2017: Return-Based Factors for Corporate Bonds.

Norges Bank Investment Management (NBIM), 2017: Return-Based Factors for Corporate Bonds.

Federal Reserve Bank of Richmond, 2017: Common Risk Factors in the Cross-Section of Corporate Bond Returns.

Vanderbilt University, Owen Graduate School of Management, 2016: Common Risk Factors in the Cross-Section of Corporate Bond Returns.

Federal Reserve Board, Washington, DC, 2016: Common Risk Factors in the Cross-Section of Corporate Bond Returns.

University of Cambridge, Judge Business School, 2016: Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?

University of Texas - Austin, 2016: Common Risk Factors in the Cross-Section of Corporate Bond Returns.

Rice University, 2016: Common Risk Factors in the Cross-Section of Corporate Bond Returns.

Southern Methodist University, 2016: Common Risk Factors in the Cross-Section of Corporate Bond Returns.

University of Warwick, Warwick Business School, 2016: Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?

Tilburg University, School of Economics and Management, 2016: Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?

Erasmus University, Rotterdam School of Management, 2016: Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?

New York University, Stern School of Business, 2015: Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?

Cornell University, Johnson Graduate School of Management, 2015: Macroeconomic Uncertainty and Expected Stocks Returns.

Queen Mary University of London, 2015: Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?

The U.S. Commodity Futures Trading Commission (CFTC), Office of the Chief Economist, 2015: Macroeconomic Uncertainty and Expected Stock Returns.

Texas A&M, Mays Business School, 2014: Macroeconomic Uncertainty and Expected Stocks Returns.

George Mason University, School of Business, 2014: Macroeconomic Uncertainty and Expected Stocks Returns.

U.S. Treasury, Office of Financial Research, 2014: Macroeconomic Uncertainty and Expected Stocks Returns.

Singapore Management University, 2014: Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns.

George Washington University, 2014: Macroeconomic Uncertainty and Expected Stock Returns.

Federal Reserve Board, Washington, DC, 2014: Macroeconomic Uncertainty and Expected Stock Returns.

University of Melbourne, 2014: Betting Against Beta or Demand for Lottery.

Monash University, 2014: Betting Against Beta or Demand for Lottery.

University of South Australia, 2014: Betting Against Beta or Demand for Lottery.

University of Minho, 2014: Betting Against Beta or Demand for Lottery.

City University of New York, Graduate School and University Center, 2014: Betting Against Beta or Demand for Lottery.

Lancaster University, 2014: Betting Against Beta or Demand for Lottery.

University of Nebraska-Lincoln, 2014: Betting Against Beta or Demand for Lottery.

Georgetown University, 2014: Betting Against Beta or Demand for Lottery.

George Washington University, 2014: Betting Against Beta or Demand for Lottery.

Koc University, 2014: Betting Against Beta or Demand for Lottery.

Sabanci University, 2014: Betting Against Beta or Demand for Lottery.

Said Business School and Oxford-Man Institute, Oxford University, 2013: Macroeconomic Risk and Hedge Fund Returns.

University of Georgia, Terry College of Business, 2013: Macroeconomic Risk and Hedge Fund Returns.

Federal Reserve Board, Washington, DC, 2013: Macroeconomic Risk and Hedge Fund Returns.

McGill University, 2013: Macroeconomic Risk and Hedge Fund Returns.

University of Melbourne, 2013: Macroeconomic Risk and Hedge Fund Returns.

University of Cincinnati, 2013: Macroeconomic Risk and Hedge Fund Returns.

Lehigh University, 2013: Macroeconomic Risk and Hedge Fund Returns.

National University of Singapore, 2013: Liquidity Shocks and Stock Market Reactions.

Beijing University, 2013: Liquidity Shocks and Stock Market Reactions.

Villanova University, 2013: Liquidity Shocks and Stock Market Reactions.

Georgetown University, McDonough School of Business, 2012: Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns.

Cheung Kong Graduate School of Business (CKGSB), Beijing, China, 2012: Risk, Uncertainty, and Expected Returns.

University of Melbourne, Melbourne Business School, Australia, 2012: Risk, Uncertainty, and Expected Returns.

Georgetown University, McDonough School of Business, 2012: Liquidity Shocks and Stock Market Reactions.

Federal Reserve Board, Washington, DC, 2012: Liquidity Shocks and Stock Market Reactions.

Federal Deposit Insurance Corporation (FDIC), Washington, DC, 2012: Liquidity Shocks and Stock Market Reactions.

Temple University, Fox School of Business, 2012: Liquidity Shocks and Stock Market Reactions.

Baruch College, City University of New York, 2012: Liquidity Shocks and Stock Market Reactions.

SAC Quant Seminar, Hedge Fund, New York, 2012: Systematic Risk and the Cross-Section of Hedge Fund Returns.

Swiss Finance Institute, 2012: Risk, Uncertainty, and Expected Returns.

Norwegian Business School, 2012: Risk, Uncertainty, and Expected Returns.

University of Nebraska, College of Business Administration, 2012: Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?

New York University, Stern School of Business, 2011: Discussant, “Variance Risk Premia, Asset Predictability, and Macroeconomic Uncertainty” by Hao Zhou.

Georgetown University, McDonough School of Business, 2011: The Joint Cross Section of Stocks and Options.

University of Wisconsin-Madison, School of Business, 2011: Resurrecting the Conditional CAPM with Dynamic Conditional Correlations.

University of Maryland, Smith School of Business, 2010: Discussant, “It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naive Diversification” by Barbara Ostdiek and Chris Kirby.

University of Chicago, Booth School of Business, 2010: The Joint Cross Section of Stocks and Options.

Duke University, Fuqua School of Business, 2010: A Cross-Sectional Investigation of the Conditional ICAPM.

ETH Zurich, 2010: The Joint Cross Section of Stocks and Options.

Federal Reserve Bank of New York, 2010: Resurrecting the Conditional CAPM with Dynamic Conditional Correlations.

Federal Reserve Bank of New York, 2010: Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Syracuse University, Whitman School of Management, 2010: A Cross-Sectional Investigation of the Conditional ICAPM.

University of Massachusetts, Isenberg School of Management, 2010: Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?

Georgia State University, J. Mack Robinson College of Business, 2010: Do Hedge Funds’ Exposures to Risk Factors Predict Their Future Returns?

State University of New York, Buffalo, School of Management, 2010: Resurrecting the Conditional CAPM with Dynamic Conditional Correlations.

Florida State University, College of Business, 2010: A Cross-Sectional Investigation of the Conditional ICAPM.

University of California-Davis, Graduate School of Management, 2010: Unusual News Events and the Cross-Section of Stock Returns.

Rutgers University, School of Business, 2009: A Cross-Sectional Investigation of the Conditional ICAPM.

DePaul University, The Charles H. Kellstadt Graduate School of Business, 2009: Unusual News Events and the Cross-Section of Stock Returns.

Tulane University, Freeman School of Business, 2009: Unusual News Events and the Cross-Section of Stock Returns.

Securities and Exchange Commission, 2009: Unusual News Events and the Cross-Section of Stock Returns.

CalPERS, 2009: Unusual News Events and the Cross-Section of Stock Returns.

CalSTERS, 2009: Unusual News Events and the Cross-Section of Stock Returns.

INSEAD, School of Business, 2009: Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns.

HEC Paris, School of Business, 2009: Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns.

Fordham University, Graduate School of Business, 2009: Investigating ICAPM with Dynamic Conditional Correlations.

University of Iowa, Tippie College of Business, 2009: Investigating ICAPM with Dynamic Conditional Correlations.

New York University, Stern School of Business, 2008: Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns.

Simon Fraser University, School of Business, 2008: Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns.

New York University, Stern School of Business, 2008: Investigating ICAPM with Dynamic Conditional Correlations.

University of Oxford, Oxford-Man Institute of Quantitative Finance, 2008: Investigating ICAPM with Dynamic Conditional Correlations.

University of Toronto, Rotman School of Management, 2007: Predictability of Interest Rates and Interest Rate Portfolios.

Fordham University, Graduate School of Business, 2007: Stock Returns, Inflation, and Real Economic Activity.

Koc University, Graduate School of Business, 2007: Stock Returns, Inflation, and Real Economic Activity.

Sabanci University, Graduate School of Business, 2007: Stock Returns, Inflation, and Real Economic Activity.

Bilkent University, Graduate School of Business, 2007: Stock Returns, Inflation, and Real Economic Activity.

New York University, Stern School of Business, 2006: Is There an IntertemporalRelation between Downside Risk and Expected Returns?

University of Massachusetts, Isenberg School of Management, 2006: Aggregate Earnings, Firm-Level Earnings, and Expected Stock Returns.

Cornell University, Johnson Graduate School of Management, 2005: Nonlinear Mean-Reversion in Stock Prices.

Boston College, Carroll School of Management, 2005: The Intertemporal Relation between Expected Returns and Risk.

Penn State University, Smeal College of Business, 2005: Corporate Financing Activities and Contrarian Investment.

New York University, Stern School of Business, 2004: Cyclicality in Catastrophic and Operational Risk Measurements.

City University of Hong Kong, 2004: Predictability of Interest Rates and Interest Rate Portfolios.

Fordham University, Graduate School of Business, 2004: The Role of Exchange Rates in the Intertemporal Risk-Return Relation in International Economies.

City University of New York, Graduate School and University Center, 2003: An Extreme Value Approach to Pricing Interest Rate Options.

Academic Service at Georgetown University

Finance Area Coordinator, McDonough School of Business, Georgetown University.

University Committee on Rank and Tenure (UCRT), Georgetown University.

McDonough Committee on Rank and Tenure (MCRT), McDonough School of Business, Georgetown University.

MSB Committee on Ph.D. Initiative, McDonough School of Business, Georgetown University.

Intellectual Task Force, McDonough School of Business, Georgetown University.

Executive Committee, McDonough School of Business, Georgetown University.

Recruiting Committee, McDonough School of Business, Georgetown University.

MSF Advisory Committee, McDonough School of Business, Georgetown University.

MSF Curriculum Committee, McDonough School of Business, Georgetown University.