CAFFE

10 October 2023: Using artificial intelligence in financial economics

• Kevin Bryan (University of Toronto);  "A User's Guide to GPT and LLMs for Economics Research"

• Anton Korinek (University of Virginia); "Generative AI for Economic Research: Use Cases and Implications for Economists"

14 November 2023: Climate Finance

• Marcin Kacperczyk (Imperial College London); "The CO2 Question: Technical Progress and the Climate Crisis"

• Mathijs van Dijk (Rotterdam School of Management); "Climate Change and Long-Horizon Portfolio Choice: Combining Insights from Theory and Empirics"

12 December 2023: Asset Markets

• Elise Gourier (ESSEC Business School); "Private Market Fund Factors"

• Gianpaolo Parise (EDHEC Business School); "Green Window Dressing"

13 February 2024: Sustainable Investing

• Theresa Spickers (University of Amsterdam); "Passive Ownership and the Environment" 

• Joel Shapiro (University of Oxford); Sustainable Investing and Public Goods Provision"

12 March 2024: Expectation Formation

• Kathrin Schlafmann (Copenhagen Business School); "Expectations and Wealth Heterogeneity in the Macroeconomy"

• Peter Andre (Leibniz Institute for Financial Research SAFE and Goethe University Frankfurt); "Mental Models of the Stock Market"

09 April 2024: Hedging and Mortgage Choices

• Giovanna Nicodano (University of Torino); "Hedging Permanent Income Shocks"

• Jamie Coen (Imperial College Business School); "Price Discrimination and Mortgage Choice"

14 May 2024: Politics and Biased Information

• Julia Cage (Sciences Po Paris); "Hosting Media Bias: Evidence from the Universe of French Broadcasts, 2002-2020"

• Pooya Molavi (Northwestern University); "Informational Autocrats, Diverse Societies"

11 June 2024: Monetary Policy and Finance

• Cynthia Mei Balloch (London School of Economics); "Making Sense of Negative Nominal Interest Rates"

• Marco Grotteria (London Business School); "Monetary Policy Wedges and the Long-Term Liabilities of Households and Firms"

09 July 2024: Artificial Intelligence and Machine Learning

• Sergio Correia (Federal Reserve Board); "Unlocking Economic Data with LLMs" (including discussion of embeddings)

• Svetlana Bryzgalova (London Business School and CEPR); "(Almost) 200 Years of News-Based Economic Sentiment"

11 October 2022: Katrin Gödker (Bocconi University)

• Title of paper: "Disposed to be overconfident"

• Discussant: Michaela Pagel (Columbia Business School)

8 November 2022: Carlo Schwarz (Bocconi University)

• Title of paper: "Gender gaps in academia: Global evidence over the twentieth century"

• Discussant: Renée Adams (Saïd Business School, Oxford University)

13 December 2022: Alexandru Barbu (INSEAD)

• • Title of paper: "Procyclical asset management and bond risk premia"

  • Discussant: Alberto Manconi (Bocconi University)

10 January 2023: No seminar

14 February 2023: Pedro Barroso (Católica-Lisbon School of Business and Economics)

• Title of paper: What explains price momentum and 52-week high momentum when they really work? 

• Discussant: Amit Goyal (University of Lausanne and Swiss Finance Institute)

14 March 2023: Jean-Charles Rochet (University of Geneva)

• Title of paper: Public debt and the balance sheet of the private sector

• Discussant: Bernard Dumas (INSEAD)

11 April 2023: Jessica Jeffers (HEC Paris)

• Title of paper: The risk and return of impact investing funds 

• Discussant: David Zerbib (EDHEC Business School)

9 May 2023: Kim Fe Kramer (London School of Economics)

• Title of paper: Bank presence and health 

• Discussant: Marieke Bos (Stockholm School of Economics and VU Amsterdam)

13 June 2023: Jens Kvaerner (Tilburg University)

• Title of paper: How Did Low-Interest Rates Impact the Cash Holdings of Individual Investors and Firms?

• Discussant: Andrea Tamoni (Rutgers University)

11 July 2023: Fabrice Tourre

• Title of paper: Refinancing Frictions, Mortgage Pricing and Redistribution

• Discussant: Andreas Fuster (EPFL)

14 September 2021: Francesco Franzoni (USI Lugano)

• Title of paper: "Avoiding Volatility: Institutional Trading Before Scheduled News" 

• Discussant: Gianpaolo Parise (EDHEC) 

12 October 2021: Anastasia Girshina (Stockholm School of Economics)

• Title of paper: "Explaining gender gap in real estate returns"

• Discussant: Kelly Shue (Yale University)

9 November 2021: Magdalena Rola-Janicka (Tilburg University)

• Title of paper: "The Political Economy of Prudential Regulation"

• Discussant: Jean-Charles Rochet (Toulouse School of Economics)

14 December 2021: Francesco D'Acunto (Boston College)

• Title of paper: "How Costly Are Cultural Biases? Evidence from FinTech"

• Discussant: Daniel Paravisini (London School of Economics)

11 January 2022: Theresa Kuchler (NYU)

• Title of paper: "Social networks shape beliefs and behavior: Evidence from social distancing during the Covid-19 pandemic"

• Discussant: Harrison Hong (Columbia University)

8 February 2022: Benjamin Moll (London School of Economics)

• Title of paper: "Uneven growth: Automation’s Impact on Income and Wealth Inequality"

• Discussant: Laurent Calvet (EDHEC)

8 March 2022: Claudia Custodio (Imperial College London)

• Title of paper: "Opioid Crisis and Real Estate Prices"

• Discussant: Stijn Van Nieuwerburgh (Columbia Business School)

12 April 2022: Irina Zviadadze (HEC Paris)

• Title of paper: "Correcting Misspecified Stochastic Discount Factors"

• Discussant: Kent Daniel (Columbia Business School)

10 May 2022: Tobin Hanspal (WU Vienna University of Econimics and Finance)

• Title of paper: "Good Peers, Good Apples: Peer Effects Lead to Better Financial Outcomes"

• Discussant: Stefan Ruenzi

14 June 2022: Huan Tang (London School of Economics)

• Title of paper: "Measuring the Welfare Effects of Adverse Selection in Consumer Credit Markets"

• Discussant: Jose Luis Peydro (Imperial College Business School)

12 July 2022: Larissa Schaefer (Frankfurt School of Finance and Management)

• Title of paper: "Does Political Partisanship Cross Borders? Evidence from International Capital Flows"

• Discussant: Michael Weber (University of Chicago Booth School of Business)

8 September 2020: Pierre Collin-Dufresne (EPFL and CEPR)

• Title of paper: "How integrated are credit and equity markets? Evidence from index options" 

• Link to paper;  Link to slides;  Link to video for seminar and discussion

• Discussant: Hugues Langlois (HEC Paris) (Link to discussion slides)

13 October 2020: Victoria Vanasco (CREI and CEPR)

• Title of paper: "Security Design in Non-Exclusive Markets with Asymmetric Information" 

• Link to paper;   Link to slides;  Link to video for seminar and discussion

• Discussant: Thomas Noe (Oxford University) (Link to discussion slides)

10 November 2020: Lorenzo Bretscher (London Business School)

• Link to paper; Link to slides; Link to video for seminar and discussion

• Discussant: Toni Whited (Ross School of Business, University of Michigan) (Link to discussion slides)

8 December 2020: Ester Faia (Goethe University Frankfurt and CEPR)

• Title of paper: "Confirmation Bias in Information Selection and Processing:  Survey Evidence from the Pandemic"

• Discussant: Michael Thaler (Princeton University) (Link to discussion slides)

12 January 2021: Nicola Gennaioli (Bocconi University and CEPR)

• Title of paper: "Older People are Less Pessimistic about the Health Risks of Covid-19"

• Discussant: Rawley Heimer (Boston College) 

9 February 2021: Marieke Bos (Stockholm School of Economics)

• Title of paper: "Corporate Restructuring and Employees’ Mental Health"

• Discussant: Paige Ouimet (Kenan-Flagler Business School, University of North Carolina)

 March 2021:  Svetlana Bryzgalova (London Business School) 

• Title of paper: Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models 

• Discussant: Irina Zviadadze (HEC Paris)

6 April 2021: Savitar Sundaresan (imperial College and CEPR)

• Title of paper: "More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency"

• Discussant: Liyan Yang (University of Toronto)

11 May 2021: Vikrant Vig (London Business School)

• Title of paper: "Quality and productivity in aircraft sales: Why fire sale discounts are overstated"

• Discussant: Karin Thorburn (NHH Norwegian School of Economics)

8 June 2021: Mariassunta Giannetti (Stockholm School of Economics and CEPR)

• Title of paper: "Does money talk? Market discipline through selloffs and boycotts"

• Discussant: Laurent Fresard (Universita della Svizzera italiana)