Pre-Conference
Keynote Speaker
Maryan Farboodi
Jon D. Gruber Career Development Professor
Assistant Professor of Finance
Sloan School of Management
Massachusetts Institute of Technology
Pre-Conference
Venue: Auditório Padre Anchieta
June 13
8:15 - 9:00
Registration
Venue: Auditório Padre Anchieta
9:00 - 9:10
Welcome and opening remarks
Caio Almeida, Marcelo Fernandes and Marcelo C. Medeiros
9:10 - 10:00
Plenary Speaker
Maryan Farboodi (MIT)
TBA
Coffee-Break: 10:00 - 10:30
10:30 - 12:30
Session I: Markets, Return Predictability
Exchange Rate Uncertainty and Interest Rate Parity
Julian Fernandez-Mejia
Discussant: Paolo Santucci de Magistris
The Value of Economic Regularization for Stock Return Predictability
Eric Wilson, Yoontae Jeon and Laleh Samarbakhsh
Discussant: Svetlana Bryzgalova
Risk Premiums in the Bitcoin Market
Caio Almeida, Maria Grith, Ratmir Miftachov and Zijin Wang
Discussant: Roberto Renò
Lunch: 12:30 - 14:00
14:00 - 16:00
Session II: Options, Firm Level Risk
The Growth Effect of Uncertainty about Globalization: Evidence from the Option Market
Mobina Shafaati and Mengying Wang
Discussant: Kris Jacobs
Risk from the Inside Out: Understanding Firm Risk through Employee News Consumption
Fotis Grigoris, Preetesh Kantak, Fahiz Baba-Yara and Carter Davis
Discussant: Rene Garcia
Common Firm-Level Investor Fears: Evidence from Equity Options
Mykola Babiak, Jozef Barunik, Mattia Bevilacqua and Mike Ellington
Discussant: Bjorn Eraker
Coffee-Break: 16:00 - 16:30
16:30 - 17:30
Session III: Methodology
Moment Conditions and Time-Varying Risk Premia
Dennis Umlandt
Discussant: Frank Kleibergen
Semiparametrically Optimal Cointegration Test
Bo Zhou
Discussant: George Tauchen
17:30 - 18:00
Closing Remarks
18:30 - 22:00
Reception
Venue: Anfiteatro