2023 PROGRAM

Thursday – October 26, 2023

Session Chair: Alexandre Jeanneret, UNSW

9:00-9:45 : What do Financial Markets Say about the Exchange rate?

Presented by Mikhail Chernov, UCLA

Discussant: Paul Whelan, The Chinese University of Hong Kong

9:45-10:30 : Implementable Corporate Bond Portfolios

Presented by Rossen Valkanov, UCSD

Discussant: Alexander Dickerson, UNSW

10:30-10:45 : Break

10:45 -11:30 : The Fundamental Role of Uninsured Depositors in the Regional Banking Crisis

Presented by Harrison Hong, Columbia University

Discussant: Eliza Wu, University of Sydney

11:30 -12:15 : The Making of Momentum A Demand-System Perspective

Presented by Paul Huebner, Stockholm School of Economics 

Discussant: Piotr Orlowski, HEC Montreal

Friday – October 27, 2023 

Session Chair: Mathieu Fournier, UNSW

9:00-9:45 : The Decline of Too Big To Fail

Presented by Antje Berndt, Australian National University

Discussant: Gustavo Schwenkler, Santa Clara University

9:45-10:30 : The Dollar, US Fiscal Capacity and the US Safety Puzzle

Presented by Sun Yong Kim, Northwestern University 

Discussant: Zhan Shi, Tsinghua University

10:30-10:45 : Break

10:45 -11:30 : Asset Pricing with Misallocation

Presented by Yan Ji, Hong Kong University of Science and Technology 

Discussant: Suk Lee, UNSW

11:30 -12:15 : Inflation Surprises and Equity Returns

Presented by Berardino Palazzo, Federal Reserve Board 

Discussant: Max Croce, Bocconi University

Saturday – October 28, 2023  

Session Chair: Francisco Barillas, UNSW

9:00-9:45 : Do Mutual Funds Walk the Talk? Evidence from Fund Risk Disclosure

Presented by Nan Xu, Nankai University

Discussant: Andrea Buffa, University of Colorado at Boulder

9:45-10:30 : Earnings Extrapolation and Predictable Stock Market Returns

Presented by Hongye Guo, University of Hong Kong

Discussant: Federico Nardari, University of Melbourne

10:30-10:45 : Break

10:45 -11:30 : Inflation and the Relative Price Premium

Presented by Fotis Grigoris, University of Iowa

Discussant: Chanik Jo, The Chinese University of Hong Kong

11:30 -12:15 : The Price of Macroeconomic Uncertainty: Evidence from Daily Option Expirations

Presented by Mehrdad Samadi, Federal Reserve Board 

Discussant: Yoshio Nozawa, University of Toronto