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