Thursday – November 21, 2024
Session Chair: Alexandre Jeanneret, UNSW
9:00-9:45 : Volatility Disagreement and Asset Prices
Presented by Andrea Buffa, University of Colorado at Boulder
Discussant: Konark Saxena, ESCP
9:45-10:30 : How Exposed are Hedge Funds to Prime Broker Risk?
Presented by Valeri Sokolovski, University of Alberta
Discussant: Jaewon Choi, Seoul National University
10:30-10:45 : Break
10:45 -11:30 : Social Media and the Distortion of Price Revelation
Presented by Charles Martineau, University of Toronto
Discussant: Jing Lu, UNSW
11:30 -12:15 : Good Inflation, Bad Inflation: Implications for Risky Asset Prices
Presented by Ram Yamarthy, Federal Reserve Board
Discussant: Philippe Mueller, Warwick Business School
Friday – November 22, 2024
Session Chair: Mathieu Fournier, UNSW
9:00-9:45 : Reassessing Sources of Risk Premiums in Currency Markets
Presented by Mikhail Chernov, UCLA
Discussant: Pasquale della Corte, Imperial College Business School
9:45-10:30 : Investments and Asset Pricing in a World of Satisficing Agents
Presented by Tony Berrada, University of Geneva
Discussant: Adem Atmaz, Purdue University
10:30-10:45 : Break
10:45 -11:30 : Asset Purchase Rules: How QE Transformed the Bond Market
Presented by Valentin Haddad, UCLA
Discussant: Antje Berndt, Australian National University
11:30 -12:15 : Passive Bond Fund Management is an Oxymoron (or the Case for the Active Management of Bond Funds)
Presented by Jaewon Choi, Seoul National University
Discussant: James O’Donovan, City University of Hong Kong
Saturday – November 23, 2024
Session Chair: Francisco Barillas, UNSW
9:00-9:45 : The Different Networks of Firms Implied by the News
Presented by Gustavo Schwenkler, Santa Clara University
Discussant: Rossen Valkanov, UCSD
9:45-10:30 : The Stock-Bond Correlation: A Tale of Two Days in the Treasury Bond Market
Presented by Grace Xu, Tsinghua PBC
Discussant: Andrew Patton, UNSW
10:30-10:45 : Break
10:45 -11:30 : Forecasting Crashes with a Smile
Presented by Ran Shi, University of Colorado at Boulder
Discussant: Mikhail Chernov, UCLA
11:30 -12:15 : Do Share Repurchases Increase the Value of Non-repurchasing Firms?
Presented by Byungwook Kim, University of California - Irvine
Discussant: Alessandro Melone, Ohio State University