SCHOOL OF BANKING AND FINANCE · UNSW SYDNEY
UNSW Asset Pricing Workshop
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December 3–4, 2026 · Coogee Beach, Sydney
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SUBMISSION DEADLINE
July 1, 2026
Closed
AUTHORS NOTIFIED
August 15, 2026
Program announced
WORKSHOP
December 3–4, 2026
Coogee Surf Life Saving Club
ABOUT
Ten papers, two days, one room by the ocean
Ten papers, two days, one room by the ocean
We invite papers in all areas of finance, with a special focus on asset pricing. Theoretical and empirical work is welcome.
All sessions are plenary and held in the morning and early afternoon, leaving time for conversation and social activities. Participation is limited to keep the atmosphere informal and the discussions lively.
By invitation only. To attend without presenting, please contact the organisers.
View the 2026 program Submission information
PROGRAM AT A GLANCE
2026 presenters
2026 presenters
THURSDAY, DECEMBER 3
Ella Patelli, University of British Columbia
Macroeconomic Announcements and the Repricing of Earnings Risk
Ching-Tse Chen, Copenhagen Business School
The Economic Consequences of Lower Retail Trading Costs
Thummim Cho, Korea University Business School
What Is a Currency Worth?
Xi Dong, Baruch College
Inside Out: Who Trade Before the Start of Cyber Attacks?
Quentin Vandeweyer, London Business School
The Fiscal Foundations of Safe Assets
Fotis Grigoris, University of Iowa
Uncertainty After Dark: Evidence from 19 Million Nights of Sleep
FRIDAY, DECEMBER 4
Shidong Shao, Chinese University of Hong Kong
Asset Prices and Portfolio Adjustment under Supply Shocks
Ingomar Krohn, Bank of Canada
Competition and Exclusivity in OTC Markets
Jincheng Tong, University of Toronto
Data, Markups, and Asset Prices
Chanik Jo, Chinese University of Hong Kong
Is Greenium a Reflection of Core Inflation Risk?
Full program with times and discussants
VENUE
Coogee Surf Life Saving Club
Coogee Surf Life Saving Club
The workshop takes place at the Coogee Surf Life Saving Club, perched on the rocky shoreline above the southern end of Coogee Beach in Sydney’s Eastern suburbs, a renowned spot for ocean activities, bars and restaurants.
ORGANISERS
SPONSOR
Organised and partly sponsored by the School of Banking and Finance, UNSW Business School.
Questions about the workshop?
Questions about the workshop?
Francisco Barillas (f.barillas@unsw.edu.au) · Alexandre Jeanneret (a.jeanneret@unsw.edu.au)
Workshop email: unsw.ap.workshop@gmail.com
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