2021 PROGRAM - ONLINE (EST)
SUNDAY, MAY 2, 20218:45-9:00 - INTRODUCTION
9:00-10:00 - Fiscal Policies & Asset Pricing Government Debt and Risk Premia Yang Liu (U Hong Kong) Discussant: Rosen Valchev, Boston C Convenience Yields in the Eurozone Currency Union Zhengyang Jiang (Northwestern U) Hanno Lustig (Stanford U) Stijn Van Nieuwerburgh (Columbia U) Mindy Xiaolan (UT Austin) Discussant: Patrick Augustin, McGill U 10:00-10:30 - BREAK 10:30-11:30 - Dynamics of Equity Returns Searching for the Equity Premium Hang Bai (U Connecticut) Lu Zhang (Ohio State U) Discussant: Kai Li, HKUST Counterparty Risk: Implications for Network Linkages and Asset Prices Fotis Grigoris (Indiana U) Yunzhi Hu (U North Carolina) Gill Segal (U North Carolina) Discussant: Thummim Cho, LSE MONDAY, MAY 3, 20219:00-10:00 - Currency Risks & Management Pricing Currency Risks Mikhail Chernov (UCLA) Magnus Dahlquist (SSE) Lars Lochstoer (UCLA) Discussant: Lukas Kremens, U Washington Currency Management by International Fixed Income Mutual Funds Clemens Sialm (UT Austin) Qifei Zhu (Nanyang Tech) Discussant: Matti Suominen, Aalto U 10:00-10:30 - BREAK 10:30-11:30 - Portfolio Reallocation Labor Mobility and Capital Misallocation in the Mutual Fund Industry Maxime Bonelli (PhD student, HEC-Paris) Discussant: Marcin Kacperczyk, Imperial C Benchmarking Intensity Anna Pavlova (LBS) Taisiya Sikorskaya (LBS) Discussant: Richard Evans, U Virginia 11:30-12:00 - BREAK 12:00-13:00 - Informed Trading The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance Chao Ying (PhD student, U Minnesota) Discussant: Xiaoxiao Tang, UT Dallas Information Chasing versus Adverse Selection in Over-the-Counter Markets Gabor Pinter (Bank of England) Chaojun Wang (U Pennsylvania) Junyuan Zou (INSEAD) Discussant: Norman Schurhoff, U Lausanne 13:00-13:30 - ADJOURN
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