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Calendar

The 11th BI-ShoF Conference on Asset Pricing and Financial Econometrics

Each paper has 45 minutes, which are divided as follows:

  • 25 minutes for the presentation
  • 15 minutes for the discussion,
  • 5 minutes for the presenter to reply to the discussant and take questions from the audience.
  • There will be coffee breaks between each session
  • Lunch: 11:45-13:00
  • Dinner: 18:00

Presenters and discussants are kindly asked to upload their slides on the computer before the start of their session.

Program

09:00-10:30 Session 1

09:00-09:45: Dynamic Trading: Price Intertia and Front-Running

  • Yuliy Sannikov (Stanford GBS)
  • Discussant: Francesco Nicolai (BI)

09:45-10:30: Corporate Bond Factors: Replication Failures and a New Framework

  • Peter Feldhütter (Copenhagen Business School)
  • Discussant: Thomas Poulsen (BI)
 11:00-11.45 Session 2

Executive Compensation and Pollution: Theory and Evidence

  • Jerome Detemple (BU Questrom)
  • Discussant: Adam Winegar (BI)
 13:00-14:30 Session 3

13:00-13:45: Operating Leverage and Risk Premium

  • Yifan Zhu (BI)
  • Discussant: Lorenzo Brescher (University of Lausanne)

13:45-14:30: Intangible Capital, Firm Scope, and Growth

  • Nicolas Crouzet (Northwestern Kellogg)
  • Discussant: Yifan Zhu (BI)
 15:00-16:30 Session 4

15:00-15:45: Aggregation, Liquidity, and Asset Prices with Incomplete Markets

  • Pablo Kurlat (USC)
  • Discussant: Christian Heyerdahl-Larsen (BI)

15:45-16:30: Does Active Fund Management Add Value to Shortsale-Constrained Investors?

  • Raman Uppal (EDHEC Business School)
  • Discussant: TBA
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