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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

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 5

09:00-09:45: The Uncertainty of Machine Learning Predictions in Asset Pricing

  • Andreas Neuhierl (WashU Olin)
  • Discussant: Paolo Giordani (BI)

09:45-10:30: The Term Structure of Return Expectations

  • Cameron Peng (London School of Economics)
  • Discussant: Lovisa Reiche (BI)
11:00-12:30 Session 6

11:00-11:45: Betting on Stocks with Options?

  • Tobias Sichert (Stockholm School of Economics)
  • Discussant: Bjorn Eraker (University of Wisconsin)

11:45-12:30: Rethinking Volume

  • Lorenzo Brescher (University of Lausanne)
  • Discussant: Paul Huebner (Stockholm School of Economics)