Program
Each paper has 45 minutes, which are divided as follows
- 30 min for the presentation
- 10 min for the discussion
- 5 min for the presenter to respond to the discussant and take questions from the audience. Presenters and discussants are kindly asked to upload their slides on the computer before the start of their session.
MONDAY, June 4th
08:30-09:00 Registration and welcome address at SHoF
09:00-10:30 Session 1 – Chair: Tatyana Marchuk (BI)
09:00-09:45 Payments, Credit and Asset Prices
Authors and Presenter (*): *Monika Piazzesi (Stanford) and Martin Schneider (Stanford)
Discussant: Lukas Schmid (Duke)
09:45-10:30 Do Banks Have an Edge?
Authors and Presenter (*): *Juliane Begenau (Stanford) and Erik Stafford (HBS)
Discussant: Adrien d’Avernas (SSE)
10:30-11:00 Coffee break
11:00-12:30 Session 2 – Chair: Magnus Dahlquist (SSE)
11:00-11:45 Is the Term Structure of Equity Risk Premia Upward Sloping?
Authors and Presenter (*): *Ravi Bansal (Duke), Shane Miller (Duke) and Amir Yaron (Wharton)
Discussant: Oliver Boguth (ASU)
11:45-12:30 Fearing the Fed: How Wall Street Reads Main Streets
Authors and Presenter (*): Tzuo-Hann Law (BC), Dongho Song (BC) and *Amir Yaron
(Wharton)
Discussant: David Lucca (NY FED)
12:30-14:00 Lunch
14:00-15:30 Session 3 – Chair: Adrien d’Avernas (SSE)
14:00-14:45 Financial Fragility with SAM?
Authors and Presenter (*): *Daniel L. Greenwald (MIT), Tim Landvoigt (Wharton), Stijn Van
Nieuwerburgh (NYU)
Discussant: Kurt Mitman (IIES)
Authors and Presenter (*): *Tatyana Marchuk (BI)
Discussant: Andrea Tamoni (LSE)
15:30-16:00 Coffee break
19:00 – Dinner
Departure from SHoF. For those going on their own, please be at the restaurant Gondolen
before 18:45.
TUESDAY, June 5th
08:45-09:00 Coffee
09:00-10:30 Session 4 – Chair: Riccardo Sabbatucci (SSE)
09:00-09:45 The Time Value of Information
Authors and Presenter (*): *Stan Zin (NYU)
Discussant: Georgy Chabakauri (LSE)
09:45-10:30 Discount Rates and Employment Fluctuations
Authors and Presenter (*): *Jaroslav Borovička (NYU) and Katarina Borovičková (NYU)
Discussant: Edouard Schaal (CREI & UPF)
10:30-11:00 Coffee break
11:00-12:30 Session 5 – Chair: Irina Zviadadze (SSE)
11:00-11:45 High-frequency Cash Flow Dynamics
Authors and Presenter (*): Davide Pettenuzzo (Brandeis), Riccardo Sabbatucci (SSE) and
*Allan Timmermann (UCSD)
Discussant: Christopher Polk (LSE)
11:45-12:30 A Tug of War: Overnight Versus Intraday Expected Returns
Authors and Presenter (*): Dong Lou (LSE), *Christopher Polk (LSE), and Spyros Skouras
(Athens UEB)
Discussant: Riccardo Sabbatucci (SSE)
12:30-14:00 Lunch