2008 NYU Stern Five-Star Conference on Research in Finance
This conference brings together finance researchers from several northeastern universities. We invite colleagues at all schools in the northeast, and others interested in current finance research, to a day of research presentations in finance. Faculty from each of the program participant schools will present one of the papers on the program.
CRA International NYU Salomon Center
Program Participants from
Columbia University | New York University | Princeton University
University of Pennsylvania | Yale University
Friday, December 5, 2008
New York University
Stern School of Business
Kaufman Management Center, Room 1-70
44 West Fourth Street
New York, NY 10012
Directions to Stern:
Yakov Amihud, New York University
Kose John, New York University
To register for the conference and reserve your luncheon ticket, please send an email to firstname.lastname@example.org by November 28. Indicate your name, university/affiliation, and email address in your response.
Special Request from Organizers:
Last year there was a large number of people who registered and did not show up. Please understand that this creates difficulties in organization and catering. We would like to ask you to register only if you are reasonably sure of being able to attend. And, if after having registered you find out that you are unable to attend, please let Mary Jaffier know by November 28.
Revised versions of some papers will be available soon.
|9:00||Registration and Continental Breakfast|
Matthew Richardson, Director, NYU Salomon Center
Patrick Bolton,Columbia University, Tano Santos, Columbia University and Jose Scheinkman, Princeton University
"Inside and Outside Liquidity"
Discussant: Rangarajan ("Raghu") Sundaram , NYU Stern School of Business
|11:00||Chair: Laurie Simon Hodrick, Columbia University
Jacob Sagi, Vanderbilt University, Matthew Spiegel, Yale University, and Masahiro Watanabe, Rice University
"Time Varying Corporate Capital Stocks and the Cross Section and Intertemporal Variation in Stock Returns"
Discussant: Lucian (Luke) Taylor, University of Pennsylvania
Harrison Hong, Princeton University, Jeffrey D. Kubik, Syracuse University and Tal Fishman, Parkcentral Capital Management
"Do Arbitrageurs Amplify Economic Shocks?"
Discussant: Charles Jones, Columbia University
Alex Edmans, University of Pennsylvania and Xavier Gabaix, NYU Stern and NBER
"Tractability and Detail-Neutrality in Incentive Contracting"
Discussant: Gary Gorton, Yale University
Hanno Lustig, UCLA and NBER, Stijn Van Nieuwerburgh, NYU Stern and NBER and Adrien Verdelhan, Boston University
"The Wealth-Consumption Ratio"
Discussant: Jakub W. Jurek, Princeton University