2012 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.
Sponsored by
Program Participants from:
Columbia University | New York University | Princeton University
University of Pennsylvania | Yale University
Date:
Friday, December 7, 2012
Location:
New York University
Stern School of Business
Kaufman Management Center, Room 2-60
44 West Fourth Street
New York, NY 10012
Directions to Stern:
Click here
Organizers:
Yakov Amihud, New York University
Kose John, New York University
Registration:
To register for the conference and reserve your luncheon ticket, please send an email to salomon@stern.nyu.edu by November 30. 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 us know by December 3.
Program
| 9:00 | Registration and Continental Breakfast | |
| 9:30 | Introduction | |
| 9:45 | Kent Daniel, Columbia University Tobias Moskowitz, University of Chicago Momentum Crashes Discussant: William Goetzmann, Yale University | |
| 10:45 | Refreshment Break | |
| 11:00 | Alex Edmans, University of Pennsylvania Itay Goldstein, University of Pennsylvania Wei Jiang, Columbia University Feedback Effects and the Limits to Arbitrage Discussant: Wei Xiong, Princeton University | |
| 12:00 | Refreshment Break | |
| 12:15 | Karthik Balakrishnan, University of Pennsylvania Mary Billings,NYU Stern School of Business Bryan Kelly, University of Chicago Alexander Ljungqvist, NYU Stern School of Business Shaping Liquidity: On the Causal Effects of Voluntary Disclosure Discussant: Larry Glosten, Columbia University | |
| 1:15 | Lunch Keynote Speaker: Allan W. Kleidon, Senior Vice President, Cornerstone Research "Valuation Issues in Mergers and Acquisitions" | |
| 2:15 | Ji Shen, London School of Economics Hongjun Yan, Yale University Jinfan Zhang, Yale University Collateral-Motivated Financial Innovation Discussant: Vincent Glode, University of Pennsylvania | |
| 3:15 | Refreshment Break | |
| 3:30 | Harrison Hong, Princeton University David Sraer, Princeton University Speculative Betas Discussant: Lasse Heje Pedersen, NYU Stern School of Business | |
| 4:30 | Reception |