The Martin J. Gruber Five-Star Conference on Research in Finance - November 18, 2022
This annual conference brings together finance researchers from five leading 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 present one of the papers on the program.
Program Participants
|
Columbia Business School  |
NYU Stern School of Business  |
Princeton University  |
Wharton University of Pennsylvania  |
Yale School of Management  |
Location:
NYU Stern School of Business
Kaufman Management Center
44 West 4th Street
New York, NY 10012
Organizers:
Yakov Amihud, Kose John and Anthony Lynch, New York University
Founding Organizers:
Yakov Amihud and Kose John
Registration:
To register for the conference and reserve your luncheon ticket, RSVP to salomon@stern.nyu.edu by November 4th.
Conference Advisory Committee:
Nick Barberis, Yale University
Markus Brunnermeier, Princeton University
David Musto, University of Penn
Michael Roberts, University of Pennsylvania
Tano Santos, Columbia University
Heather Tookes, Yale University
Laura Veldkamp, Columbia University
Wei Xiong, Princeton University
| 9:00 | Registration |
| 9:30 | Introduction |
| 9:45 | Chair: “Platforms, Tokens, and Interoperability” Markus Brunnermeier, Princeton University and NBER Jonathan Payne, Princeton University Discussant: Chaojun Wang, University of Pennsylvania |
| 10:45 | Refreshment Break |
| 11:00 | Chair: "Equity Term Structures without Dividend Strips Data" Stefano Giglio, Yale University, NBER and CEPR Bryan Kelly, Yale University, NBER, and AQR Serhiy Kozak, University of Maryland Discussant: Toomas Laarits, New York University |
| 12:00 | Refreshment Break |
| 12:15 | Chair: “The Shadow Cost of Collateral” Guangqian Pan, University of Sydney Zheyao Pan, Macquarie University Kairong Xiao, Columbia University Discussant: Natalie Cox, Princeton University |
| 1:15 |
Lunch Speakers: Raghu Sundaram, Dean, New York University Stern School of Business Martin Gruber, Professor Emeritus of Finance Keynote address: Oliver Hart, Harvard University, 2016 Nobel Prize Laureate |
| 2:30 | Chair: Laura Veldkamp, Columbia University “Which Investors Matter for Equity Valuations and Expected Returns?” Ralph S.J. Koijen, University of Chicago and NBER Robert J. Richmond, New York University Motohiro Yogo, Princeton University and NBER Discussant: Kent Daniel, Columbia University |
| 3:30 | Refreshment Break - Outside Room 1-170 |
| 3:45 | Chair: Wei Xiong, Princeton University “Feedback and Contagion Through Distressed Competition” Hui Chen, MIT and NBER Winston Wei Dou, University of Pennsylvania and NBER Hongye Guo, University of Hong Kong Yan Ji, Hong Kong University of Science and Technology Discussant: Matthew Spiegel, Yale University |
| 4:45 | Cocktail Reception |