NYU Stern

Research Day 2009

The NYU Stern School has the largest and, by some measures, the most active Finance faculty of any university in the world. One of the most popular regular offerings of the NASDAQ OMX Derivatives Research Project is the annual Research Day mini-conference The purpose of Research Day is to provide a quick overview of some of the interesting research projects that are currently in progress among our Finance faculty

Starting in 2008, we began capturing the presentations on video and making them available on the DRP website. Here is a link to last year's Proceedings: Research Day 2008

The program for Research Day 2009 is below.

Date:
Friday, April 17, 2009

Location:
New York University
Stern School of Business
Kaufman Management Center
Room 1-70
44 West Fourth Street
New York, NY 10012

Direction to Stern:
For directions and maps, click here

Registration:
Attendance is by invitation only. Please RSVP to Mary Jaffier at the Salomon Center (salomon@stern.nyu.edu, 212-998-0706)

Program:

9:00Registration and Continental Breakfast
9:30Welcome, Introduction
Matthew Richardson, Director of the Salomon Center
Stephen Figlewski, Director of the NASDAQ OMX Derivatives Research Project
9:45SESSION I: RESEARCH PRESENTATIONS

Thomas Philippon, "The Future of the Finance Industry"
Xavier Gabaix, "Options and Crash Risk in Currency Markets"
Philipp Schnabl, "The Use of Leverage in Banks"
11:00Refreshment Break
11:30SESSION II: RESEARCH PRESENTATIONS

Robert Engle, "Current Research on Volatility and Correlation"
Jeffrey Wurgler, "Global, Local, and Contagious Investor Sentiment"
Yakov Amihud, "Mutual Fund Performance Prediction"
12:45Lunch
Matthew Richardson, "The Stern White Papers on the Financial Crisis"
2:15SESSION III: RESEARCH PRESENTATIONS

Jennifer Carpenter, "Optimal Exercise of Executive Stock Options and Implications for Firm Cost"
Stijn van Nieuwerburgh, "The cross-section and Time Series of Stock and Bond Returns"
Marcin Kacperczyk, "Competition and Bias"
3:30Refreshment Break
3:50SESSION IV: RESEARCH PRESENTATIONS

Ashwini Agrawal, "Investor Protection Laws"
Stephen Figlewski, "The Behavior of the Risk Neutral Probability Distribution for the S&P 500 Index
5:00Reception