NYU Stern

Research Day 2010

The NYU Stern School has the largest and, by some measures, the most active Finance faculty of any university in the world. One of our most popular regular offerings for DRP Sponsors, Salomon Center Associates, and all of our friends in academics and on the Street is the annual Research Day conference. Research Day this year will be held Friday, March 26. Research Day is our chance to provide quick looks at some of the most interesting research projects that are currently in progress among our active Finance research faculty.

Here's a link to the DRP website: DRP Events which has links to the programs for Research Days in 2008 and 2009, along with our other events. A (very successful!) grand experiment in 2008 was to video the whole Research Day proceedings. You can check out those videos on the website, as well

Date:
Friday, March 26, 2010

Registration:
Attendance is by invitation only. Please RSVP to Mary Jaffier at the Salomon Center (salomon@stern.nyu.edu, 212-998-0700)

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

Direction:
For directions and maps, click here

Program:

8:30Registration and Continental Breakfast
9:00Welcome, Introduction
Matthew Richardson, Director of the Salomon Center
Stephen Figlewski, Director of the NASDAQ OMX Derivatives Research Project
9:05SESSION I: RESEARCH PRESENTATIONS

Samuel Lee, "Social Ties in the Context of Governance, Information Sharing, and (Start-up) Financing"
Antti Petajisto, "Inefficiencies in the Pricing of Exchange-traded Funds"
Jeffrey Wurgler, "The Greatest Anomaly in Finance"
Kose John, "Incentives and Corporate Governance"
10:45Refreshment Break
11:15SESSION II: RESEARCH PRESENTATIONS

Marti Subrahmanyam, "Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises"
Emiliano Pagnotta, "Thoughts on Liquidity Provision and Information Flow"
Yakov Amihud, "Liquidity Risk of Corporate Bond Returns"
12:45Lunch
2:00SESSION III: RESEARCH PRESENTATIONS

David Yermack, "Deferred Compensation and the Prices of Company Stocks, Bonds, and Credit Default Swaps"
Lasse Pedersen, "Margin Requirements, Asset Pricing, and Monetary Policy"
Bryan Kelly, "Risk Premia and the Conditional Tails of Stock Returns"
3:30Refreshment Break
4:00SESSION IV: RESEARCH PRESENTATIONS

Joel Hasbrouck, "High-Frequency Trading: The Traces in the Data"
Xavier Gabaix, "Bonds, Stocks and Options with Linearity-Generating Processes"
5:00Reception