NYU Stern

Research Day 2011

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 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 2009 and 2010, along with our other events. The proceedings last year were recorded. You can check out those videos on the website, as well.
.

Date:
Friday, February 4, 2011

Registration:
Attendance is by invitation only. Please RSVP to 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:

8:30 Registration and Continental Breakfast
9:00 Welcome, Introduction
Matthew Richardson, Director of the Salomon Center (video)
Stephen Figlewski, Director of the NASDAQ OMX Derivatives Research Project (video)
9:15 SESSION I: RESEARCH PRESENTATIONS

Robert Whitelaw, "The Forward Premium Puzzle: The Long and the Short of It" (video)
Josephine Smith, "Liquidity in Repo Markets"
Robert Engle, "Extending the NYU Stern Systemic Risk Rankings" (video)
10:45 Refreshment Break
11:15 SESSION II: RESEARCH PRESENTATIONS

Stephen Brown, "The Impact of Mandatory Hedge Fund Portfolio Disclosure" (video)
Thomas Mertens, "Market Sentiment: A Tragedy of the Commons"(video)
Raghu Sundaram, "CDS Auctions" (video)
12:45 Lunch
Speakers: Lawrence White and Matthew Richardson
"Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance"
2:00 SESSION III: RESEARCH PRESENTATIONS

Aswath Damodaran
, "The pricing of risk" (video)
Holger Mueller, "Snow and Leverage" (video)
Alexander Ljungqvist, "The stock market and corporate investment" (video)
3:30 Refreshment Break
4:00 SESSION IV: RESEARCH PRESENTATIONS

Itamar Drechsler, "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk" (video)
Stephen Figlewski, "Margining Systems for Credit Default Swaps" (video)
5:00 Reception