2013 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's participant schools will present one of the papers on the program.
 

Date:
Friday, December 6, 2013

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, NYU School of Business
Kose John, NYU Stern School of Business

Registration:
To register for the conference and reserve your luncheon ticket, please send an email to salomon@stern.nyu.edu by November 29. 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 2.


 
Program

9:00 Registration and Continental Breakfast
9:30 Introduction
9:45 Chair: Marti Subrahmanyam, NYU Stern School of Business
Martin Oehmke, Columbia University
Adam Zawadowski, Boston University
The Anatomy of the CDS Market
Discussant: Rangarajan ("Raghu") Sundaram, NYU Stern School of Business
10:45 Refreshment Break
11:00 Chair:  Itay Goldstein, University of Pennsylvania
Itamar Drechsler, NYU Stern School of Business
Alexi Savov, NYU Stern School of Business
Philipp Schnabl, NYU Stern School of Business
A Model of Monetary Policy and Risk Premia
Discussant: Cecilia Parlatore Siritto, University of Pennsylvania
12:00  Refreshment Break
12:15 Chair: Robert Hodrick, Columbia University
Yacine Aït-Sahalia, Princeton University
Mehmet Saglam, Princeton University
High Frequency Traders: Taking Advantage of Speed
Discussant: Costis Maglaras, Columbia University
1:15 Lunch
2:15 Chair: José Scheinkman, Columbia University
Nicholas Barberis, Yale University
Robin Greenwood, Harvard University
Lawrence Jin, Yale University
Andrei Shleifer, Harvard University
X-CAPM: An Extrapolative Capital Asset Pricing Model
Discussant: Markus Brunnermeier, Princeton University
3:15 Refreshment Break
3:30 Chair: Matthew Spiegel, Yale University
Doron Levit, University of Pennsylvania
Soft Shareholder Activism
Discussant: Heather Tookes, Yale University
 4:30 Cocktail Reception