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 |