The Eighteenth Five-Star Conference on Research in Finance

This conference brings together finance researchers from five leading 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 7, 2018

Location:
NYU Stern School of Business
Kaufman Management Center
Room 2-60
44 West 4th Street
New York, NY 10012

Organizers:
Yakov Amihud, NYU Stern School of Business
Kose John, NYU Stern School of Business

Registration:
To register for the conference and reserve your luncheon ticket, click here. If this link is blocked, RSVP to salomon@stern.nyu.edu by November 30.

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 November 30.

 
9:00 Registration and Continental Breakfast
9:30 Introduction:
9:45 Chair: TBA
Bryan Kelly, Yale School of Management
Seth Pruitt, Arizona State University
Yinan Su, Johns Hopkins University Carey Business School
Characteristics Are Covariances: A Unifi ed Model of Risk and Return
Discussion: Anthony Lynch, NYU Stern
10:45 Refreshment Break
11:00 Chair: TBA
Lubos Pastor, University of Chicago Booth School of Business
Robert F. Stambaugh, Wharton School of the University of Pennsylvania
Lucian A. Taylor, Wharton School of the University of Pennsylvania
Fund Tradeoffs
Discussion: James Choi, Yale School of Management
12:00 Refreshment Break
12:15 Chair: TBA
Eduardo Dávila, NYU Stern
Cecilia Parlatore, NYU Stern
Identifying Price Informativeness
Discussion: Doron Levit, Wharton School of the University of Pennsylvania
1:15 Lunch
2:15 Chair: TBA
Joseph Abadi, Princeton University
Markus K. Brunnermeier, Princeton University
Blockchain Economics
Discussion: Gur Huberman, Columbia GSB
3:15 Refreshment Break
3:30 Chair: TBA
Tania Babina, Columbia GSB
Sabrina T. Howell, NYU Stern
Entrepreneurial Spillovers from Corporate R&D
Discussion: David Schoenherr, Princeton University
4:30 Cocktail Reception