Research Day 2015

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 NASDAQ DRP and Volatility Institute Sponsors, Salomon Center Associates, and all of our friends in academia 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 projects that are currently under way among our active Finance research faculty. 

Along with presentations of research work in progress, we will continue the very popular Senior Faculty Panel Discussion on the current state of the world economy and financial system.
Attendance is free of charge but seating is strictly limited and so registration is required.

To register, please send an email to  Indicate your name and university/affiliation in your response.

Friday, March 27, 2015

New York University
Stern School of Business
Kaufman Management Center
Room 1-70
44-50 West Fourth Street
New York, NY 10012

8:30 Registration and Continental Breakfast
9:00 Welcome, Introduction
Stephen Figlewski    [Video]
9:15 Session I:  Research Presentations
Stephen Brown on "Betting against Beta or Demand for Lottery " [Video]
Alexi Savov on "The Macroeconomics of Shadow Banking"  [Video]
Eduardo Davila on "Optimal Eurobond Design"  [Video]
10:45 Break
11:15 Session II:  Research Presentations
Cecilia Parlatore on "Strategic Fragmented Markets"  [Video]
Itamar Drechsler on “The Deposits Channel of Monetary Policy"  [Video]
Holger Mueller on "Firm Leverage and Unemployment During the Great Recession"  [Video]
12:45 Lunch
2:00 Session III: Senior Faculty Panel
"The State of the World: Where are We and Where are We Going?" [Video]
Chairman: Roy Smith
Ingo Walter
Edward Altman
Kim Schoenholtz
Montek Ahluwalia
3:30 Break
4:00 Session IV:  Research Presentations
Robert Whitelaw on "Asset Pricing and Listing Choice Across China's Segmented Stock Markets"  [Video]
Kose John on "Current Research"  [Video]
5:00 Reception
We are grateful for support from IILogo