Program
Program
Session | Time |
|---|---|
| Registration and arrival coffee/tea | 9:30 am |
| Welcome | 10:00 am |
| Keynote presentation | 10:05 am |
| Andrea Vedolin (Boston University) | |
| Morning Break | 10:50 am |
| Session 1 | 11:20am |
Newspaper Closures and Trading in Local Stocks Peter Cziraki (Texas A&M University), Jasmin Gider (Tilburg University) Discussant: Eliza Wu (University of Sydney) | |
The Ineffecient Pricing of News Antoine Didisheim (The University of Melbourne), Bryan T. Kelly (Yale University), Mohammad Pourmohammadi (Yale University), Hanqing Tian (The University of Melbourne) Discussant: Yongxin Xu (Monash University) | |
| Lunch | 12:30 pm |
| Session 2 | 2:00 pm |
Hiding in Plain Sight: Preferred Habitat Effects in Short-Term Rates Edouard Mattille (UNSW) Discussant: Yancheng Qiu (University of Sydney) | |
Forecast Dispersion and the Price Impact of Macroeconomic News Samia Badidi (Nanyang Technological University) Discussant: Alessandro Spina (University of Technology Sydney) | |
Survey Expectations Meet Option Prices: New Insights from the FX Market Pasquale Della Corte (Imperial College London), Can Gao (University of St. Gallen), Alexandre Jeanneret (UNSW) Discussant: Wei Opie (Deakin University) | |
| Afternoon Break | 3:45 pm |
| Session 3 | 4:15 pm |
SDF-based portfolio choice Jaffe Greenwald (Cambridge University), Richard Priestley (BI Norwegian Business School), Kevin Schneider (University of Arizona) Discussant: Federico Nardari (The University of Melbourne) | |
Forecast-Agnostic Portfolios Hongye Guo (University of Hong Kong), Jessica A. Wachter (Wharton School, University of Pennsylvania) Discussant: Idan Hodor (Monash University) | |
| Concluding remarks | 5:25 pm |
| Conference ends | 5:30 pm |
| Conference Dinner (RSVP required) | 5:45 pm |
Please note program is subject to change