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9:30am A1: Asset Pricing Empirical 1 Location: Building 3, Room 2 EG Chair: Jan Harren
9:30am - 10:00am In Search of the Causal Greenium
Moritz Rodenkirchen 1 , Alexander Pasler1 , Patrick Weiss2
1: Vienna University of Economics and Business (WU), Austria;
2: Reykjavik University, Iceland
Discussant: Jan Harren (University of Muenster)
10:00am - 10:30am The aggregated equity risk premium
Vitor Azevedo1 , Christoph Riedersberger 1 , Mihail Velikov2
1: RPTU Kaiserslautern-Landau;
2: Penn State University
Discussant: Moritz Rodenkirchen (Vienna University of Economics and Business (WU))
10:30am - 11:00am The fed and the wall street put
Jan Harren 1 , Mete Kilic2 , Zhao Zhang3
1: University of Muenster, Germany;
2: University of Southern California, USA;
3: International Monetary Fund, USA
Discussant: Christoph Riedersberger (RPTU Kaiserslautern-Landau)
11:30am B1: Asset Pricing Theoretical 1 Location: Building 3, Room 2 EG Chair: Nicole Branger
11:30am - 12:00pm Can inflation and monetary policy predict asset prices?
Carina Fleischer
University of Luxembourg, Luxembourg
Discussant: Leonie Wieneke (University of Münster)
12:00pm - 12:30pm Portfolio Selection and Asset Pricing with Ambiguity: a two-stage Evaluation Approach
Ying He1 , Julian Hölzermann 1,2
1: University of Southern Denmark, Denmark;
2: Danish Finance Institute
Discussant: Carina Fleischer (University of Luxembourg)
12:30pm - 1:00pm Intermediary asset pricing with heterogeneous intermediaries in a production economy
Nicole Branger1 , Patrick Brock2 , Christian Schlag2 , Leonie Wieneke 1
1: University of Muenster, Germany;
2: Goethe University Frankfurt, Germany
Discussant: Julian Hölzermann (University of Southern Denmark)
2:00pm C1: Asset Pricing Empirical 2 Location: Building 3, Room 2 EG Chair: Philipp Lentner
2:00pm - 2:30pm Do investors learn from prices? Evidence from the securities lending market
Paula Cocoma 1 , Christian Skov Jensen2
1: Frankfurt School of Finance and Management, Germany;
2: Bocconi University, Italy
Discussant: Patrick Schwarz (HEC Liege)
2:30pm - 3:00pm Price pressure during central bank asset purchases: Evidence from covered bonds
Philipp Lentner
WU Vienna, Austria
Discussant: Paula Cocoma (Frankfurt School of Finance and Management)
9:00am D1: Asset Pricing Theoretical 2 Location: Building 3, Room 2 EG Chair: Julian Thimme
9:00am - 9:30am Tracing the learning curve: On cryptocurrency prices, volatility, and eventual adoption
Michael Wulfsohn
University of Oxford, United Kingdom
Discussant: Julian Thimme (Karlsruher Institut für Technologie)
9:30am - 10:00am Three reasons to price carbon under uncertainty: Accuracy of simple rules
Ton van den Bremer1 , Christoph Hambel 2 , Frederick van der Ploeg3
1: Tilburg University, The Netherlands;
2: University of Oxford, United Kingdom;
3: University of Amsterdam, The Netherlands
Discussant: Michael Wulfsohn (University of Oxford)
10:00am - 10:30am Understanding asset pricing factors
Viktoria Klaus, Julian Thimme
Karlsruher Institut für Technologie, Germany
Discussant: Christoph Hambel (Tilburg University)
11:00am E1: International Finance Location: Building 3, Room 2 EG Chair: Ingomar Krohn
11:00am - 11:30am FX dealer constraints and external imbalances
Jantke de Boer 1 , Stefan Eichler2
1: Ruhr University Bochum, Germany;
2: TU Dresden, Germany
Discussant: Ingomar Krohn (Bank of Canada)
11:30am - 12:00pm Swap line dollar supply
Peteris Kloks
University of St.Gallen, Switzerland
Discussant: Jantke de Boer (Ruhr University Bochum)
12:00pm - 12:30pm Uncovered interest parity in high frequency
Ingomar Krohn 1 , Philippe Mueller2 , Paul Whelan3
1: Bank of Canada, Canada;
2: Warwick Business School;
3: Chinese University of Hong Kong
Discussant: Peteris Kloks (University of St.Gallen)
