Conference Agenda
Overview and details of the sessions of this conference. Please select a date or room to show only sessions at that day or location. Please select "Show Presentations" and "List View" or a single session for detailed view (with abstracts, discussants, downloads). PDF downloads are accessible to registered participants only (after Login).
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Session Overview | |
| Location: Building 3, Room 2 EG |
| Date: Friday, 19/Sept/2025 | |
| 9:30am - 11:00am |
A1: Asset Pricing Empirical 1 Location: Building 3, Room 2 EG Chair: Jan Harren In Search of the Causal Greenium 1: Vienna University of Economics and Business (WU), Austria; 2: Reykjavik University, Iceland 10:00am - 10:30am The aggregated equity risk premium 1: RPTU Kaiserslautern-Landau; 2: Penn State University 10:30am - 11:00am The fed and the wall street put 1: University of Muenster, Germany; 2: University of Southern California, USA; 3: International Monetary Fund, USA |
| 11:30am - 1:00pm |
B1: Asset Pricing Theoretical 1 Location: Building 3, Room 2 EG Chair: Nicole Branger Can inflation and monetary policy predict asset prices? University of Luxembourg, Luxembourg 12:00pm - 12:30pm Portfolio Selection and Asset Pricing with Ambiguity: a two-stage Evaluation Approach 1: University of Southern Denmark, Denmark; 2: Danish Finance Institute 12:30pm - 1:00pm Intermediary asset pricing with heterogeneous intermediaries in a production economy 1: University of Muenster, Germany; 2: Goethe University Frankfurt, Germany |
| 2:00pm - 3:30pm |
C1: Asset Pricing Empirical 2 Location: Building 3, Room 2 EG Chair: Philipp Lentner Do investors learn from prices? Evidence from the securities lending market 1: Frankfurt School of Finance and Management, Germany; 2: Bocconi University, Italy 2:30pm - 3:00pm Price pressure during central bank asset purchases: Evidence from covered bonds WU Vienna, Austria |
| Date: Saturday, 20/Sept/2025 | |
| 9:00am - 10:30am |
D1: Asset Pricing Theoretical 2 Location: Building 3, Room 2 EG Chair: Julian Thimme Tracing the learning curve: On cryptocurrency prices, volatility, and eventual adoption University of Oxford, United Kingdom 9:30am - 10:00am Three reasons to price carbon under uncertainty: Accuracy of simple rules 1: Tilburg University, The Netherlands; 2: University of Oxford, United Kingdom; 3: University of Amsterdam, The Netherlands 10:00am - 10:30am Understanding asset pricing factors Karlsruher Institut für Technologie, Germany |
| 11:00am - 12:30pm |
E1: International Finance Location: Building 3, Room 2 EG Chair: Ingomar Krohn FX dealer constraints and external imbalances 1: Ruhr University Bochum, Germany; 2: TU Dresden, Germany 11:30am - 12:00pm Swap line dollar supply University of St.Gallen, Switzerland 12:00pm - 12:30pm Uncovered interest parity in high frequency 1: Bank of Canada, Canada; 2: Warwick Business School; 3: Chinese University of Hong Kong |