Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
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Session Overview | |
Location: Room "Auditorium" |
Date: Friday, 31/Mar/2023 | |
9:00am - 10:45am |
A1: Empirical Asset Pricing I Location: Room "Auditorium" Chair: Emmanouil Platanakis, University of Bath Timing the factor zoo 1: Vienna University of Economics and Business, Austria; 2: Washington University in St. Louis ETFs, Anomalies and Market Efficiency 1: Olin Business School, Washington University in St. Louis; 2: Rutgers University Wisdom of the Institutional Crowd: Implications for Anomaly Returns University of Southern California, United States of America |
11:20am - 12:30pm |
A2: Empirical Asset Pricing II Location: Room "Auditorium" Chair: Ines Chaieb, University of Geneva Identification of Factor Risk Premia 1: Arizona State University; 2: Purdue University Crypto Carry 1: Bank for International Settlements; 2: Goethe University Frankfurt |
2:00pm - 3:45pm |
A3: Empirical Asset Pricing III Location: Room "Auditorium" Chair: Alex Weissensteiner, Free University of Bozen-Bolzano Horizon effects in the pricing kernel: How investors price short-term versus long-term risks 1: Rotterdam School of Management, Erasmus University, The Netherlands; 2: Tilburg University, The Netherlands; 3: Hamburg University, Germany Is there an Equity Duration Premium? 1: Vienna Graduate School of Finance, Austria; 2: Vienna University of Economics and Business, Austria Subjective expectations and house prices 1: Aarhus University, Denmark; 2: Norges Bank Investment Management, Norway |
4:20pm - 5:30pm |
A4: Market Microstructure Location: Room "Auditorium" Chair: Andrea Barbon, University of St.Gallen Trades, Quotes, and Information Shares 1: Stockholm Business School, Sweden; 2: VU Amsterdam, The Netherlands The Information Content of Blockchain Fees Columbia University, United States of America |
5:45pm - 6:15pm |
Award Ceremony Location: Room "Auditorium" |
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