Volatility and the Pricing Kernel

Tobias Sichert¹, David Schreindorfer²

¹Stockholm School of Economics; ²Arizona State University, United States of America

Discussant: Jens H. E. Christensen (Federal Reserve Bank of San Francisco)

When Green Investors Are Green Consumers

Olivier David Zerbib¹, Maxime Sauzet²

¹EDHEC Business School, France; ²Boston University, United States of America

Discussant: Martin Nerlinger (University of St.Gallen)

Conservative Holdings, Aggressive Trades: Ambiguity, Learning, and Equilibrium Flows

Alex Weissensteiner¹, Thomas Dangl³, Lorenzo Garpappi²

¹Free University of Bozen-Bolzano, Italy; ²Sauder School of Business - University of British Columbia; ³TU Wien

Discussant: Ines Chaieb (University of Geneva)

Currency Network Risk

Jozef Barunik², Mykola Babiak¹

¹Lancaster University Management School, United Kingdom; ²Charles University, Czechia

Discussant: Guofu Zhou (Washington University in St. Louis)

Central Bank Swap Lines: Micro-Level Evidence

Ganesh Viswanath Natraj¹, Gerardo Ferrara², Philippe Mueller¹, Junxuan Wang¹

¹Warwick Business School, United Kingdom; ²Bank of England, United Kingdom

Discussant: Jozef Barunik (Institute of Economic Studies, Charles University in Prague)

The Value of Software

Roberto Gomez Cram, Alastair Lawrence, Collin Dursteler

London Business School, United Kingdom

Discussant: Karamfil Todorov (BIS (Bank for International Settlements))

A Skeptical Appraisal of Robust Asset Pricing Tests

Julian Thimme¹, Tim Kroencke²

¹Karlsruhe Institute of Technology, Germany; ²University of Neuchâtel, Switzerland

Discussant: Tobias Sichert (Stockholm School of Economics)

Non-Standard Errors

Albert Menkveld¹, Anna Dreber³, Felix Holzmeister², Juergen Hueber², Magnus Johannesson³, Michael Kirchler², Sebastian Neusuess⁴, Michael Razen², Utz Weitzel¹

¹VU Amsterdam, The Netherlands; ²University of Innsbruck, Austria; ³Stockholm School of Economics, Sweden; ⁴No affiliation

Discussant: Maziar Mahdavi Kazemi (Arizona State University)

Conflicting Fiduciary Duties and Fire Sales of VC-backed Start-ups

Yingxiang Li¹, Bo Bian¹, Casimiro A. Nigro²

¹University of British Columbia Sauder School of Business, Canada; ²Goethe University Frankfurt, Foundations of Law and Finance, Germany

Discussant: Roberto Gomez Cram (London Business School)

Inflation Risk Premium for Commodity and Stock Market Returns

Emmanouil Platanakis¹, Ai Jun Hou², Xiaoxia Ye³, Guofu Zhou⁴

¹University of Bath, United Kingdom; ²Stockholm University, Sweden; ³University of Liverpool, United Kingdom; ⁴Washington University in St. Louis, United States of America

Discussant: Zeno Adams (University of St.Gallen)