Conference Agenda

Session

B3: Financial Econometrics

Time:

Friday, 31/Mar/2023:

2:00pm - 3:45pm

Session Chair: Olivier David Zerbib, EDHEC

Location: Room "Link"

Presentations

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)