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, 05/Apr/2024 | |
9:00am - 10:45am |
A1: Sustainable Asset Pricing Location: Room "Auditorium" Chair: Sebastian Utz, Universität Augsburg Does Sustainable Investing Make Stocks Less Sensitive to Information about Cash Flows? 1: Michigan State University; 2: Rutgers University; 3: University of Houston Unpacking the Demand for Sustainable Equity Investing 1: University of Chicago; 2: Hong Kong University of Science and Technology; 3: Cubist Systematic Strategies |
11:20am - 12:30pm |
A2: Empirical Factor Models Location: Room "Auditorium" Chair: Marcel Müller, Karlsruhe Institute of Technology A Non-Linear Market Model Stockholm School of Economics A Joint Factor Model for Bonds, Stocks, and Options 1: University of Muenster; 2: Georgetown University; 3: University of Lausanne and Swiss Finance Institute |
2:00pm - 3:45pm |
A3: Empirical Asset Pricing I Location: Room "Auditorium" Chair: Julian Terstegge, Copenhagen Business School Fed Transparency and Policy Expectations Errors: A Text Analysis Approach Federal Reserve Bank of New York Financial Intermediaries and Demand for Duration 1: Swiss Finance Institute, USI Lugano; 2: Rutgers Business School Money Market Funds and the Pricing of Near-Money Assets 1: BIS (Bank for International Settlements); 2: Ecole Polytechnique Fédérale de Lausanne |
4:20pm - 5:30pm |
A4: Market Microstructure Location: Room "Auditorium" Chair: Angelo Ranaldo, University of St.Gallen and Swiss Finance Institute Collateral Cycles 1: University of St.Gallen and Swiss Finance Institute; 2: Bank of England; 3: Nottingham University Business School Who Knows? Information Differences Between Trader Types VU Amsterdam, Tinbergen Institute |
5:45pm - 6:15pm |
Award Ceremony Location: Room "Auditorium" |
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