Location: Parkhotel Sunstar, Davos
Time | Presenter | Discussant | Title |
---|---|---|---|
Sunday, March 11 | |||
17:00 - 17:45 | Welcome Reception | ||
17:45 - 18:00 | Introductory Remarks | Kjell Nyborg | |
18:00 - 19:30 | SESSION 1 | Chair: Kjell Nyborg University of Zurich | |
Alberto Plazzi University of Lugano and SFI | Markus Leippold University of Zurich | Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals |
|
Bjørn Eraker University of Wisconsin | Kristian Miltersen Copenhagen Business School | Dynamic Present Values and the Intertemporal CAPM | |
Monday, March 12 | |||
08:30 - 09:15 | SESSION 2 | Chair: Artur Raviv Northwestern University | |
Nils Friewald WU Vienna | Claudia Moise Case Western Reserve | The Cross-Section of Credit Risk Premia and Equity Returns | |
16:15 - 19:30 | SESSION 3 | Chair: Joseph Zechner WU Vienna | |
Philipp Valta HEC Paris | Jesse Wang University of Zurich | Competitive Pressure and Corporate Policies | |
Emilia Garcia-Appendini Bocconi University | Alex Wagner University of Zurich | Firms as Liquidity Providers: Evidence from the 2007-2008 Financial Crisis | |
Jacob Boudoukh Arison School of Business, IDC Herzlia | Henrik Hasseltoft University of Zurich | A New Look at the Forward Premium Puzzle | |
Pedro Barroso NOVA School of Business and Economics | Harald Hau University of Geneva | Beyond the Carry Trade: Optimal Currency Portfolios | |
Tuesday, March 13 | |||
08:15 - 08:45 | SESSION 4 | Chair: Kjell Nyborg University of Zurich | |
Toni Whited University of Rochester | Keynote lecture | Equity Market Misvaluation and Firm Financial Policies | |
16:15 - 19:30 | SESSION 5 | Chair: Alex Murmann WU Vienna | |
Marius Jurgilas Norges Bank | Falko Fecht European Business School | Implicit Intraday Interest Rate in the UK Unsecured Overnight Money Market | |
Abassi Puriya Deutsche Bundesbank | Per Östberg University of Zurich | Liquidity of Financial Markets and the Demand for Reserves | |
András Danis WU Vienna | Abraham Ravid Yeshiva University, New York | Do Empty Creditors Matter? Evidence from Distressed Exchange Offers | |
Nishant Dass Georgia Institute of Technology | Robert Hauswald American University | Conflicts of Interest and Financial Contracts: Evidence from Syndicated Loans | |
Wednesday, March 14 | |||
08:30 - 11:15 | SESSION 6 | Chair: Per Östberg University of Zurich | |
Johannes Skjeltorp Norges Bank | Neal Stoughton WU Vienna | Sunshine trading: Flashes of trading intent at the NASDAQ | |
Semyon Malamud Swiss Federal Institute of Technology | Stefan Pichler WU Vienna | Optimal Incentives and Securitization of Defaultable Assets | |
Ron Anderson London School of Economics | Einar Bakke University of Gothenburg | Agency, Firm Growth, and Managerial Turnover | |
Final Words |