Conference Discussions
- 2024 MFA
- The Factor Model Failure Puzzle
(by Fahiz Baba-Yara, Brian Boyer, and Carter Davis) - Financial Intermediaries and Demand for Duration
(by Alberto Plazzi, Andrea Tamoni, and Marco Zanotti)
- The Factor Model Failure Puzzle
- 2022 AFBC
- Depressed Risk Premia or Mispricing: Where did Commodity Returns go after Financialization?
(by Fahiz Baba-Yara and Massimiliano Bondatti)
- Depressed Risk Premia or Mispricing: Where did Commodity Returns go after Financialization?
- 2022 USC Macro-Finance
- Monetary Policy and the Equity Term Structure
(by Benjamin Golez and Ben Matthies)
- Monetary Policy and the Equity Term Structure
- 2022 SFS Cavalcade
- Credit Market Equivalents and the Valuation of Private Firms
(by Niklas Hüther, Lukas Schmid, and Roberto Steri)
- Credit Market Equivalents and the Valuation of Private Firms
- 2022 WSIR
- International Arbitrage Premia
(by Mirela Sandulescu and Paul Schneider)
- International Arbitrage Premia
- 2022 MFA
- Asset Pricing with Misallocation
(by Winston Wei Dou, Yan Ji, Di Tian, and Pengfei Wang) - Macro Trends and Factor Timing
(by Carlo A. Favero, Alessandro Melone, and Andrea Tamoni)
- Asset Pricing with Misallocation
- 2022 AFA
- Consumption
(by Svetlana Bryzgalova and Christian Julliard)
- Consumption
- 2021 EFA
- Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility
(by Jules H. van Binsbergen)
- Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility
- 2021 CICF
- How Integrated are Corporate Bond and Stock Markets?
(by Mirela Sandulescu)
- How Integrated are Corporate Bond and Stock Markets?
- 2021 LubraFin
- Micro Uncertainty and Asset Prices
(by Bernard Herskovic, Thilo Kind, and Howard Kung)
- Micro Uncertainty and Asset Prices
- 2021 UConn Finance Conference
- Fundamental Anomalies
(by Erica X.N. Li, Guoliang Ma, Shujing Wang, and Cindy Yu)
- Fundamental Anomalies
- 2021 Adam Smith Workshop
- A Supply and Demand Approach to Equity Pricing
(by Sebastien Betermier, Laurent E. Calvet, and Evan Jo)
- A Supply and Demand Approach to Equity Pricing
- 2020 EFA
- Equity Duration Predictability
(by Benjamin Golez and Peter Koudijs)
- Equity Duration Predictability
- 2020 MFA
- Model Selection with Transaction Costs
(by Andrew Detzel, Robert Novy-Marx, and Mihail Velikov) - The Asset Durability Premium
(by Kai Li and Chi-Yang Tsou)
- Model Selection with Transaction Costs
- 2020 AFA
- Duration-Driven Returns
(by Niels J. Gormsen and Eben Lazarus)
- Duration-Driven Returns
- 2019 FRA
- Understanding Momentum and Reversal
(by Bryan Kelly, Tobias Moskowitz, and Seth Pruitt)
- Understanding Momentum and Reversal
- 2019 EFA
- Time-varying State Variable Risk Premia in the ICAPM
(by Pedro Barroso, Martijn Boons, and Paul Karehnke)
- Time-varying State Variable Risk Premia in the ICAPM
- 2019 MFA
- Stock Price Reaction to the Information in Bias and Analyst-Expected Returns
(by Johnathan A. Loudis)
- Stock Price Reaction to the Information in Bias and Analyst-Expected Returns
- 2017 EFA Doctoral Tutorial
- Fundamental Risk and Capital Structure
(by Jakub Hajda)
- Fundamental Risk and Capital Structure
- 2017 Transatlantic Doctoral Conference
- Accounting Data and Stock Market Prediction
(by Louis Z. Yang)
- Accounting Data and Stock Market Prediction
- 2017 Ohio State Real Estate Conference
- Asset Prices, Local Prospects and the Geography of Housing Dynamics
(by Preetesh Kantak)
- Asset Prices, Local Prospects and the Geography of Housing Dynamics