Workshop 2024
Program
Date:
April 10-11, 2024
Venue:
Karlsruhe Institute of Technology - Institute for Finance - Blücherstr 17 - 76185 Karlsruhe - Germany
Participation:
If you would like to attend the workshop, please send an email to tbear.network@gmail.com. Note that only a limited number of places are available and that places will be allocated on a first come first served basis.
Program: (Presenters in italics)
April 10, 2024
14:00 Registration
14:15 Welcome
14:30 Session 1: The Risk and Return of Equity and Credit Index Options
by Hitesh Doshi (University of Houston - C.T. Bauer College of Business), Jan Ericsson (McGill University; Swedish Institute for Financial Research), Mathieu Fournier (UNSW Business School), and Sang Byung Seo (University of Wisconsin - Madison)
Discussant: Nicole Branger (University of Muenster)
15:30 Keynote: Social Preferences and Corporate Decisions
by Josef Zechner (WU Vienna)
17:00 Coffee break
17:30 Session 2: The Value of Private Meetings with Central Bankers
by Rainer Haselmann (Goethe University Frankfurt), Maik Schmeling (Goethe University Frankfurt), Sebastian Schreiber (Goethe University Frankfurt), and Michael Weber (Chicago Booth)
Discussant: Christian Wagner (WU Vienna)
18:30 End of day 1
April 11, 2024
9:00 Session 3: High-Throughput Asset Pricing
by Andrew Y. Chen (Federal Reserve Board) and Chukwuma Dim (George Washington University)
Discussant: Ruediger Weber (WU Vienna)
10:00 Session 4: Following the Footprints: Towards a Taxonomy of the Factor Zoo
by Julian Boell (KIT), Fanchen Meng (KIT), Julian Thimme (KIT), and Marliese Uhrig-Homburg (KIT)
Discussant: Tobias Sichert (Stockholm School of Economics and Swedish House of Finance)
11:00 Session 5: Which stock return predictors reflect mispricing?
by Jonas Frey (University of Oxford - Said Business School)
Discussant: Timo Wiedemann (University of Muenster)
12:00 Lunch
13:00 Session 6: Complexity and the Limits of Asset Pricing Factor Models
by Carter Davis (Indiana University) and Alejandro Lopez-Lira (University of Florida)
Discussant: Christian Schlag (Goethe University Frankfurt)
14:00 Farewell