Workshop 2026

Program

Date: 

March 25-26, 2026

Venue: 

Karlsruhe Institute of Technology - Institute for Finance - Blücherstr 17 - 76185 Karlsruhe - Germany

Program: (Presenters in italics)

March 25, 2026

13:30 Registration

13:45 Welcome

14:00 Session 1: Monetary Factor Momentum

by Adam Farago (University of Gothenburg), Erik Hjalmarsson (University of Gothenburg), Hongtao Qiu (Zhejiang University), and Ming Zeng (University of Gothenburg)

Discussant: Anastasios Kagkadis (University of Liverpool)

15:00 Session 2: The Subjective Belief Factor

by Tingyue Cui (Wharton), Ricardo Delao (University of Southern California), and Sean Myers (Wharton)

Discussant: Petri Jylhä (Aalto University)

16:00 Coffee break

16:30 Session 3: Intermediary Option Pricing

by Julian Terstegge (University of Michigan)

Discussant: Jan Harren (University of Muenster)

17:30 Session 4: Inefficiencies in the Securities Lending Market

by Kent Daniel (Columbia), Alexander Klos (University of Kiel), and Simon Rottke (University of Amsterdam)

Discussant: Esad Smajlbegovic (Erasmus University Rotterdam)

18:30 End of day 1

March 26, 2026

  9:30 Session 5: Text Is All You Need: Asset Pricing Without Returns

by Christian Breitung (Technical University of Munich)

Discussant: Marcel Mueller (KIT)

10:30 Keynote: TBA

by Svetlana Bryzgalova (London Business School)

12:00 Lunch

13:00 Session 6: A Latent Factor Model with Conditional Risk Prices and Betas

by David Schreindorfer (Michigan State University)

Discussant: Alberto Quaini (Erasmus University of Rotterdam)

14:00 Farewell