Program

Monday November 12

12.00-13.30 Lunch
13.30-13.40 Welcome: Anders Anderson (SSE & SHoF)
Session A: Chair: Rafael B. de Rezende
13.40-14.20 The indexing effect: evidence from the bond market
Anamaria Cociorva (Lund)
Discussant: Lars Nordén (SBS)
14.20-15.00 Predictive Regression in Predictive Systems
Tamàs Kiss (Gothenburg)
Discussant: Rafael B. de Rezende (Riksbank)
15.00-15.30 Coffee
Session B: Chair: Niklas Amberg
15.30-16.10 Dying and Dissaving
Clara Fernström (SSE)
Discussant: Alessandro Martinello (Lund)
16.10-16.50 Big Broad Banks: How does cross selling affect lending?
Yingjie Qi (SSE)
Discussant: Niklas Amberg (SSE)
16.50-17.00 Small Break
17.00-17.45 Keynote Speech by Mariassunta Giannetti (SSE Professor of Finance).
17.45 Drinks and Workshop Dinner

Tuesday November 13
Session C: Chair: Rickard Sandberg
09.00-09.40 Forward Guidance and Asset Prices under Heterogeneous Expectations
Dmytro Stoyko (Uppsala)
Discussant: Annukka Ristiniemi (Riksbank)
09.40-10.20 Herding, Hedge funds, and Carry Trades
Anton Hasselgren (SBS)
Discussant: Rickard Sandberg (SSE)
10.20-10.40 Coffee
Session D: Chair: Olga Obizhaeva
10.40-11.20 The Global Interest Rate Differential and the Dollar Carry Trade
Tommy von Brömsen (Stockholm School of Economics)
Discussant: Henrik Hasseltoft (LynxHedge)
11.20-12.00 Transaction Costs for Large Orders, Trading Pace, and Cost of Non-Execution
Petter Dahlström (SBS)
Discussant: Olga Obizhaeva (SSE)
12.00-12.15 Award of the Best PhD Paper Prize in the memory of Ola Bengtsson
12.15 Lunch and Workshop End