• Contact
  • Login
  • About
    • Background
    • Organization
    • People
    • Partners
    • Job opportunities
    • Annual reports
  • Research
    • Academic Seminars
    • Fields of research
    • Publications
    • Research in the spotlight
    • Policy documents
    • Disclosure policy
  • National PhD program
    • Core courses
    • Mini courses
    • PhD visitor program
    • National PhD conferences
    • PhD Seminars
    • Job market candidates
    • PhD Placements
  • Outreach
    • Academic seminars
    • Conferences
    • Industry seminars
    • Videos
    • Podcasts
    • Women in Finance
    • Strategic partnerships
    • News & press
    • Spotlight on the Corona Crisis
  • Data Center
    • SHoF Data center – a national mission
    • Fama French Factors
    • FinBas
    • Historical Archives
    • NASDAQ HFT
    • Nordic Compass, SHoF's ESG Database
    • PAtLink
    • Serrano
    • Terms and conditions
    • Academic advisory group
    • News
  • About
    • Background
      • FAQ
      • Objectives
    • Organization
      • Board
      • Management committee
      • Scientific advisory board
      • Data center
      • Our guiding principles
      • Department of Finance SSE
      • SHoF advisory board
    • People
      • Resident researchers
      • Academic partner visitors
      • Affiliated researchers
      • Postdoctoral fellows
      • Research assistants
      • Job market candidates
      • PhD students
      • Admininistration
      • Outreach
      • Data center
      • Advisors
    • Partners
      • Academic partners
      • Partners
    • Job opportunities
    • Annual reports
  • Research
    • Academic Seminars
    • Fields of research
      • Household Finance
      • International Finance
      • Market Microstructure
      • Financial Intermediation and Institutions
      • Corporate Finance, Governance
      • Asset Pricing
      • Sustainable Finance
    • Publications
    • Research in the spotlight
    • Policy documents
    • Disclosure policy
  • National PhD program
    • Core courses
    • Mini courses
    • PhD visitor program
    • National PhD conferences
    • PhD Seminars
    • Job market candidates
    • PhD Placements
  • Outreach
    • Academic seminars
    • Conferences
    • Industry seminars
    • Videos
      • Interviews by Swedish House of Finance
      • SNS/SHoF Finance panels videos
      • Seminar videos
      • Conference videos
      • Annual Conference videos
    • Podcasts
    • Women in Finance
      • Events
      • Videos & podcasts
      • Featured research
      • News & press
      • People
      • Women in Finance Data
    • Strategic partnerships
    • News & press
      • News
      • In the press
      • Newsletters
      • Press room
    • Spotlight on the Corona Crisis
  • Data Center
    • SHoF Data center – a national mission
    • Fama French Factors
    • FinBas
      • Stocks Timeseries
      • Indices Timeseries
    • Historical Archives
      • Stocks list archive
      • Annual reports archive
    • NASDAQ HFT
      • Reconstructed Order Book
      • Nordic Market Quality
    • Nordic Compass, SHoF's ESG Database
    • PAtLink
    • Serrano
    • Terms and conditions
    • Academic advisory group
    • News
  • Contact
  • Login
  • Swedish House of Finance
  • Outreach
  • Conferences
  • BI-SHoF Conference 2018
  • Program
BI-SHoF Conference 2018
  • Participants
  • Material
  • Participants
  • Program

Program

Each paper has 45 minutes, which are divided as follows

  • 30 min for the presentation
  • 10 min for the discussion
  • 5 min for the presenter to respond to the discussant and take questions from the audience. Presenters and discussants are kindly asked to upload their slides on the computer before the start of their session.

MONDAY, June 4th

08:30-09:00 Registration and welcome address at SHoF

09:00-10:30 Session 1 – Chair: Tatyana Marchuk (BI)

09:00-09:45 Payments, Credit and Asset Prices
Authors and Presenter (*): *Monika Piazzesi (Stanford) and Martin Schneider (Stanford)
Discussant: Lukas Schmid (Duke)

09:45-10:30 Do Banks Have an Edge?
Authors and Presenter (*): *Juliane Begenau (Stanford) and Erik Stafford (HBS)
Discussant: Adrien d’Avernas (SSE)

10:30-11:00 Coffee break

11:00-12:30 Session 2 – Chair: Magnus Dahlquist (SSE)

11:00-11:45 Is the Term Structure of Equity Risk Premia Upward Sloping?
Authors and Presenter (*): *Ravi Bansal (Duke), Shane Miller (Duke) and Amir Yaron (Wharton)
Discussant: Oliver Boguth (ASU)

11:45-12:30 Fearing the Fed: How Wall Street Reads Main Streets
Authors and Presenter (*): Tzuo-Hann Law (BC), Dongho Song (BC) and *Amir Yaron
(Wharton)
Discussant: David Lucca (NY FED)

12:30-14:00 Lunch

14:00-15:30 Session 3 – Chair: Adrien d’Avernas (SSE)

14:00-14:45 Financial Fragility with SAM?
Authors and Presenter (*): *Daniel L. Greenwald (MIT), Tim Landvoigt (Wharton), Stijn Van
Nieuwerburgh (NYU)
Discussant: Kurt Mitman (IIES)

14:45-15:30 The Financial Intermediation Premium in the Cross Section of Stock Returns
Authors and Presenter (*): *Tatyana Marchuk (BI)
Discussant: Andrea Tamoni (LSE)

15:30-16:00 Coffee break

19:00 – Dinner
Departure from SHoF. For those going on their own, please be at the restaurant Gondolen
before 18:45.

 

TUESDAY, June 5th

08:45-09:00 Coffee

09:00-10:30 Session 4 – Chair: Riccardo Sabbatucci (SSE)

09:00-09:45 The Time Value of Information
Authors and Presenter (*): *Stan Zin (NYU)
Discussant: Georgy Chabakauri (LSE)

09:45-10:30 Discount Rates and Employment Fluctuations
Authors and Presenter (*): *Jaroslav Borovička (NYU) and Katarina Borovičková (NYU)
Discussant: Edouard Schaal (CREI & UPF)

10:30-11:00 Coffee break

11:00-12:30 Session 5 – Chair: Irina Zviadadze (SSE)

11:00-11:45 High-frequency Cash Flow Dynamics
Authors and Presenter (*): Davide Pettenuzzo (Brandeis), Riccardo Sabbatucci (SSE) and
*Allan Timmermann (UCSD)
Discussant: Christopher Polk (LSE)

11:45-12:30 A Tug of War: Overnight Versus Intraday Expected Returns
Authors and Presenter (*): Dong Lou (LSE), *Christopher Polk (LSE), and Spyros Skouras
(Athens UEB)
Discussant: Riccardo Sabbatucci (SSE)

12:30-14:00 Lunch

Practical information

Time: Monday, 04 June 2018 08:30 – Tuesday, 05 June 2018 14:00


Place: Swedish House of Finance, Drottninggatan 98.


Contact: Elisabeth Kempe (elisabeth.kempe@hhs.se)

Previous conferences

BI-SHoF conference 2022

BI-SHoF conference 2021

BI-SHoF conference 2020

BI-SHoF conference 2019

BI-SHoF conference 2018 

BI-SHoF conference 2017

BI-SHoF conference 2016

BI-SHoF conference 2015

 

Swedish House of Finance

Drottninggatan 98, 111 60 Stockholm

info@houseoffinance.se +46 8 736 91 00
Subscribe