Gala Dinner
"Remembering Peter Christoffersen"
Paper Presentations
1. Carrot or stick? Evidence from a pair of natural field experiments testing lender information sharing hypotheses
Li Liao (Tsinghua), Xiumin Martin (Washington University in St. Louis), Ni Wang (Quant Group), Zhengwei Wang (Tsinghua), Jun Yang (Indiana)
Discussant: Pascal Francois (HEC Montreal)
2. Extrapolation and Complexity
Donghwa Shin (Princeton)
Discussant: Neil Pearson (Illinois, Gies College of Business)
3. The Price of Extreme Weather Uncertainty: Evidence from Hurricanes
Mathias S. Kruttli (Federal Reserve Board of Governors), Brigitte Roth Tran (Federal Reserve Board of Governors), and Sumudu W. Watugala (Cornell)
Discussant: Aurelio Vasquez (ITAM)
4. Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation
Yifei Wang (Michigan, Ross), Toni M. Whited (Michigan, Ross), Yufeng Wu (Illinois, Gies College of Business), and Kairong Xiao (Columbia)
Discussant: Harjoat S. Bhamra (Imperial College - London)
5. Unintended Consequences of Post-crisis Liquidity Regulation
Suresh Sundaresan (Columbia), Kairong Xiao (Columbia)
Discussant : Ivan Ivanov (Board of Governors, Federal Reserve)
6. Competition, Risk-Taking, and the Demise of Old-School Banking
Emilio Bisetti (HKUST), Stephen A. Karolyi (Carnegie Mellon), Stefan Lewellen (Penn State)
Discussant: Alexander Dyck (University of Toronto, Rotman School of Management)
7. Option Implied Dependence
Carole Bernard (Grenoble School of Management), Oleg Bondarenko (Illinois Chicago) and Steven Vanduļ¬el (Vrije University Brussel)
Discussant: Torben Andersen (Northwestern, Kellogg)
8. Empirical Asset Pricing via Machine Learning
Shihao Gu (Chicago, Booth), Bryan Kelly (Yale), and Dacheng Xiu (Chicago, Booth)
Discussant: Hugue Langlois (HEC Paris)
9. News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
Yoontae Jeon (Ryerson), Thomas H. McCurdy (Toronto, Rotman), Xiaofei Zhao (Georgetown, McDonough)
Discussant: Stephen Figlewski (NYU, Stern)
10. Are Tokens Securities: An Anatomy of Initial Coin Offerings
Evgeny Lyandres (Boston University), Dino Palazzo (Federal Reserve Board of Governors), and Daniel Rabetti (LSE)
Discussant: Katya Malinova (McMaster, DeGroote School of Business)
11. Pre-Trade Hedging
Brian J. Henderson (George Washington), Neil D. Pearson (Illinois, Gies College of Business), and Li Wang (Case Western, Weatherhead)
Discussant: Alessio Saretto (Washington University in St. Louis)
12. Do Firms Hedge During Distress?
Heitor Almeida (Illinois, Gies College of Business), Kristine Watson Hankins (University of Kentucky), Ryan Williams (Arizona)
Discussant: Dimitry Murayev (Boston College, Caroll School of Management)