2017 Program Archive

Session I

Session Chair: Wayne Ferson (USC) Trading Costs and Informational Efficiency Eduardo Davila (NYU) and Cecilia Parlatore (NYU) Discussant: Liyan Yang (University of Toronto) ETF Arbitrage and Return Predictability David Brown (University of Arizona), Shaun Davies (University of Colorado), and Matthew Ringgenberg (University of Utah) Discussant: Alexander Chinco (University of Illinois) Session II Session Chair: Bruce Carlin (UCLA) Growth Options, Incentives, and Pay-for-Performance: Theory and Evidence Sebastian Gryglewicz (Erasmus) , Barney Hartman-Glaser (UCLA), and Geoffrey Zheng (UCLA) Discussant: Ron Giammarino (University of British Columbia) Import Competition and Household Debt Erik Loualiche (MIT), Jean-Noel Barrot (MIT), Matthew Plosser (New York Fed), and Julien Sauvagnat (Bocconi) Discussant: Asaf Bernstein (University of Colorado) Patent Trolls and Small Business Employment Ian Appel (Boston College), Joan Farre-Mensa (Harvard Business School), and Elena Simintzi (UBC) Discussant: Shai Bernstein (Stanford) Session III Session Chair: Laura Starks (University of Texas at Austin) Politicizing Consumer Credit Pat Akey (Toronto), Rawley Heimer (Cleveland Fed), and Stefan Lewellen (LBS) Discussant: Vik Fedaseyeu (Bocconi) Relative Performance Banker Compensation and Systemic Risk Rui Albuquerque (Boston College), Luis Cabral (New York University), and Jose Correa Guedes (Catolica Lisbon) Discussant: Jeff Zwiebel (Stanford) Session IV Session Chair: Bruce Grundy (University of Melbourne) Risk Preferences and the Macro Announcement Premium Hengjie Ai (University of Minnesota) and Ravi Bansal (Duke University) Discussant: Lars Lochstoer (UCLA) Long Run Risk: Is It There? Yukun Liu (Yale) and Ben Matthies (Yale) Discussant: Bryan Routledge (Carnegie Mellon University) Speculative Trading and Bubbles: Evidence from the Art Market Julien Penasse (University of Luxembourg) and Luc Renneboog (Tilburg University) Discussant: Stavros Panageas (UCLA)