9:00 | Coffee break and registration |
9:20 |
Trading, Profits, and Volatility in a Dynamic Information Network Model
Johan Walden - University of California, Berkeley Discussant: Hervé Roche - UAI |
10:10 |
Liquidity Risk in Credit Default Swap Markets
Anders Trolle - EPFL Discussant: José Tessada - UC |
11:00 | Coffee break |
11:20 |
Measuring Skill in the Mutual Fund Industry
Jules van Binsbergen - Stanford University Discussant: Borja Larrain - UC |
12:10 |
Expected Commodity Returns and Pricing Models
Eduardo Schwartz - UCLA Discussant: Jaime Casassus - UC |
13:00 | Lunch |
15:00 |
Market Power and Capital Flexibility: A New Perspective on the Pricing of Technology Shocks
Lorenzo Garlappi - University of British Columbia Discussant: Loris Rubini - UC |
15:50 |
Negativity Bias in Attention Allocation: Retail Investors' Reaction to Stock Returns
Tomas Reyes - UC Discussant: Julio Riutort - UC |
16:40 | Closing remarks - back to hotel |