F i n a n c e U C

6th International Conference


Campus San Joaquin UC

Av. Vicuña Mackenna 4860, Macul

Santiago, Chile


Friday, December 13, 2013




Conference Program

Friday, December 13, 2013 (Room 218)

9:00 Coffee break and registration

Session 1

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

Session 2

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

Session 3

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


Organizing Committee


  • Jaime Casassus - UC
  • Gonzalo Cortazar - UC
  • Eduardo Schwartz - UCLA