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Regular version of the site

Conference Program

Conference page
List of speakers and abstracts


 Friday, November 6

10.00                                           

Session 1 “Investor Behavior and Asset Pricing”

Chair: Carsten Sprenger, ICEF, Higher School of Economics

The Effects of Experience on Investor Behavior: Evidence from India's IPO Lotteries

- Presenter: Tarun Ramadorai, Saïd Business School and Oxford-Man Institute of Quantitative Finance, University of Oxford (co-authors: Santosh Anagol, Wharton School of Business, Business Economics and Public Policy Department, University of Pennsylvania, and Oxford-Man Institute of Quantitative Finance and Vimal Balasubramaniam, Saïd Business School, Oxford-Man Institute of Quantitative Finance, University of Oxford)
- Discussant: Sergey Gelman, ICEF, Higher School of Economics
PaperPresentation, Discussion 

Human Capital and International Portfolio Diversification: A Reappraisal

- Presenter: Christian Julliard, London School of Economics (co-authors: Lorenzo Bretscher, London School of Economics and Carlo Rosa, Federal Reserve Bank of New York)
- Discussant: Udara Peiris, ICEF, Higher School of Economics
PaperPresentationDiscussion


12.00 

Session 2 “Corporate Finance 1”

Chair: Luca Gelsomini, ICEF, Higher School of Economics

Accounting Rules, Equity Valuation, and Growth Options

- Presenter: Dmitry Livdan, Haas School of Business, University of California Berkeley (co-author: Alexander Nezlobin, Haas School of Business, University of California, Berkeley)
- Discussant: Dmitry Makarov, ICEF, Higher School of Economics
PaperPresentationDiscussion

Firm Performance, Political Influence and External Shocks

- Presenter: Vladimir Sokolov, ICEF, Higher School of Economics (co-author: Laura Solanko, BOFIT, Bank of Finland)
- Discussant: Thomas Noe, Saïd Business School, University of Oxford
PresentationDiscussion


14.45

Session 3 “Corporate Finance 2”

Chair: Maxim Nikitin, ICEF, Higher School of Economics

Agency, Firm Growth and Managerial Turnover

- Presenter: Mihail Zervos, London School of Economics (co-authors: Ronald W. Anderson, London School of Economics, M. Cecilia Bustamante, University of Maryland, and Stephane Guibaud, SciencesPo)
- Discussant: Sergey Stepanov, ICEF and Faculty of Economics, Higher School of Economics
Paper

Corporate Governance and Investment: Evidence from Russian Non-Listed Firms

- Presenter: Carsten Sprenger, ICEF, Higher School of Economics, Moscow (co-author: Olga Lazareva, Faculty of Economics, Higher School of Economics)
- Discussant: Andrew Ellul, Kelley School of Business, Indiana University, CSEF, ECGI and CEPR


16.45

Session 4 “Security and Mechanism Design”

Chair: Dimitrios Tsomocos, Saïd Business School and St. Edmund Hall, University of Oxford

Security Design with Status Concerns

- Presenter: Dmitry Makarov, ICEF, Higher School of Economics (co-authors: Suleyman Basak, London Business School, Alex Shapiro, New York University and Marti Subrahmanyam, New York University)
- Discussant: Dmitry Livdan, Haas School of Business, University of California Berkeley
PaperPresentationDiscussion

Rousseauian contracts: Credit-like characteristics of private-information contracts in continuous time

- Presenter: Bart Taub, Adam Smith Business School, University of Glasgow
- Discussant: Sergei Izmalkov, New Economic School


18.30

Session 5 “High-Frequency Trading” 

Chair: Alex Boulatov, ICEF, Higher School of Economics

High-Frequency Trading around Large Institutional Orders

- Presenter: Albert J. Menkveld, VU University Amsterdam and Tinbergen Institute (co-author: Vincent Van Kervel, Pontifical Catholic University of Chile and Tilburg Law and Economics Center (TILEC), Tilburg University)
- Discussant: Anna Obizhaeva, New Economic School
Paper, SlidesDiscussion 

 


Saturday, November 7


10.00

Session 6 “Asset Pricing”

Chair: Patrick Kelly, New Economic School

Belief Dispersion in the Stock Market

- Presenter: Suleyman Basak, London Business School (co-author: Adem Atmaz, Krannert School of Management, Purdue University)
- Discussant: Bart Taub, Adam Smith Business School, University of Glasgow
PaperPresentationDiscussion

The Consumption Risk of Bonds and Stocks

- Presenter: Svetlana Bryzgalova, Stanford Graduate School of Business, Stanford University (co-author: Christian Julliard, London School of Economics)
- Discussant: Tarun Ramadorai, Saïd Business School and Oxford-Man Institute of Quantitative Finance, University of Oxford


12.00

Session 7 “Corporate Finance 3”

Chair: Christian Julliard, London School of Economics

Skewing the odds: Taking risks for rank-based rewards

- Presenter: Thomas Noe, Saïd Business School and Balliol College, University of Oxford (co-author: Dawei Fang, Department of Economics, University of Gothenburg)
- Discussant: Emiliano Catonini, ICEF, Higher School of Economics
PaperPresentationDiscussion

Strategic Leverage and Employees’ Rights in Bankruptcy

- Presenter: Andrew Ellul, Kelley School of Business, Indiana University, CSEF, ECGI and CEPR (co-author: Marco Pagano, University of Naples Federico II, CSEF, EIEF, ECGI and CEPR)
- Discussant: Olga Kuzmina, New Economic School
PaperPresentationDiscussion


 

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