Friday, November 8
|10.00||Opening speeches |
Sergey Yakovlev, Director of ICEF
Konstantin Sonin, Vice Rector of the Higher School of Economics
|10.10||Session 1 “Aggregate dynamics and financial markets”
Aggregate Investment and Stock Returns
|12.00||Keynote speech 1|
The Macroeconomic Determinants of Financial Predictability
|14.30||Session 2 “Corporate Finance”
Does Nationalization Work? Evidence from Russian State Takeovers
|16.30||Session 3 “Option Pricing and Market Microstructure”|
Affine Option Pricing Model in Discrete Time
Presenter: Stanislav Khrapov, New Economic School, Moscow
Discussant: Marcelo Fernandes, Queen Mary University London
Dealer Networks: Market Quality in Over-The-Counter Markets
Presenter: Norman Schurhoff, University of Lausanne, Swiss Finance Institute, and CEPR (co-author: Dan Li)
Discussant: Christian Julliard, London School of Economics
|18.30||Keynote speech 2
Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
Marco Pagano, Università di Napoli Federico II, CSEF, EIEF and CEPR
Saturday, November 9
|10.00||Session 4 “Econometrics and finance”
Who’s afraid of selection bias? Robust inference in the presence of competitive selection
|12.00||Session 5 “Mutual and hedge funds”
Hedge Fund (Non)Transparency: Skill or Risk-taking?
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