Selected Discussions

Equity Term Structure Response to FOMC Announcements, by Benjamin Golez and Ben Matthies

UConn Finance Conference, May 2023

The Virtue of Complexity in Return Prediction, by Bryan Kelly, Semyon Malamud, and Kangying Zhou

China International Conference in Finance, July 2022

Dynamic Asset (Mis)Pricing: Build-up versus Resolution Anomalies, by Jules van Binsbergen, Martijn Boons, Christian Opp, and Andrea Tamoni

SFS Cavalcade North America, May 2022

Prospect Theory and Stock Market Anomalies, by Nicholas Barberis, Lawrence Jin, and Baolian Wang

Miami Behavioral Finance Conference, December 2019

Sentiment and Speculation in a Market with Heterogeneous Beliefs, by Ian Martin and Dimitris Papadimitriou

NBER Summer Institute Asset Pricing Meeting, July 2019

Risk-Free Interest Rates, by Jules van Binsbergen, William Diamond, and Marco Grotteria

SFS Cavalcade North America, May 2019

Rational Inattention and Price Underreaction, by Jiacui Li

SFS Cavalcade North America, May 2019

Model-Free International Stochastic Discount Factors, by Mirela Sandulescu, Fabio Trojani, and Andrea Vedolin

MFA Annual Meeting, March 2019

Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads, by Patrick Augustin, Mikhail Chernov, and Dongho Song

FMA Conference on Derivatives and Volatility, November 2018