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