Selected Discussions
Demand-Based Expected Returns, by Alessandro Crescini, Fabio Trojani, and Andrea Vedolin
AFA Annual Meeting, January 2025
Responding to Surprises in a Complex World, by Thomas Graeber, Christopher Roth, and Marco Sammon
NBER Behavioral Finance Meeting, November 2024
Equity Premium Events, by Ben Knox, Juan M. Londono, Mehrdad Samadi, and Annette Vissing-Jorgensen
UT Dallas 2024 Fall Finance Conference, September 2024
The Macroeconomic Impact of Climate Change: Global vs. Local Temperature, by Diego R. Känzig and Adrien Bilal
Cowles Summer Conference on Macroeconomics, June 2024
Market Response to Racial Uprisings, by Bocar Ba, Roman Rivera, and Alexander Whitefield
NBER Race and Stratification Meeting, April 2024
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