5650 - ESSFM 2016 Papers (AP week)
Monday 18 July
Morning Session
08.30 - 09.30 Habits and Leverage
Pietro Veronesi (Booth School of Business, University of Chicago and CEPR)
09.30 - 10.30 The Mortgage Credit Channel of Macroeconomic Transmission
Daniel L. Greenwald (New York University)
11.00 - 12.00 Learning in Crowded Markets
Péter Kondor (London School of Economics and CEPR)
Tuesday 19 July
Focus session: Asset Pricing under Collateral and Margin Constraints
08.50 - 09.40 The Credit Surface and the Leverage Cycle
John Geanakoplos (Yale University)
09.40 - 10.30 Incentive constrained risk sharing, asset pricing and intermediation
Johan Hombert (HEC Paris and CEPR)
11.00 - 11.50 Margin constraints and the security market line
Petri Jylhä (Imperial College London)
Wednesday 20 July
Morning Session
08.30 - 09.30 Information Percolation, Momentum, and Reversal
Daniel Andrei (UCLA)
09.30 - 10.30 Strategic Connections: A Cautionary Tale on Bank Opacity
Maryam Farboodi (Princeton University)
11.00 - 12.00 Does the Ross Recovery Theorem work Empirically?
Jens Carsten Jackwerth (University of Konstanz)
Thursday 21 July
Focus session: Frictions, Government Policies and Financial Markets
08.45 - 09.40 Credit-Market Sentiment and the Business Cycle
Egon Zakrajzek (Board of Governors of the Federal Reserve System)
09.40 - 10.35 Show Me the Money: The Monetary Policy Risk Premium
Ali Ozdagli (Federal Reserve Bank of Boston)
11.05 - 12.00 Forward Guidance in the Yield Curve: Short Rates versus Bond Supply
Robin Greenwood (Harvard Business School)
Friday 22 July
Morning Session
Fabio Trojani (Swiss Finance Institute and University of Geneva)
Savitar Sundaresan (Columbia University and Imperial College London)
Sam Hartzmark (Booth School of Business, University of Chicago)