5669 - ESSFM 2017 Papers (AP Week)

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Monday 17 July


08.30 - 09.30 Public Debt and the Returns to Innovation
Mariano Massimiliano Croce (The University of North Carolina)

09.30 - 10.30 Information Asymmetries, Volatility, Liquidity, and the Tobin Tax

Christian Julliard (London School of Economics)

11.00 - 12.00 Geographic Momentum
Riccardo Sabbatucci (Swedish House of Finance and Stockholm School of Economics)


Tuesday 18 July


Focus session: Mortgages and Housing in Household Finance

08.50 - 09.40 Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market
Tarun Ramadorai (Imperial College London and CEPR)

09.40 - 10.30 Identifying the Benefits from Home Ownership: A Swedish Experiment
Ulf von Lilienfeld-Toal (University of Luxembourg)

11.00 - 11.50 Home Price Expectations and Behavior: Evidence from a Randomized Information Experiment
Andreas Fuster (Federal Reserve Bank of New York)


Wednesday 19 July


08.30 - 09.30 The Lost Capital Asset Pricing Model
Daniel Andrei (UCLA)

09.30 - 10.30 Why Don’t We Agree? Evidence from a Social Network of Investors
Marina Niessner (Yale School of Management)

11.00 - 12.00 Does it Pay to Pay Attention?
Alberto Rossi (University of Maryland)


Thursday 20 July


Focus session: Politics and Finance

08.50 - 09.40 Political cycles and stock returns
Luboš Pástor (University of Chicago and CEPR)

09.40 - 10.30 China’s Model of Managing the Financial System
Michael Sockin (University of Texas, Austin)

11.00 - 11.50 Central Bank Communication and the Yield Curve
Gyuri Venter (Copenhagen Business School)


Friday 21 July


08.30 - 09.30 How Auctions Amplify House-Price Fluctuations
Alina Arefeva (John Hopkins University) - to be presented by Batchimeg Sambalaibat (Indiana University, Bloomington)

09.30 - 10.30 Outsized Arbitrage
Igor Makarov (London School of Economics)

11.00 - 12.00 Hedge Fund Innovation
Denitsa Stefanova (University of Luxembourg)