The seminar starts just after lunch at 2PM CET (1PM London time), so have your caffè during CAFFE! 

The seminars will be on the second Tuesday of each month for 75 minutes. Each seminar starts at 8 AM (New York), 1 PM (London), 2 PM (Milan/Paris/Frankfurt), and 8 PM (Singapore/Shanghai). 

Each seminar will consist of two paper presentations on a particular topic, with 25 minutes for each presentation and 10 minutes for Q&A (with no discussants for the papers). 

You are invited to send suggestions for topics and papers that you would like to see included in the CAFFE Seminar Series for 2023-24. (Feel free to propose your own work if you think it fits in with the theme of the seminar series.)

Please email your suggestions to: [email protected] and specify the subject line of your email to be "Suggestions for CAFFE Seminar Series for 2023-24."

The CEPR Advanced Forum for Financial Economics (CAFFE) is organised by Kim Peijnenburg and Raman Uppal from EDHEC Business School, along with Laurent Calvet from SKEMA Business School. Its objective is to make cutting-edge finance research available to researchers based in Europe and around the world.  

Upcoming CEPR Advanced Forum for Financial Economics (CAFFESeminars 2023-2024:  

Series Theme: Finance, Technology, and Society

October 10

Seminar Topic: AI 

Kevin Bryan (University of Toronto) presents A User's Guide to GPT and LLMs for Economics Research

Anton Korinek (University of Virginia) presents Language Models and Cognitive Automation for Economic Research

November 14

Seminar Topic: Climate Finance

Marcin Kacperczyk (Imperial College London and CEPR) presents The CO2 Question: Technical Progress and the Climate Crisis
(Paper Co-authored with Patrick Bolton and Moritz Wiedemann)

Mathijs van Dijk (Rotterdam School of Management) presents Climate Change and Long-Horizon Portfolio Choice: Combining Insights from Theory and Empirics
(Paper Co-authored with Mathijs Cosemans and Xander Hut) 

December 12  

Seminar Topic: Asset Markets

Elise Gourier (ESSEC Business School) presents Private Market Fund Factors
(Paper Co-authored with Will Goetzmann and Ludovic Phalippou)

Gianpaolo Parise (EDHEC Business School and CEPR) presents Green Window Dressing
(Paper Co-authored with 
Mirco Rubin)

February 13: 

Seminar Topic: Sustainable Investing

Theresa Spickers (University of Amsterdam); "Passive Ownership and the Environment" 

Joel Shapiro (University of Oxford and CEPR); Sustainable Investing and Public Goods Provision"

March 12: 

Seminar Topic: Expectation Formation

Kathrin Schlafmann (Copenhagen Business School and CEPR); "Expectations and Wealth Heterogeneity in the Macroeconomy"

Peter Andre (Leibniz Institute for Financial Research SAFE and Goethe University Frankfurt); "Mental Models of the Stock Market"

April 9: 

Seminar Topic: Hedging and Mortgage Choices

Giovanna Nicodano (University of Torino and CEPR); "Hedging Permanent Income Shocks"

Jamie Coen (Imperial College Business School), "Price Discrimination and Mortgage Choice"

May 14

Seminar Topic: Politics and Biased Information

Julia Cage (Sciences Po and CEPR), "Hosting Media Bias: Evidence from the Universe of French Broadcasts, 2002-2020"

Pooya Molavi (Northwestern University) "Informational Autocrats, Diverse Societies" 

11 June

Seminar Topic: Monetary Policy and Finance

Cynthia Balloch (London School of Economics and Political Science), "Making Sense of Negative Nominal Interest Rates" 

Marco Grotteria (London Business School and CEPR), "Monetary Policy Wedges and the Long-Term Liabilities of Households and Firms" 

09 July

Seminar Topic: Artificial Intelligence and Machine Learning

Sergio Correia (Federal Reserve Board), "Unlocking Economic Data with LLMs" (Including discussion of embeddings) 

Svetlana Bryzgalova (London Business School and CEPR), "(Almost) 200 Years of News-Based Economic Sentiment" 

 

CEPR Advanced Forum for Financial Economics (CAFFESeminars 2022 - 2023: 
14 February 2023:
Presenter: Pedro Barroso (Católica-Lisbon School of Business and Economics)
Title of paper: What explains price momentum and 52-week high momentum when they really work?
Discussant: Amit Goyal (University of Lausanne and Swiss Finance Institute)
14 March 2023:
Presenter: Jean-Charles Rochet (TSE, UZH and CEPR)
Title of paper: Public debt and the balance sheet of the private sector
Discussant: Bernard Dumas (INSEAD and CEPR)
11 April 2023:
Presenter: Jessica Jeffers (HEC Paris)
Title of paper: The risk and return of impact investing funds
Discussant: David Zerbib (EDHEC Business School)
9 May 2023:
Presenter: Kim Fe Kramer (London School of Economics)
Title of paper: Bank presence and health
Discussant: Marieke Bos (Stockholm School of Economics and VU Amsterdam)
13 June 2023:
Presenter: Jens Kvaerner (Tilburg University)
Title of paper: Five Facts About the Money Holdings of Individuals and Firms
Discussant: Andrea Tamoni (Rutgers University)
11 July 2023:
Presenter: Fabrice Tourre (Copenhagen Business School)
Title of paper: Refinancing Frictions, Mortgage Pricing and Redistribution
Discussant: Andreas Fuster (EPFL and CEPR)