April 28 - 29, 2022
UCLA Anderson
The Fink Center for Finance and the Finance area at the UCLA Anderson School of Management are delighted to host the third annual Conference on Financial Markets, on April 28 - 29, 2022 in person at Luskin Conference Center at UCLA. The conference will feature high-quality academic research relating to financial markets and include participation from leading practitioners at the intersection of research and practice.
2022 Conference Schedule
APRIL 28-29
THURSDAY, APRIL 28
11:30 - 12:30 pm
Welcome Lunch
1:00 - 2:00 pm
"Do Employees Cheer for Private Equity? The Heterogeneous Effect of Buyouts on Jobs Quality"
Will Gornall, University of British Columbia
Oleg Gredil, Tulane University
Sabrina T. Howell, New York University
Xing Liu, University of British Columbia
Presented by Will Gornall, University of British Columbia
Discussant: Richard Townsend, UC San Diego
2:15 - 3:15 pm
"Consumer Credit: Learning Your Customer's Default Risk from What (S)he Buys"
Annette Vissing-Jorgensen, UC Berkeley
Presented by Annette Vissing-Jorgensen, UC Berkeley
Discussant: Pascal Noel, University of Chicago
3:30 - 4:30 pm
"Digital Collateral"
Paul J. Gertler, UC Berkeley
Brett Green, Washington University in St. Louis
Catherine D. Wolfram, UC Berkeley
Presented by Brett Green, Washington University in St. Louis
Discussant: Konstantin Milbradt, Northwestern University
4:45 - 6:00 pm
KEYNOTE ADDRESS:
Markus Brunnermeier, Princeton University
6:00 pm
Reception
FRIDAY, APRIL 29
7:00 - 8:00 am
Breakfast
8:00 - 9:00 am
"Financial Inclusion Across the United States"
Motohiro Yogo, Princeton University
Andrew Whitten, US Department of the Treasury
Natalie Cox, Princeton University
Presented by Motohiro Yogo, Princeton University
Discussant: Alice Volz, Principal Economist, Federal Reserve Bank
9:15 - 10:30 am
Panel Discussion: Central Bank Digital Currency
David Andolfatto, Senior Vice President, Federal Reserve Bank
David Mills, Associate Director, Federal Reserve Bank
David Yermack, New York University
In a private conversation moderated by Andrea Eisfeldt, UCLA
10:45 - 11:45 am
"Segmented Arbitrage"
Emil Siriwardane, Harvard University
Aditya Sunderam, Harvard University
Jonathan Wallen, Harvard University
Presented by Jonathan Wallen, Harvard University
Discussant: Arvind Krishnamurthy, Stanford University
12:00 - 1:00 pm
"Hidden Alpha"
Manuel Ammann, University of St. Gallen
Lauren Cohen, Harvard University
Stephan Heller, Harvard University and University of St. Gallen
Presented by Lauren Cohen, Harvard University
Discussant: Scott E. Yonker, Cornell University
1:00 pm
Lunch
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FRIDAY, APRIL 23, 2021 |
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10:00 am – 10:05 am |
Welcome |
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10:05 – 10:45 am |
Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility Jules Van Binsbergen, University of Pennsylvania Presented by Jules Van Binsbergen, University of Pennsylvania Discussant: Greg Duffee, Johns Hopkins University |
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10:45 – 11:25 am |
Elise Gourier, ESSEC Business School Presented by Ludovic Phalippou, Oxford University Discussant: Giorgia Piacentino, Columbia University |
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11:25 – 11:40 am |
Break |
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11:40 – 12:20 pm |
Necessary Evidence for a Risk Factor's Relevance Alexander M. Chinco, University of Chicago Presented by Samuel M. Hartzmark, University of Chicago Discussant: Harrison Hong, Columbia University |
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12:20 – 1:00 pm |
Model Complexity, Expectations, and Asset Prices Pooya Molavi, Northwestern University Presented by Andrea Vedolin, Boston University |
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1:00 – 1:15 pm |
Break |
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1:15 – 1:55 pm |
How Green is Unconventional Monetary Policy Melina Papoutsi, European Central Bank Presented by Monika Piazzesi, Stanford University |
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1:55 – 2:30 pm |
Virtual Final Reception |
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| Keynote Address | |
 John Y. Campbell Harvard University |
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| Keynote Discussion | |
 Larry Fink BlackRock |
 David G. Booth Dimensional |
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TUESDAY, MAY 14, 2019 |
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11:45 am – 12:45 pm |
Lunch |
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12:45 – 2:00 pm |
KEYNOTE DISCUSSION
David G. Booth, Founder and Executive Chairman, Dimensional In a private conversation moderated by Andrea Eisfeldt, UCLA |
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2:15 – 3:15 pm |
Conditional Dynamics and the Multi-horizon Risk-return Trade-off Mikhail Chernov, UCLA Presented by Lars Lochstoer, UCLA |
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3:30 – 4:30 pm |
Understanding Global Equity Valuations Ralph Koijen, University of Chicago Presented by Robert J. Richmond, New York University |
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4:45 – 6:00 pm |
KEYNOTE ADDRESS John Y. Campbell, Harvard University |
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6:00 – 7:00 pm |
Reception |
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WEDNESDAY, MAY 15, 2019 |
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8:00 – 8:15 am |
Breakfast |
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8:15 – 9:15 am |
The Impact of Pensions and Insurance on Global Yield Curves Robin Greenwood, Harvard University Presented by Annette Vissing-Jorgensen, UC Berkeley |
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9:30 – 10:30 am |
Active and Passive Investing Nicolae B. Gârleanu, UC Berkeley Presented by Nicolae B. Gârleanu, UC Berkeley |
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10:45 – 11:45 am |
Blockchain Economics Joseph Abadi, Princeton University Presented by Markus K. Brunnermeier, Princeton University |
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12:00 – 1:00 pm |
Money Market Fund Reform and Arbitrage Capital Alyssa Anderson, Board of Governors of the Federal Reserve System Presented by Wenxin Du, University of Chicago |
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1:00 pm |
Lunch |
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