4 FRIC papers and a distinguished paper prize at the AFA Conference 2020


The Center for Financial Frictions had 4 papers, 2 invitations to act as discussant/session chair and 1 distinguished paper prize awarded at this year’s AFA Conference 2020 in San Diego


In Finance, one of the three largest and most competitive conferences is the AFA (American Finance Association) conference, which takes place every year in the U.S. in the beginning of January.

The FRIC Center was represented with 4 papers at the AFA conference 2020 in San Diego. Last year we also had 4 papers being presented at the AFA Conference.

Please find this year’s 4 papers below:

  • The Cost of Capital for Banks, Jens Dick-Nielsen, Jacob Gyntelberg, Christoffer Thimsen
  • Debt, Innovation, and Growth, Thomas Geelen, Jakub Hajda, Erwan Morellec
  • FX Premia Around the Clock, Ingomar Krohn, Philippe Mueller, Paul Whelan
  • Financially constrained strategic arbitrage, Aytek Malkhozov, Gyuri Venter

In addition, we had the following discussants/session chairs:

  • Peter Feldhütter acted as discussant in the session: Structural Models of Credit Risk
  • Peter Feldhütter acted as Session Chair in the session: Measuring Bond Liquidity

And finally, our associate FRIC member, Christian Wagner from WU Vienna, received a Journal of Finance distinguished paper prize in the Dimensional Fund Advisors Group Prizes 2019 for the paper What Is the Expected Return on a Stock?, which he co-authored with Ian Martin from London School of Economics. Read more about that prize here.

Sidst opdateret: Center for Financial Frictions // 23/01/2020