FRIC presents at the AFA Conference in Chicago 2017
The following FRIC papers will be presented at the highly selective AFA conference in Chicago, January 6-8, 2017 (presenting authors in italics, FRIC members in bold):
- Multiple Equilibria in Noisy Rational Expectations Economies, Domotor Palvolgyi, Gyuri Venter
- Generalized Recovery, Christian Skov Jensen, David Lando, Lasse Heje Pedersen
- Size Matters, If You Control Your Junk, Cliff Asness, Andrea Frazzini, Ronen Israel, Tobias Moskowitz, Lasse Heje Pedersen
- Low Risk Anomalies?, Paul Schneider, Christian Wagner, Josef Zechner
- The Cost of Immediacy for Corporate Bonds, Jens Dick-Nielsen, Marco Rossi
- Does Central Bank Tone Move Asset Prices?, Maik Schmeling, Christian Wagner
- Variance Risk Premia on Stocks and Bonds, Philippe Mueller, Petar Sabtchevsky, Andrea Vedolin, Paul Whelan
- The Cross-Section of Subjective Bond Risk Premia, Andrea Buraschi, Ilaria Piatti, Paul Whelan
- Why Do Institutions Delay Reporting Their Shareholdings? Evidence from Form 13F, Susan Christoffersen, Erfan Danesh, David Musto
Moreover, FRIC director David Lando will be discussing the paper Sovereign CDS Spreads with Credit Rating and FRIC associate member, Annette Vissing-Jorgensen, University of California, Berkeley will act as session chair for the session Monetary Policy and Asset Prices.
Finally, Center for Financial Frictions and the Department of Finance will also be recruiting at the AFA Conference 2017.
Find the full program above.