Archives for the Virtual Finance Workshop (see the full website) Season 4: Winter 2021 Season 3: Fall 2020 Season 2: Summer 2020 Season 1: Spring 2020
Season 4: Winter 2021March 22nd 2021: International Portfolios Introduction by Matteo Maggiori Global Portfolio Rebalancing and Exchange Rates by Nelson Camanho, Harald Hau, and Hélène Rey Discussion by Oleg Itskhoki A Portfolio Approach to Global Imbalances by Zhengyang Jiang, Robert Richmond, and Tony Zhang Discussion by Adrien VerdelhanMarch 8th 2021: Expectation Formation Introduction by Andrei Shleifer Gender Roles and the Gender Expectations Gap by D’Acunto, Malmendier, and Weber Discussion by Ilyana Kuziemko New Experimental Evidence on Expectation Formation by Afrouzi, Kwon, Landier, Ma, and Thesmar Discussion by Martin Schneider
Season 3: Fall 2020December 7th 2020: Finance Views of Money Introduction by Raghuram Rajan Debt as Safe Asset: Mining the Bubble by Brunnermeier, Merkel, and Sannikov Discussion by Stijn Van Nieuwerburgh The Financial Origins of the Rise and Fall of American Inflation by Drechsler, Savov, and Schnabl Discussion by Joe VavraNovember 9th 2020: New Perspectives on Liquidity Introduction by Ricardo Reis Credit Lines, bank deposits or CBDC? Competition and efficiency in modern payment systems by Monika Piazzesi and Martin Schneider Discussion by Andrew Atkeson Treasury Inconvenience Yields during the COVID-19 Crisis by Zhiguo He, Stefan Nagel, and Zhaogang Song Discussion by Nina BoyarchenkoOctober 19th 2020: Mutual Funds Introduction by Robert Stambaugh Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill by Beber, Brandt, Cen, and Kavajecz Discussion by Clemens Sialm Common Fund Flows: Flow Hedging and Factor Pricing by Winston Dou, Leonid Kogan, and Wei Wu Discussion by Sydney Ludvigson
Season 2: Summer 2020 September 11th 2020 Two Tales of Debt by Amir Kermani and Yueran Ma Discussion by Andrea Eisfeldt September 4th 2020 The Credit Line Channel by Daniel L. Greenwald, John Krainer, and Pascal Paul Discussion by Toni Whited August 28th 2020 Hedging Risk Factors by Matthew Smith, Owen Zidar, and Eric Zwick Discussion by Emmanuel Saez August 21st 2020 Hedging Risk Factors by Bernard Herskovic, Alan Moreira, and Tyler Muir Discussion by Greg Duffee August 14th 2020 Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Model by Svetlana Bryzgalova, Jiantao Huang, and Christian Julliard Discussion by Bryan Kelly August 7th 2020 The Dollar and the Global Price of Risk by Rohan Kekre and Moritz Lenel Discussion by Itamar Drechsler July 31st 2020 A Q-theory of Inequality by Matthieu Gomez and Emilien Gouin-Bonenfant Discussion by Nicolae Garleanu July 24th 2020 U.S. Banks and Global Liquidity by Ricardo Correa, Wenxin Du, and Gordon Liao Discussion by Hanno Lustig
Season 1: Spring 2020 June 26th 2020 How integrated are credit and equity markets? Evidence from index options by Pierre Collin-Dufresne, Benjamin Junge, and Anders B. Trolle June 19th 2020 How the Wealth Was Won: Factor Shares as Market Fundamentals by Sydney Ludvigson, Daniel L. Greenwald, and Martin Lettau June 12th 2020 Data Privacy and Temptation by Wei Xiong, Zhuang Liu, and Michael Sockin June 5th 2020 Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield by John Campbell and Roman Sigalov May 29th 2020 Impact of Geoscientific and Economic Uncertainty on Social Valuation by Lars Hansen, Barnett, Brock, Chavez and Ghil May 22nd 2020 Scarring Body and Mind: The Long-Term Belief-Scarring Effects of COVID-19 by Laura Veldkamp, Julian Kozlowski, and Venky Venkateswaran May 15th 2020 Information Transmission from the Federal Reserve to the StockMarket: Evidence from Governors’ Calendars by Annette Vissing-Jorgensen and Adair Morse May 8th 2020 In Search of the Origins of Financial Fluctuations by Xavier Gabaix and Ralph Koijen May 1st 2020 Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment by Arvind Krishnamurthy and Wenhao Li April 24th 2020 The U.S. Public Debt Valuation Puzzle by Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh, and Mindy Zhang Xiaolan April 17th 2020 Coronavirus: Impact on Stock Prices and Growth Expectations by Niels J. Gormsen and Ralph S.J. koijen April 8th 2020 The Decline of Too Big To Fail by Antje Berndt, Darrell Duffie, and Yichao Zhu
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