TAU Finance Conference - Program 2012
2012
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Tuesday December 18 |
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13:00-13:30 |
Registration and light refreshment (Dan David building, third floor room 303)
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13:30-15:00
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Opening remarks and welcome Thomas Noe (Oxford)
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Intellectual Property Contracts:Theory and Evidence from Screenplay Sales.
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15:30-16:00
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Coffee break |
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16:00-17:30
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Understanding Bank Runs: Do Depositors MonitorBanks? Discussant : Brandon Julio (LBS)
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Do Loan Officers' Incentives Lead to Lax Lendiing Standards?
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18:30 |
Dinner (restaurant Tel Aviv - L'Entrecote) |
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Wednesday December 19
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08:30-09:00 |
Gathering and light breakfast |
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09:00-10:30 |
Session IIA: Chair - Doron Avramov (Hebrew University) |
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Beyond Q: Estimating Investment without Asset Prices. Vito D. Gala (LBS), Joao Gomes (LBS). Discussant : Ilan Cooper ( TAU and Norwegian Business School)
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The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns. G. Andrew Karolyi (Cornell), Ying Wu (Cornell) Discussant : Zhi Da (Notre Dame).
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10:30-11:00 |
Coffee break
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11:00-12:30 |
Session IIB: Chair - Navin Chopra (Northwestern) Aggregate Stock Market Illiquidinty and Bond Risk Premia. Kees E. Bouwman (Erasmus), Elvira Sojli (Erasmus), Wing Wah Tham (Erasmus). Discussant : Jefferson Duarte (Rice). Volatility, The Macroeconomy and Asset Prices. Ravi Bansal ( Duke), Dana Kiku (Wharton), Ivan Shaliastovich (Wharton), Amir Yaron ( Wharton). Discussant : Lukas Schmid (Duke)
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12:30-14:00 |
Lunch at the "Green House" ( Habait Hayarok ) restaurant on campus
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14:00-15:30 |
Session IIIA: Chair - David Goldreich (U Toronto) |
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No News is News: Do Markets Underreact to Nothing? Stefano Giglio (Chicago), Kelly Shue ( Chicago). Discussant : Noah Stoffman (Indiana)
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Reaching for Yield in the Bond Markets. Bo Becker (Harvard), Victoria Ivashina (Harvard). Discussant : Chayawat Ornthanalai (U Toronto)
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15:30-16:00 |
Coffee break
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16:00-17:30 |
Session IIIB: Chair - Nadia Massoud (York University) Is Historical Cost Accounting a Panacea? Market Stress,Incentive Distortionons, and Gains Trading. Andrew Ellul (Indiana), Chotibhak Jotikasthira (UNC), Christian T. Lundblad (UNC),Yihui Wang (Hong Kong). Discussant : Tzachi Zach (Ohio State) Information Diversity and Market Efficiency Spirals. Itay Goldstein (Wharton), Liyan Yang (U Toronto). Discussant : Giovanni Cespa (City University London)
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Thursday December 20
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07:45 |
Day trip to Jerusalem. Bus leaves from TAU campus
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19:30 |
Return to TAU campus |
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