JEF Conference

Conference Program:

Regular Session Format: 25m presentation + 15m discussion + 5m Q&A

• 9:00 - 10:30: Session 1

  • "Pricing and Constructing International Government Bond Portfolios" by Otto Randl, Giorgia Simion (WU Vienna University of Economics and Business), and Josef Zechner

    • Discussion by Martijn Boons (Tilburg University)

  • "Subjective Risk Premia in Bond and Currency Markets" by Daniel Pesch, Ilaria Piatti, and Paul Whelan (Copenhagen Business School)

    • Discussion by Xiao Xiao (Bayes Business School)

• Coffee Break

• 11:00 - 12:30: Session 2

  • "'OK Google': Online Visibility and ETF Fund Flows" by Olga Obizhaeva (Stockholm School of Economics)

    • Discussion by Karamfil Todorov (Bank of International Settlements)

  • "A Non-Linear Market Model" by Tobias Sichert (Stockholm School of Economics)

    • Discussion by Irina Zviadadze (HEC Paris)

• Lunch

• 13:30 - 14:30: Session 3 - Early Ideas

  • Martijn Boons (Tilburg University)

  • Alvin Chen (Stockholm School of Economics)

  • Karamfil Todorov (Bank of International Settlements)

  • Adrian Lam (University of Amsterdam)

• Coffee Break

• 15:00 - 16:30: Session 4

  • "Financing Cycles" by Thomas Geelen, Jakub Hajda, Erwan Morellec, and Adam Winegar (BI Oslo)

    • Discussion by Robin Doettling (Rotterdam School of Management)

  • "How Financial Markets Create Superstars" by Spyros Terovitis (University of Amsterdam) and Vladimir Vladimirov

    • Discussion by Alvin Chen (Stockholm School of Economics)

• 16:30 - 16:45: Closing Remarks