JEF Conference

JEF Conference, September 23, Amsterdam

We are very pleased to announce the Junior European Finance conference, taking place on September 23 at the University of Amsterdam Business School. The conference program features 6 highly promising papers in the fields of corporate finance and asset pricing (see below). The conference is part of the JEF Seminar initiative. Its purpose is to create a unique opportunity for junior finance faculty to present and discuss their research, as well as to strengthen ties between finance researchers across European schools.

The conference will be in hybrid format. Most of the presentations will take place in-person at the Amsterdam Business School, with live streaming via Zoom. All faculty who have not yet registered are welcome to attend the conference virtually, by clicking on the link below. The conference will last from 9:00 to 16:30 Amsterdam time.

We look forward to welcoming you to Amsterdam in September!

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


Tomislav Ladika

Simon Rottke

© Finance Group University of Amsterdam 2022
Banner photo by Wim van 't Einde on Unsplash