Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
Please note that all times are shown in the time zone of the conference. The current conference time is: 6th Mar 2026, 11:11:08pm PST
|
Session Overview | |
| Location: Pacific 3 |
| Date: Thursday, 12/Mar/2026 | |
| 1:30pm - 3:15pm |
Unconventional Determinants of Asset Prices Location: Pacific 3 Chair: Ljubica Georgievska, New York University Inefficient IPO Pricing? Evidence from Insiders’ Trades at Rival Firms Household Portfolio and Deposit Insurance: Implications for the Supply of Safe Assets When Growth Fuels Climate Risk and Climate Propels Decarbonization: A Model of Climate Feedback and Asset Pricing |
| 3:30pm - 5:15pm |
Insiders and Outsiders Location: Pacific 3 Chair: Vyacheslav Fos, Boston College Mixed Messages: Strategic Tonal Inconsistency and Recovery of the PEAD Anomaly Inside Out: Who Trade Before the Start of Cyber Attacks? Detecting Informed Trade by Corporate Insiders |
| Date: Friday, 13/Mar/2026 | |
| 8:00am - 9:45am |
Machine Learning, Expectations, and Information in Derivative Pricing Location: Pacific 3 Chair: Pedro García-Ares, Instituto Tecnológico Autónomo de México Subjective Expectations for Variance and Skewness: Evidence from Analyst Forecasts The Network Foundations of Credit Counterparty Risk: Theory and Evidence Unpacking Retail Trading Costs: the Role of Options Trading and Limit Order Usage |
| 10:00am - 11:45am |
Market Microstructure: Recent Developments in Trading Location: Pacific 3 Chair: Marc Lipson, University of Virginia Nocturnal Trading Manipulating Algorithmic Markets Dark Crypto |
| 1:30pm - 3:15pm |
Forecasting with Machine Learning Location: Pacific 3 Chair: Fahiz Baba-Yara, Indiana University Market Risk Premium: A Single Optimal Predictive Factor in High Dimension Improving Hedge Fund Return Prediction: Dealing with Missing Data via Deep Learning Will AI Replace or Enhance Human Intelligence in Asset Management? |
| 3:30pm - 5:15pm |
Blockchain & GenAI Location: Pacific 3 Chair: Kuntara Pukthuanthong, University of Missouri Harnessing Generative AI for Economic Insights Irreversibility and Hysteresis in Blockchain Validation Markets Systemic Risk by Design? Causal Evidence on Endogenous Blockchain Security |
| Date: Saturday, 14/Mar/2026 | |
| 8:00am - 9:45am |
Policy Design Location: Pacific 3 Chair: Amrita Nain, University of Iowa When Diversity Rules Privacy Regulation and the Economics of Screening versus Monitoring in Digital Credit Markets Are Crypto Anti-Money Laundering Policies Effective? Barriers to Consumer Negotiation and the Limits of Policy: Evidence from the NAR Settlement |
| 10:00am - 11:45am |
Trading Location: Pacific 3 Chair: Mirela Sandulescu, University of North Carolina at Chapel Hill The Rise of Derivatives and Off-Exchange Trading and Its Impact on Price Discovery and Volatility Attention on Insider Trading: EDGAR Visits, Investor Sophistication, and Informational Advantage Animal Spirits on Steroids: Evidence From Retail Options Trading in India |
| 1:30pm - 3:15pm |
Politics and Finance Location: Pacific 3 Chair: Kunal Sachdeva, University of Michigan Politically Polarized Supply Chains A Dark Side to Experience? Firm Age and Policy Uncertainty Customer Concentration, Systematic Risk, and Equity Returns |
| 3:30pm - 5:15pm |
Trading Corporate Debt Location: Pacific 3 Chair: Pankaj Jain, University of Memphis Bond Valuation Dispersion and ETF Arbitrage Cross Trading in the Corporate Bond Market Beyond Performance: Mutual Funds, Non-Alpha Services, and the Value of Financial Advisors |
