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: 16th Jan 2026, 11:32:39pm PST
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Session Overview | |
| Location: Pacific 2 |
| Date: Thursday, 12/Mar/2026 | |
| 1:30pm - 3:15pm |
Market Frictions, Anomalies, and Behavioral Drivers Location: Pacific 2 Chair: Dmitriy Muravyev Robinhood’s Forced Liquidations Coherent Option Pricing In Search of Seasonality in Intraday and Overnight Option Returns |
| 3:30pm - 5:15pm |
Bond Market Microstructure: Auctions, Dealers, and Public Finance Location: Pacific 2 More investors, more problems? Bond market liberalization and innovation Treasury Auctions and Long-Term Bond Yields Dealer Quid Pro Quo in the Municipal Bond Market |
| Date: Friday, 13/Mar/2026 | |
| 8:00am - 9:45am |
Banks and Monetary Policy Location: Pacific 2 Chair: Jincheng Tong Ample Reserves for Whom? The Role of Foreign Banks in U.S. Monetary Policy Implementation Banks and the State-Dependent Effects of Monetary Policy Indirect Credit Supply: How Bank Lending to Private Credit Shapes Monetary Policy Transmission |
| 10:00am - 11:45am |
QJF Special Session Location: Pacific 2 Triangular Pure Parity Deviations The US Treasury’s Biggest Short: Duration in the Shadows When Buys Move Markets More than Sells: How Institutions Boost Prices without Net Buying |
| 1:30pm - 3:15pm |
Beliefs, and Macroeconomic Risk Transmission Location: Pacific 2 Chair: Altan Pazarbaşı Learning and subjective beliefs about good and bad inflation ranges Safe Haven Status of the U.S. Dollar, Dollar Index Options, and Quantitative Implications for Dynamic Currency Models The Effects of Monetary Policy on Macroeconomic Expectations: High-Frequency Evidence from Traded Event Contracts |
| 3:30pm - 5:15pm |
Expectations and Banking Location: Pacific 2 Chair: Dejanir Silva Granular Markups and Inflation Surge: the role of managerial incentives Global Banks’ Macroeconomic Expectations and Credit Supply Banking on Inattention |
| Date: Saturday, 14/Mar/2026 | |
| 8:00am - 9:45am |
Corporate Investment: New Perspectives Location: Pacific 2 Chair: Michael Wittry (In-)Visible Risks of Blockchain-Based Financing for Capital Allocation Efficiency When Trade Dries Up: Infrastructure Constraints and Firm Performance Automation Under Constraints: Exchange Rates, Interest Rates, and Firm Investment |
| 10:00am - 11:45am |
Social Finance Location: Pacific 2 Social Interaction Intensity and Investor Behavior Mimicking Finance Student Debt and the Cinderella Effect |
| 1:30pm - 3:15pm |
Macroeconomic Factors and Cross-Market Asset Pricing Location: Pacific 2 The Effect of Fiscal Policy Shocks on Asset Prices Integrating Credit and Equity Markets: A Novel Benefit of Convertible Bonds Good Inflation, Bad Inflation, and the Dynamics of Credit Risk |
| 3:30pm - 5:15pm |
Household Finance Location: Pacific 2 Borrowers in the Shadows: The Promise and Pitfalls of Alternative Credit Data Fintech to the (Worker) Rescue: Earned Wage Access, Financial Health and Employee Retention Home Is Where Your FinTech Loan Is |
