JavaScript is Disabled
Your browser's JavaScript functionality is disabled. It has to be enabled to use this function of ConfTool.
Here you can find information on how to enable JavaScript
If you have any problems, please contact the organizers at MFAConferences@midwest-finance.org.

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: 17th Jan 2026, 01:33:59am PST

Session Overview

Session

Market Frictions, Anomalies, and Behavioral Drivers

Time:

Thursday, 12/Mar/2026:

1:30pm - 3:15pm

Session Chair: Dmitriy Muravyev

Location: Pacific 2

Presentations

Robinhood’s Forced Liquidations

Diego Amaya¹, Pedro Garcia-Ares², Neil Pearson³, Aurelio Vasquez⁴

¹Wilfrid Laurier University; ²Instituto Tecnológico Autónomo de México; ³University of Illinois Urbana-Champaign; ⁴Instituto Tecnológico Autónomo de México

Discussant: Taisiya Sikorskaya (University of Chicago)

Coherent Option Pricing

Charles Cao¹, Daniel McKeever², Tim Simin³

¹Chinese University of Hong Kong; ²Binghamton University; ³Pennsylvania State University

Discussant: Alexander Ober (Rice University)

In Search of Seasonality in Intraday and Overnight Option Returns

Turan G. Bali¹, Amit Goyal², Mathis Moerke³, Florian Weigert⁴

¹Georgetown University; ²University of Lausanne and Swiss Finance Institute; ³ESCP Business School; ⁴University of Neuchatel

Discussant: Dominik Roesch (University at Buffalo)

2026 Midwest Finance Annual Meeting

March 12-14, 2026

Radisson Blu Aqua Hotel, Chicago, IL

Conference Agenda