2026 Midwest Finance Annual Meeting

March 12-14, 2026

Radisson Blu Aqua Hotel, Chicago, IL

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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, 05:23:58pm PST

Only Sessions at Date / Time

Session Overview

Session

Market Frictions, Anomalies, and Behavioral Drivers

Time:

Thursday, 12/Mar/2026:

1:30pm - 3:15pm

Session Chair: Dmitriy Muravyev, University of Illinois Urbana-Champaign

Location: Pacific 2

Presentations

Coherent Option Pricing

Charles Cao¹, Daniel McKeever², Tim Simin³

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

Discussant: Alexander Ober (Rice University)

Cao-936-Coherent Option Pricing.pdf

Robinhood’s Forced Liquidations

Diego Amaya¹, Pedro García-Ares², Neil Pearson³, Aurelio Vasquez²

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

Discussant: Taisiya Sikorskaya (University of Chicago)

Amaya-1137-Robinhood’s Forced Liquidations.pdf

In Search of Seasonality in Intraday and Overnight Option Returns

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

¹Georgetown University; ²University of Lausanne; ³ESCP Business School; ⁴University of Neuchatel

Discussant: Dominik Roesch (University at Buffalo)

Bali-420-In Search of Seasonality in Intraday and Overnight Option Returns.pdf