Conference Agenda

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

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

Discussant: Alexander Ober (Rice University)

Robinhood’s Forced Liquidations

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

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

Discussant: Taisiya Sikorskaya (University of Chicago)

In Search of Seasonality in Intraday and Overnight Option Returns

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

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

Discussant: Dominik Roesch (University at Buffalo)