2026 Midwest Finance Annual Meeting

March 12-14, 2026

Radisson Blu Aqua Hotel, Chicago, IL

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: 6th Mar 2026, 07:51:44pm PST

Only Sessions at Date / Time

Session Overview

Session

Machine Learning, Expectations, and Information in Derivative Pricing

Time:

Friday, 13/Mar/2026:

8:00am - 9:45am

Session Chair: Pedro García-Ares, Instituto Tecnológico Autónomo de México

Location: Pacific 3

Presentations

Subjective Expectations for Variance and Skewness: Evidence from Analyst Forecasts

Shuaiyu Chen¹, Shuaiqi Li², Yucheng Yang³

¹University of Virginia; ²City University of Hong Kong; ³Chinese University of Hong Kong

Discussant: Ilias Filippou (Florida State University)

Chen-513-Subjective Expectations for Variance and Skewness.pdf

The Network Foundations of Credit Counterparty Risk: Theory and Evidence

Belinda Chen¹, Jonathan Brogaard²

¹Shanghai Jiao Tong University; ²University of Utah

Discussant: Kayla Freeman (University of Georgia)

Chen-697-The Network Foundations of Credit Counterparty Risk.pdf

Unpacking Retail Trading Costs: the Role of Options Trading and Limit Order Usage

Yashar Barardehi³, Vincent Bogousslavsky², Dmitriy Muravyev¹

¹University of Illinois Urbana-Champaign; ²Boston College; ³Chapman University

Discussant: Thomas Ernst (University of Maryland)

Barardehi-1073-Unpacking Retail Trading Costs.pdf