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: 5th Aug 2026, 05:20:03pm PDT

Session

Asset Prices

Time:

Saturday, 14/Mar/2026:

8:00am - 9:45am

Session Chair: Ram Yamarthy, Federal Reserve Board of Governors

Location: Pacific 1

Presentations

Culling the Factor Zoo

Gurdip Bakshi¹, Tim Christensen², John Crosby³, Xiaohui Gao¹

1: Temple University; 2: Yale University; 3: Old Dominion University

Discussant: Fotis Grigoris (University of Iowa)

Bakshi-592-Culling the Factor Zoo.pdf

Currency Basket Co-movements

Geert Bekaert¹, Andrey Ermolov²

1: Columbia University; 2: Fordham University

Discussant: John Crosby (Old Dominion University)

Bekaert-1112-Currency Basket Co-movements.pdf

Dissecting Demand in the MBS Market

Andrea Vedolin, Jinyuan Zhang

Boston University

Discussant: Yu An (Johns Hopkins University)

Vedolin-1043-Dissecting Demand in the MBS Market.pdf