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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 this program is work in progress; some speakers and the discussants are not yet confirmed.

Session Overview
Location: Room "Link"

Date: Friday, 04/Apr/2025
9:00am - 10:45am	B1: Empirical Asset Pricing Location: Room "Link" Chair: Mads Markvart Kjær Why is Stock-Level Demand Inelastic? A Portfolio Choice Approach Carter Davis¹, Mahyar Kargar², Jiacui Li³ 1: Indiana University, United States of America; 2: University of Illinois Urbana-Champaign, United States of America; 3: University of Utah, United States of America Discussant: Mads Markvart Kjær (Aarhus University) Dollar and Carry Redux Sining Liu², Thomas Maurer¹, Yaoyuan Zhang¹, Andrea Vedolin³ 1: The University of Hong Kong, Hong Kong S.A.R. (China); 2: Soochow University; 3: Boston University Discussant: Ines Chaieb (University of Geneva) Anomaly-driven demand Mads Markvart Kjær, Anders Merrild Posselt Aarhus University, Denmark Discussant: Florian Weigert (University of Neuchâtel)
11:20am - 12:30pm	B2: Asset Pricing Theory Location: Room "Link" Chair: Thorsten Hens Asset Pricing with the Awareness of New Priced Risks Christian Heyerdahl-Larsen¹, Philipp Illeditsch², Petra Sinagl³ 1: BI Norwegian Business School; 2: Texas A&M; 3: University of Iowa, United States of America Discussant: Yucheng Yang (Department of Finance \| University of Zurich) Engagement in Equilibrium Chiaki Hara², Thorsten Hens¹, Ester Trutwin¹ 1: University of Zurich, Switzerland; 2: Kyoto University, Japan Discussant: Petra Sinagl (University of Iowa)
2:00pm - 3:45pm	B3: Asset Management and Investments Location: Room "Link" Chair: Felix Corell Asset (and Data) Managers Marco Zanotti Swiss Finance Institute; USI Lugano, Switzerland Discussant: Vatsala Shreeti (Bank for International Settlements) Forecasting Mutual Fund Performance – Combining Return-Based with Portfolio Holdings-Based Predictors Sebastian Müller², Nikolay Pugachyov¹, Florian Weigert¹ 1: University of Neuchatel, Switzerland; 2: Technical University of Munich, Germany Discussant: Aleksi Pitkäjärvi (Vrije Universiteit Amsterdam) Learning from Holdings: Drivers of Convenience Yield and Policy Implications Felix Corell¹, Lira Mota², Melina Papoutsi³ 1: VU Amsterdam; 2: MIT; 3: European Central Bank, Germany Discussant: Yushi Peng (University of Tilburg)
4:20pm - 5:30pm	B4: Options Location: Room "Link" Chair: James O'Donovan Intermediary Option Pricing Julian Terstegge Copenhagen Business School, Denmark Discussant: Tim Kroencke (FHNW School of Business) Transaction Costs and Cost Mitigation in Option Investment Strategies James O'Donovan¹, Gloria Yu² 1: City University of Hong Kong, Hong Kong S.A.R. (China); 2: Singapore Management University Discussant: George Skiadopoulos (Queen Mary University of London and University of Piraeus)

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