BI-SHoF Conference 2023
The Center for Asset Pricing Research at BI Norwegian Business School was hosting the 9th BI-SHoF conference on asset pricing and financial econometrics. The BI-SHoF conference is a collaboration between BI and the Swedish House of Finance alternating between Oslo and Stockholm.
Each paper has 45 minutes, which are divided as follows:
25 minutes for the presentation, 15 minutes for the discussion, 5 minutes for the presenter to reply to the discussant and take questions from the audience.
Presenters and discussants are kindly asked to upload their slides on the computer before the start of their session.
Day 1 |
|
| 08:30-09:00 | Registration and Opening Remarks |
| Session 1 |
Chair: Thomas Poulsen (BI) |
| 09:00 - 09:45 | Production-Based Exchange Rates |
| Iván Alfaro (BI) | |
| Discussant: Andrea Vedolin (BU) | |
| 09:45 - 10:30 | Technology. Vintage-Specific Human Capital, and Labor Displacement: Evidence from Linking Patent with Occupations |
| Leonid Kogan (MIT) | |
| Discussant: Iván Alfaro (BI) | |
| 10:30 - 11:00 | Coffee break |
| Session 2 | Chair: Costas Xiouros (BI) |
| 11:00 - 11:45 | Pricing Without Mispricing |
| Tobias Moskowitz (Yale) | |
| Discussant: Yifan Zhu (BI) | |
| 11:45 - 12:30 | The Making of Momentum: A Demand-System Perspective |
| Paul Huebner (SSE) | |
| Discussant: Tobias Moskowitz (Yale) | |
| 12:30 - 14:00 | Lunch |
| Session 3 | Chair: Alessandro Graniero (BI) |
| 14:00 - 14:45 | Stochastic Impatience and the Separation of Time and Risk Preferences |
| Daniel Gottlieb (LSE) | |
| Discussant: Zhaneta Tancheva (BI) | |
| 14:45 - 15:30 | Jensen Bounds: Testable Restrictions on International Asset Pricing Models |
| Andrea Vedolin (BU) | |
| Discussant: Stig Roar Lundeby (BI) | |
| 15:30 - 16:00 | Coffee break |
| Session 4 | Chair: Sven Klinger (BI) |
| 16:00 - 16:45 | Cookies and Online Shopping |
| Michaela Pagel (Columbia) | |
| Discussant: Ella Getz Wold (BI) | |
| 16:45 - 17:30 | Reaching for Yield in Decentralized Financial Markets |
| Patrick Augustin (McGill) | |
| Discussant: Ljubica Georgievska (BI) | |
| 18:30 | Conference dinner (by invitation only) |
Day 2 |
|
| 08:45 - 9:00 | Coffee |
| Session 5 | Chair: Mehran Ebrahimian (SSE) |
| 09:00 - 09:45 | Whatever It Takes? The impact of Conditional Policy Responses |
| Alan Moreira (Rochester) | |
| Discussant: Tobias Sichert (SSE) | |
| 09:45 - 10:30 | Asset Pricing and Risk Sharing Implications of Alternative Pension Plan Systems |
| Francisco Gomes (LBS) | |
| Discussant: Federico Gavazzoni (BI) | |
| 10:30 - 11:00 | Coffee break |
| Session 6 | Chair: Patrick Konermann (BI) |
| 11:00 - 11:45 | Robust Bounds on Optimal Tax Progressivity |
| Jaroslav Borovička (NYU) | |
| Discussant: Paul Ehling (BI) | |
| 11:45 - 12:30 | A Long and Short Leg Make For a Wobbly Equilibrium |
| Nicolae Gârleanu (Washington, St. Louis) | |
| Discussant: Christian Heyerdahl-Larsen (BI) | |
| 12:30 | Lunch |