BI-SHoF Conference 2026
The Swedish House of Finance is hosting the 12th BI-SHoF Conference on asset pricing and financial econometrics in Stockholm. The BI-SHoF conference is a collaboration between BI and the Swedish House of Finance alternating between Oslo and Stockholm.
This conference is an opportunity for academics from all around the world to catch up and discuss importance of new findings in asset pricing.
Each paper has 45 minutes, which are divided as follows:
- 25 minutes for the presentation,
- 15 minutes for the discussant,
- 5 minutes for the presenter to reply to the discussant, and take questions from the audience.
Program
Monday June 8
| 09:30-10:00 | Registration and coffee |
| 10:00-10:05 | Welcome and opening remarks |
| Session 1: Chair: | Paul Huebner (SHoF/SSE) |
| 10:05-10:50 | The Liquidity Promise of QE |
| Matteo Leombroni (Boston College) | |
| Discussant: Andreas Schrimpf (BIS) | |
| 10:50-11:35 | The Asymmetric and Persistent Effects of Fed Policy on the Treasury Market |
| Nora Lamersdorf (BI Oslo) | |
| Discussant: Ciaran Rogers (HEC Paris) | |
| 11:35-11:45 | Coffee break |
| 11:45-12:30 | Fluctuations in the Treasury General Account and their effect on the Fed’s balance sheet |
| Annette Vissing-Jorgensen (FED) | |
| Discussant: Veronica De Falco (Imperial) | |
| 12:30-14:00 | Lunch |
| Session 2: Chair: | Tobias Sichert (SHoF/SSE) |
| 14:00-14:45 | Interest Rates and Equity Valuations |
| Eben Lazarus (Berkeley) | |
| Discussant: Rob Rogers (LSE) | |
| 14:45-15:30 | On the Moments of the Stochastic Discount Factor |
| Ian Martin (LSE) | |
| Discussant: David Schreindorfer (MSU) | |
| 15:30-16:00 | Coffee break |
| Session 3: Chair: | Zhaneta Tancheva (BI Oslo) |
| 16:00-16:45 | Unpacking Retail Trading Costs: the Role of Options Trading and Limit Order Usage |
| Dmitry Muravyev (UIUC) | |
| Discussant: Björn Hagströmer (SU) | |
| 16:45-17:30 | Are New Technologies Replacing the Information Produced by Financial Markets? |
| Marco Zanotti (USI) | |
| Discussant: Olivier Dessaint (INSEAD) | |
| 19:00 | Dinner (by invitation) |
Tuesday June 9
| 09:00-9:15 | Coffee |
| Session 4: Chair: | Riccardo Sabbatucci (SHoF/SSE) |
| 09:15-10:00 | Price Agnostic Demand |
| Sam Hartzmark (Boston College) | |
| Discussant: Alireza Aghaee (Imperial) | |
| 10:00-10:45 | A Segmented Green Premium |
| Joost Driessen (Tilburg University) | |
| Discussant: Stig Lundeby (BI Oslo) | |
| 10:45-11:00 | Coffee break |
| Session 5: Chair: | Magnus Dahlquist (SHoF/SSE) |
| 11:00-11:45 | Financial Interdependence and Currency Internationalization |
| Zhengyang Jiang (Kellogg) | |
| Discussant: Saleem Bahaj (UCL) | |
| 11:45-12:30 | A Model of U.S. Monetary Policy and the Global Financial Cycle |
| Moritz Lenel (Princeton) | |
| Discussant: Dmitry Mukhin (LSE) | |
| 12:30 | Lunch |