TAU Finance Conference - Program 2012


Tuesday December 18


 Registration and light refreshment (Dan David building, third floor room 303)




Opening remarks and welcome
Asher Tishler (Dean)
Session I: Chair - Ohad Kadan (Washington U in St. Louis)
Blood and Money: Kin altruism and the governance of the family firm.

Thomas Noe (Oxford)
Discussant : Andrew Ellul (Indiana University)




Intellectual Property Contracts:Theory and Evidence from Screenplay Sales.
Milton Harris (Chicago), S. Abraham (Avri) Ravid (Yeshiva), Suman Basuroy (Oklahoma).
Discussant : Doron Levit (Wharton)




Coffee break 



Understanding Bank Runs: Do Depositors MonitorBanks?
Rajkamal Iyer (MIT) , Manju Puri (Duke),Nicolas Ryan (MIT).

Discussant : Brandon Julio (LBS)




Do Loan Officers' Incentives Lead to Lax Lendiing Standards?
Sumit Agarwal
(National U of Singapore), Itzhak Ben-David (Ohio State)
Discussant : Dwight Jaffee (Berkeley)



Dinner (restaurant Tel Aviv - L'Entrecote)




Wednesday December 19



Gathering and light breakfast


Session IIA: Chair - Doron Avramov (Hebrew University)


Beyond Q: Estimating Investment without Asset Prices.

Vito D. Gala (LBS), Joao Gomes (LBS).

Discussant : Ilan Cooper ( TAU and Norwegian Business School)





The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns.

G. Andrew Karolyi (Cornell), Ying Wu (Cornell)

Discussant : Zhi Da (Notre Dame).



Coffee break



Session IIB: Chair - Navin Chopra (Northwestern)

Aggregate Stock Market Illiquidinty and Bond Risk Premia.

Kees E. Bouwman (Erasmus), Elvira Sojli (Erasmus), Wing Wah Tham (Erasmus).

Discussant : Jefferson Duarte (Rice).

Volatility, The Macroeconomy and Asset Prices.

Ravi Bansal ( Duke), Dana Kiku (Wharton), Ivan Shaliastovich (Wharton), Amir Yaron ( Wharton).

Discussant : Lukas Schmid (Duke)



Lunch at the "Green House" ( Habait Hayarok ) restaurant on campus



Session IIIA: Chair - David Goldreich (U Toronto)




No News is News: Do Markets Underreact to Nothing?

Stefano Giglio (Chicago), Kelly Shue ( Chicago).

Discussant : Noah Stoffman (Indiana)



Reaching for Yield in the Bond Markets.

Bo Becker (Harvard), Victoria Ivashina (Harvard).

Discussant : Chayawat Ornthanalai (U Toronto)



Coffee break



Session IIIB: Chair - Nadia Massoud (York University)

Is Historical Cost Accounting a Panacea? Market Stress,Incentive Distortionons, and Gains Trading.

Andrew Ellul (Indiana), Chotibhak Jotikasthira (UNC), Christian T. Lundblad (UNC),Yihui Wang (Hong Kong).

Discussant : Tzachi Zach (Ohio State)

 Information Diversity and Market Efficiency Spirals.

Itay Goldstein (Wharton), Liyan Yang (U Toronto).

Discussant : Giovanni Cespa (City University London)




Thursday December 20




Day trip to Jerusalem. Bus leaves from TAU campus



Return to TAU campus

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