TAU Finance Conference - Program 2015
Tel Aviv Finance Conference
Tel Aviv University
Recanati Graduate School of Business
December 15-16 & 17, 2015
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Tuesday December 15
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13:00-13:30 |
Registration and light refreshment Recanati Building 4floor room 405 |
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13:30-13:45
13:45-15:15
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Opening remarks and welcome Moshe Zviran (Dean) Session I: Chair - Nittai Bergman (MIT Sloan) Joan Farre-Mensa (Harvard Business School), Roni Michaely (Cornell University and IDC), Martin Schmalz (University of Michigan) Discussant: Andrew Ellul (Indiana University) |
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Vyacheslav Fos (Boston College), Kai Li (University of British Columbia), Margarita Tsoutsoura (University of Chicago) Discussant: Enrique Schroth (London City University) |
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15:15-15:45 |
Coffee break Session II: Chair – Amir Rubin (IDC) |
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15:45-17:15 |
Access to Credit and Stock Market Participation Serhiy Kozak (University of Michigan), Denis Sosyura (University of Michigan) Discussant : Hans K. Hvide (Bergen University) |
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Do Short-Sellers Profit From Mutual Funds? Evidence from Daily Trades Salman Arif (Indiana University), Azi Ben-Rephael (Indiana University), Charles M.C. Lee (Stanford GSB) Discussant : Sebastien Michenaud (Rice University) |
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17:15-17:30
17:30-18:15 |
Coffee break Mispriced Stocks and Mutual Fund Performance Doron Avramov (Hebrew University of Jerusalem), Allaudeen Hameed (National University of Singapore), Si Cheng (Queen’s University Belfast) Discussant : Alex Chinco (University of Illinois at Urbana-Champaign) |
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Wednesday December 16
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08:30-09:00 |
Gathering and light breakfast
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09:00-10:30 |
Session III: Chair – Ohad Kadan (University of Washington) |
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Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach Frank Schorfheide (University of Pennsylvania), Dongho Song (Boston College), Amir Yaron (University of Pennsylvania) Discussant: Andrea Tamoni (LSE). |
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Assortative Matching in Managerial Labor Markets: Theory and Measurement Egor Matveyev (University of Alberta) Discussant: Beau Page (Houston University). |
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10:30-11:00 |
Coffee break Session IV: Chair – Ilan Kremer (Hebrew University) |
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11:00-12:30 |
Anat R Admati (Stanford Graduate School of Business), Peter M. DeMarzo (Stanford Graduate School of Business), Paul Pfleiderer (Stanford Graduate School of Business) Discussant: Eli Berkovitch (IDC). Timing Decisions in Organizations: Communication and Authority in a Dynamic Environment Steven R. Grenadier (Stanford Graduate School of Business), Andrey Malenko (MIT Sloan School of Management), Nadya Malenko (Boston College, Carroll School of Management) Discussant: Basil Williams (NYU) |
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12:30-14:00 |
Lunch at the 2nd floor patio |
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14:00-15:30 |
Session V: Chair - Ron Kaniel (University of Rochester) |
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High-Frequency Trading around Large Institutional Orders Albert J. Menkveld (VU University Amsterdam), Vincent van Kervel (VU University Amsterdam) Discussant : Neal Pearson (University of Illinois at Urbana-Champaign) |
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15:30-15:45 15:45-16:30 |
The Strategic Under-Reporting of Bank Risk Taylor Begley (London Business School), Amiyatosh Purnanandam (University of Michigan), KC Zheng (University of Michigan) Discussant : Mauricio Larrain (Columbia University) Coffee break Anti-competitive effects of common ownership Jose Azar (Charles River Associates), Martin Schmalz (Stephen M. Ross School of Business), Isabel Tecu (Charles River Associates) Discussant: Ian Appel (Boston College) |
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Thursday December 17
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07:45 |
Day trip. Bus leaves from TAU campus |
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19:30 |
Return to TAU campus |
