Research Day 2010
The NYU Stern School has the largest and, by some measures, the most active Finance faculty of any university in the world. One of our most popular regular offerings for DRP Sponsors, Salomon Center Associates, and all of our friends in academics and on the Street is the annual Research Day conference. Research Day this year will be held Friday, March 26. Research Day is our chance to provide quick looks at some of the most interesting research projects that are currently in progress among our active Finance research faculty.
Date:
Friday, March 26, 2010
Registration:
Attendance is by invitation only. Please RSVP to Mary Jaffier at the Salomon Center (salomon@stern.nyu.edu, 212-998-0700)
Location:
New York University
Stern School of Business
Kaufman Management Center
Room 1-70
44 West Fourth Street
New York, NY 10012
Program:
8:30 Registration and Continental Breakfast
9:00 Welcome, Introduction
Matthew Richardson, Director of the Salomon Center
Stephen Figlewski, Director of the NASDAQ OMX Derivatives Research Project
9:05 SESSION I: RESEARCH PRESENTATIONS
Samuel Lee, "Social Ties in the Context of Governance, Information Sharing, and (Start-up) Financing"
Antti Petajisto, "Inefficiencies in the Pricing of Exchange-traded Funds"
Jeffrey Wurgler, "The Greatest Anomaly in Finance"
Kose John, "Incentives and Corporate Governance"
10:45 Refreshment Break
11:15 SESSION II: RESEARCH PRESENTATIONS
Marti Subrahmanyam, "Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises"
Emiliano Pagnotta, "Thoughts on Liquidity Provision and Information Flow"
Yakov Amihud, "Liquidity Risk of Corporate Bond Returns"
12:45 Lunch
2:00 SESSION III: RESEARCH PRESENTATIONS
David Yermack, "Deferred Compensation and the Prices of Company Stocks, Bonds, and Credit Default Swaps"
Lasse Pedersen, "Margin Requirements, Asset Pricing, and Monetary Policy"
Bryan Kelly, "Risk Premia and the Conditional Tails of Stock Returns"
3:30 Refreshment Break
4:00 SESSION IV: RESEARCH PRESENTATIONS
Joel Hasbrouck, "High-Frequency Trading: The Traces in the Data"
Xavier Gabaix, "Bonds, Stocks and Options with Linearity-Generating Processes"
5:00 Reception