Research Day 2011
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 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.
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Date:
Friday, February 4, 2011
Registration:
Attendance is by invitation only. Please RSVP to 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
9:15 SESSION I: RESEARCH PRESENTATIONS
Robert Whitelaw, "The Forward Premium Puzzle: The Long and the Short of It"
Josephine Smith, "Liquidity in Repo Markets"
Robert Engle, "Extending the NYU Stern Systemic Risk Rankings"
10:45 Refreshment Break
11:15 SESSION II: RESEARCH PRESENTATIONS
Stephen Brown, "The Impact of Mandatory Hedge Fund Portfolio Disclosure"
Thomas Mertens, "Market Sentiment: A Tragedy of the Commons"
Raghu Sundaram, "CDS Auctions"
12:45 Lunch
Speakers: Lawrence White and Matthew Richardson
"Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance"
2:00 SESSION III: RESEARCH PRESENTATIONS
Aswath Damodaran, "The pricing of risk"
Holger Mueller, "Snow and Leverage"
Alexander Ljungqvist, "The stock market and corporate investment"
3:30 Refreshment Break
4:00 SESSION IV: RESEARCH PRESENTATIONS
Itamar Drechsler, "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk"
Stephen Figlewski, "Margining Systems for Credit Default Swaps"
5:00 Reception