Research Day 2017
The NYU Stern School has the largest and, by some measures, the most active Finance faculty of any university in the world. One of the most popular offerings of the NASDAQ Derivatives Research Project is the annual Research Day conference, where our active Finance faculty provide quick looks at some of their most interesting current projects. This year we welcome four new professors in Finance, three "rookies" and a seasoned full professor, who will be speaking in the first sessions.
There are quite a number of new programs and research initiatives at Stern this year, including a new specialization in FinTech and the Salomon Center's programs in Household Finance and Insurance. The first afternoon session will feature brief introductions to these exciting initiatives
Attendance is free of charge. Please RSVP to salomon@stern.nyu.edu
Date:
Friday, February 10, 2017
Location:
New York University
Stern School of Business
Kaufman Management Center
44-50 West Fourth Street
New York, NY 10012
Program
8:00 Registration and Continental Breakfast
9:00 Welcome, Introduction
Alexander Ljungqvist, Director of the NYU Salomon Center
Stephen Figlewski, Director of the NASDAQ Derivatives Research Project
9:15 Session I: Research Presentations
Arpit Gupta: "Skin or Skim?"
Constantine Yannelis: "Students in Distress: Home Prices and Student Loan Default in the Great Recession"
Robert Richmond: "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates"
10:45 Break
11:15 Session II: Research Presentations
Ralph Koijen: "The Market for Investment Guarantees"
Deepak Hegde: "The Bright Side of Patents"
12:15 Lunch
1:30 Session III: New Research Programs in Finance at Stern
Chair (and Real Estate): Stijn Van Nieuwerburgh
Insurance: Ralph Koijen
Household Finance: Johannes Stroebel
FinTech: Vasant Dhar
NYU Tandon School of Engineering: Peter Carr
3:00 Break
3:30 Session IV: Research Presentations
Johannes Stroebel: "Measuring Social Connectedness"
Laura Veldkamp: "Long Run Growth of Financial Technology"
Philipp Schnabl: "The Deposits Channel of Monetary Policy"
5:00 Reception