Friday, October 30

FORMAT: 20 minutes for presenter; 15 minutes for the discussant; and 10 minutes of Q&A

11:00 am

In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis

Xavier Gabaix, Harvard University and NBER
Ralph S. J. Koijen, University of Chicago and NBER

Discussant:
Michael W. Brandt, Duke University

11:45 am

What Can Betting Markets Tell Us About Investor Preferences and Beliefs? Implications for Low Risk Anomalies

Tobias J. Moskowitz, Yale University and NBER
Kaushik Vasudevan, Purdue University

Discussant:
Ted O'Donoghue, Cornell University

12:30 pm

Break

1:30 pm

Necessary Evidence For A Risk Factor’s Relevance

Alexander M. Chinco, Baruch College
Samuel M. Hartzmark, Boston College and NBER
Abigail Sussman, University of Chicago

Discussant:
Elena Asparouhova, University of Utah

2:15 pm

Mutual Fund Flows and Performance in (Imperfectly) Rational Markets?

Nikolai Roussanov, University of Pennsylvania and NBER
Hongxun Ruan, Peking University, Guanghua School of Management
Yanhao Wei, University of Southern California

Discussant:
Jiacui Li, University of Utah

3:00 pm

Break

3:30 pm

Asset Pricing with Misspecified Models

Pooya Molavi, Northwestern University
Alireza Tahbaz-Salehi, Northwestern University
Andrea Vedolin, Boston University and NBER

Discussant:
Benjamin M. Hébert, Stanford University and NBER

4:15 pm

Persuading Investors: A Video-Based Study

Allen Hu, University of British Columbia, Sauder School of Business
Song Ma, Yale University and NBER

Discussant:
Emily Falk, University of Pennsylvania

5:00 pm

Adjourn