20th Meeting of the Finance Theory Group
All conference rooms are located in the Tepper School of Business on the Tepper Quad.
Friday, May 3, 2019
3:30 - 6 p.m.
3 - 3:30 p.m. | TQ 2610 / 2612
Registration
Parallel Session 1 | 3:30 - 4:30 p.m.
Tepper Quad 2610
On the Magnification of Small Biases in Decision-making
Shaun William Davies, Edward Dickersin Van Wesep and Brian Waters
Misallocation and Risk Sharing
Hengjie Ai, Anmol Bhandari, Yuchen Chen and Chao Ying
Tepper Quad 2611
Dealer Funding and Market Liquidity
Max Bruche and John C.F. Kuong
A Theory of Liquidity in Private Equity
Vincent Maurin, David T. Robinson and Per Strömberg
4:30 - 5 p.m. | TQ 2612
Coffee Break
Parallel Session 2 | 5 - 6 p.m.
Tepper Quad 2610
Endogenous Specialization and Dealer Networks
Batchimeg Sambalaibat
Inventory Management, Dealers' Connections, and Prices in OTC Markets
Jean-Edouard Colliard, Thierry Foucault and Peter Hoffmann
Tepper Quad 2611
FinTech Disruption, Payment Data, and Bank Information
Christine A. Parlour, Uday Rajan and Haoxiang Zhu
Information Cascades and Threshold Implementation
Lin William Cong and Yizhou Xiao
6 - 7:30* p.m. | TQ 4242
Members Happy Hour
*Small Group Dinners to follow departing from the Tepper School of Business.
Saturday, May 4, 2019
8:30 a.m. - 4:15 p.m.
8:30 - 9 a.m. | TQ 2612
Breakfast and Registration
9 - 10 a.m. | TQ 2700
Learning in Financial Markets: Implications for Debt-Equity Conflicts (.pdf)
Jesse Davis and Naveen Gondhi
10 - 10:15 a.m. | TQ 2612
Break
10:15 - 11:15 a.m. | TQ 2700
Asymmetric Information and Security Design under Knightian Uncertainty (.pdf)
Andrey Malenko and Anton Tsoy
11:15 - 11:30 a.m. | TQ 2612
Break
11:30 a.m. - 12:30 p.m. | TQ 2700
Corporate Liquidity Management under Moral Hazard (.pdf)
Barney Hartman-Glaser, Simon Mayer and Konstantin Milbradt
12:30 - 2 p.m. | Simmons Auditorium B
Lunch and Members Meeting
2 - 3 p.m. | TQ 2700
A Theory of Participation in OTC and Centralized Markets (.pdf)
Jérôme Dugast, Semih Üslü and Pierre-Olivier Weill
3 - 3:15 p.m. | TQ 2612
Break
3:15 - 4:15 p.m. | TQ 2700
The Tragedy of Complexity (.pdf)
Martin Oehmke and Adam Zawadowski