JHU Carey Finance Conference
June 28, 2019
Program
7:30 - 8:15 AM Registration and breakfast
8:15 - 8:30 AM Welcoming remarks by Valerie Suslow, Johns Hopkins Carey Business School
8:30 - 10:15 AM
Jessica Wachter
The Wharton School, University of Pennsylvania
Paper: “Cross-Sectional Skewness.”
Discussant: Ian Dew-Becker, Kellogg School of Management, Northwestern University
Annette Vissing-Jorgensen
Haas School of Business, University of California at Berkeley
Paper: “Central Banking with Many Voices: The Communications Arms Race”
Discussant: Michael Bauer, Federal Reserve Bank of San Francisco
10:15 - 10:45 AM Coffee break
10:45 AM - 12:30 PM
Lu Zhang, Fisher College of Business, Ohio State University
Paper: “q5 Model."
Discussant: Yinan Su, Johns Hopkins Carey Business School
Dacheng Xiu, Booth School of Business, University of Chicago
Paper: “Predicting Returns with Text Data.”
Discussant: Alberto Rossi, Robert H. Smith School of Business, University of Maryland
12:30 - 1:00 PM Buffet lunch
1:00 - 2:00 PM
Ravi Bansal, Keynote Speaker
Fuqua School of Business, Duke University
Paper: "Climate Change Risk"
2:00 - 2:15 PM Coffee break
2:15 - 4:00 PM
Wenxin Du
Booth School of Business, University of Chicago
Paper: “Are Intermediary Constraints Priced?”
Discussant: Tarek Hassan, Boston University
Michael Gallmeyer
McIntire School of Commerce, University of Virginia
Paper: “Equilibrium Activism.”
Discussant: Wei Li, Johns Hopkins Carey Business School
4:00 - 5:00 PM Reception
Program Co-Chairs
- Federico Bandi, Johns Hopkins Carey Business School
- Kevin Cole, Campbell & Company
- Chris Faulkner-MacDonagh, T. Rowe Price
Program Committee
- Greg Duffee, Johns Hopkins Krieger School of Arts & Sciences
- Vadim Elenev, Johns Hopkins Carey Business School
- Nicola Fusari, Johns Hopkins Carey Business School
- George Gao, T. Rowe Price
- Sujan Lamichhane, Johns Hopkins Carey Business School
- Wei Li, Johns Hopkins Carey Business School
- Nagpurnanand Prabhala, Johns Hopkins Carey Business School
- Pierre Noual, Campbell & Company
- Zhaogang Song, Johns Hopkins Carey Business School
- Yinan Su, Johns Hopkins Carey Business School
- Semih Uslu, Johns Hopkins Carey Business School
Organizers
- Alessandro Rebucci, Johns Hopkins Carey Business School
- Dongho Song, Johns Hopkins Carey Business School
Sponsors
- Campbell & Company
- T. Rowe Price