[31] Idiosyncratic financial risk and a reevaluation of the market risk-return tradeoff [slides]
by Sung Je Byun, Johnathan A. Loudis, Lawrence D.W. Schmidt AFA, San Antonio, January 2024
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[30] Reaching for Yield: Evidence from Households [slides]
by Cameron Peng, Francisco Gomes, Oksana Smirnova, Ning Zhu FIRS, Vancouver, June 2023
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[29] International Capital Markets and Wealth Transfers [slides]
by Magnus Dahlquist, Christian Heyerdahl-Larsen, Anna Pavlova, Julien Pénasse FIRS, Vancouver, June 2023
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[28] Global Fund Flows and Emerging Market Tail Risk [slides]
by Anusha Chari, Karlye Dilts Stedman, and Christian Lundblad SFS Cavalcade, TX Austin, May 2023
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[27] Memory Moves Markets [slides]
by Constantin Charles AFA, New Orleans, January 2023
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[26] Cumulant Risk Premium [slides]
by Alber S. Kyle, Karamfil Todorov AFA, New Orleans, January 2023
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[25] Grit, Preferences, and Investor Behavior [slides]
by William Bazley, Sima Jannati, and George Korniotis 5th Bank of Canada FSRC Macro-Finance Conference, Sep 2022
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[24] The Debt-Equity Spread [slides]
by Hui Chen, Zhiyao Chen, Jun Li CICF, Virtual, July 2022
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[23] Jumps and Post-FOMC Announcement Drifts in Currency Markets [slides]
by Suzanne Lee, Minho Wang MFA, Chicago, March 2022
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[22] Global risk and the dollar [slides]
by Georgios Georgiadis, Gernot J. Müller, Ben Schumann 7th BdF-BoE-BdI international macro workshop, Nov 2021
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[21] Music Sentiment and Stock Returns Around the World [slides]
by Alex Edmans, Adrian Fernandez-Perez, Alexandre Garel, Ivan Indriawan EFA, Virtual, August 2021
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[20] Idiosyncratic Volatility and the Intertemporal Capital Asset Pricing Model [slides]
by Bing Han, Gang Li CIRF, Virtual, July 2021
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[19] Concealed Carry [slides]
by Spencer Andrews, Ric Colacito, Max Croce, Federico Gavazzoni WFA, Virtual, June 2021
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[18] Uncertainty Trends, Valuation Ratios and Predictability [slides]
by Federico M. Bandi, Lorenzo Bretscher, Andrea Tamoni MFA, Virtual, March 2021
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[17] Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks [slides]
by Fernando Eguren-Martin, Andrej Sokol EFA, Virtual, August 2020
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[16] Cross-Sectional Dispersion of Risk in Trading Time [slides]
by Torben Andersen, Martin Thyrsgaard, Viktor Todorov MFA, Chicago, IL, March 2020
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[15] Public Debt and the Slope of the Term Structure [slides]
by Thien T. Nguyen The RCFS/RAPS Winter Conference, Bahamas, February 2020
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[14] Understanding the Sources of Macroeconomic Uncertainty [slides]
by Barbara Rossi, Tatevik Sekhposyany, and Matthieu Soupre AEA, San Diego, CA, January 2020
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[13] Global Capital and the Cross-Section of International Equity Return Comovement [slides]
by Thummim Cho, and Argyris Tsiaras AFA, San Diego, CA, January 2020
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[12] Housing Cycle and Exchange Rates [slides]
by Sai Ma, and Shaojun Zhang AFA, San Diego, CA, January 2020
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[11] What Interbank Rates Tell Us About Time-Varying Disaster Risk [slides]
by Hitesh Doshi, Hyung Joo Kim, and Sang Byung Seo FMA, New Orleans, LA, October 2019
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[10] Arbitrage Portfolios [slides]
by Soohun Kim, Robert A. Korajczyk, Andreas Neuhierl CICF, Guangzhou, China, July 2019
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[9] Higher-Order Risk Premium, Stock Return Predictability, and Rare Event Dynamics [slides]
by Zhenzhen Fan, Xiao Xiao, Hao Zhou CICF, Guangzhou, China, July 2019
[8] Expectations Uncertainty and Household Economic Behavior [slides]
by Itzhak Ben-David, Elyas Fermand, Camelia M. Kuhnen, Geng Li WFA, Hungtington Beach, CA, June 2019
[7] Subjective Model Uncertainty, Variance Risk Premium, and Speculative Trading [slides]
by Ming Guo and Hao Zhou CIRF, Hangzhou, December 2018
[6] Location Choice, Portfolio Choice [slides]
by Ioannis Branikas, Harrison Hong, Jiangmin Xu HKUST Finance Symposium, HK, December 2018
[5] Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds [slides]
by John Ammer, Stijn Claessens, Alexandra Tabova, Caleb Wroblewski EFA, Warsaw, August 2018
[4] Media Network Based Investors’ Attention: A Powerful Predictor of Market Premium [slides]
by Li Guo, Lin Peng, Yubo Tao, Jun Tu CICF, Tianjin, July 2018
[3] Break Risk [slides]
by Simon C. Smith and Allan Timmermann SFS Cavalcade at Yale, May 2018
[2] What the Variance Risk Premium tells us about the Expected Market Returns
by Sung June Pyun 28th AFBC, Sydney, December 2015
[1] Risk, Unemployment, and the Stock Market: A Rare-Events-Based Explanation of Labor Market Volatility
by Mete Kilic and Jessica A. Wachter 15th TADC, London, May 2015
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