Deadlines
Red Rock Finance Conference 2018
Prior Years
2017
Program Chair
David Hirshleifer (UC Irvine)
Awards
- Best Paper: Danielle Li, "Financing Novel Drugs"
- Best Discussant: Scott Yonker, "Why Don't We Agree? Evidence from a Social Network of Investors"
Papers
-
Access to Capital, the Skill Composition, and Firm Wages
E. Han Kim (Michigan)*, Heuijung Kim (Sungkyunkwan), Yuan Li (USC), Yao Lu and Xingzheng Shi (Tsinghua)
Discussant: Ben Iverson (BYU) - Creative Destruction and the Rational Evolution of Bubbles
Daniel Andrei and Bruce Carlin* (UCLA)
Discussant: Winston Due (Wharton)
- The Dividend Disconnect
Samuel Hartzmark (Chicago), David Solomon (USC)*
Discussant: Eric So (MIT)
- Financing Novel Drugs
Joshua Krieger (MIT), Danielle Li (Harvard)*, Dmitris Papanikolaou (Northwestern)
Discussant: Michael Weisbach (Ohio State)
- Managers' Personal Bankruptcy Costs and Risk-Taking
David Schoenherr (Princeton)*
Discussant: Kelly Shue (Yale)
- Multi-Frequency Trade
Nicolas Crouzet*, Ian Dew-Becker and Charles Nathanson (Northwestern)
Discussant: Bradyn Breon-Drish (UCSD)
- Political Cycles and Stock Returns
Lubos Pastor* and Pietro Veronesi (Chicago)
Discussant: Rossen Valkanov (UCSD)
- Real Effects of Search Frictions in Consumer Credit Markets
Bronson Argyle* and Taylor Nadauld (BYU), Christopher Palmer (UC Berkeley)
Discussant: Hoai-Luu Nyugen (UC Berkeley)
- The Relevance of Broker Networks for Information Diffusion in the Stock Market
Marco Di Maggio (Harvard)*, Francesco Franzoni (USI Lugano), Amir Kermani (UC Berkeley), Carlo Sommavilla (USI Lugano)
Discussant: Johan Walden (UC Berkeley)
- Why Don't We Agree? Evidence from a Social Network of Investors
J. Anthony Cookson (Colorado), Marina Neissner (Yale)*
Discussant: Scott Yonker (Cornell)
*Presenter
Program Committee
Brian Boyer (BYU) |
Francis Longstaff (UCLA) |
2016
Program Chair
John Campbell (Harvard)
Awards
- Best Paper: Gonzalo Maturana, "Teachers Teaching Teachers: The Role of Networks on Financial Decisions"
- Best Discussant: Luke Taylor, "In Search of Ideas: Technological Innovation and Executive Pay Inequality"
Papers
-
Comparables Pricing
Justin Murfin (Yale), Ryan Pratt (BYU)*
Discussant: David Hirshleifer (UC Irvine) -
Gold, Platinum, and Expected Stock Returns
Darien Huang (Cornell)*
Discussant: Josh Coval (Harvard) -
In Search of Ideas: Technological Innovation and Executive Pay Inequality
Carola Frydman and Dmitris Papanikolaou* (Northwestern)
Discussant: Luke Taylor (Wharton) -
Lazy Prices
Lauren Cohen (Harvard), Christopher Malloy (Harvard), Quoc Nguyen (Illinois at Chicago)
Discussant: Kent Daniel (Columbia) -
Minimum Payments and Debt Paydown in Credit Cards
Benjamin Keys (Chicago), Jialan Wang (Illinois at Urbana-Champaign)*
Discussant: JeremyTobacman (Wharton) -
Misallocation Cycles
Cedric Ehouarne and Lars Kuehn (Carnegie Mellon), David Schreindorfer (ASU)*
Discussant: Andrea Eisfeldt (UCLA) -
Proxy Advisory Firms: The Economics of Selling Information to Voters
Andrey Malenko (MIT)*, Nadya Malenko (Boston College)
Discussant: Doron Levit (Wharton) -
Should the Government be Paying Investment Fees on $3 Trillion of Tax-deferred Retirement Assets?
Mattia Landoni (SMU)*, Stephan Zeldes (Columbia)
Discussant: Dan Bergstresser (Brandeis) -
Teachers Teaching Teachers: The Role of Networks on Financial Decisions
Gonzalo Maturana (Emory)*, Jordan Nickerson (Boston College)
Discussant: John Beshears (Harvard) -
Volatility Managed Portfolios
Alan Moreira* and Tyler Muir (Yale)
Discussant: Timothy Mcquaid (Stanford)
*Presenter
Program Committee
Brian Boyer (BYU) |
Francis Longstaff (UCLA) |
2015
Program Chair
Kent Daniel (Columbia University)
Awards
- Best Paper: Kelly Shue, "Decision-Making under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires"
- Best Discussant: Juhani Linnainmaa, "V-Shaped Disposition: Mutual Fund Trading Behavior and Price Effects"
Papers
-
Competition, Markups and Predictable Returns
Alexandre Corhay (UBC), Howard Kung (LBS), Lukas Schmid (Duke)
Discussant: Ian Dew-Becker (Northwestern) -
The Contract Year Phenomenon in the Corner Office: An Analysis of Firm Behavior During CEO Contract Renewals
Ping Liu and Yuhai Xuan* (Illinois at Urbana-Champaign)
Discussant: Marina Niessner (Yale) -
Credit Expansion and Neglected Crash Risk
Matthew Baron (Cornell)*, Wei Xiong (Princeton)
Discussant: Alan Moreiara (Yale) -
Decision-Making under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires
Daniel Chen (ETH Zurich), Tobias Moskowitz (Chicago), Kelly Shue (Chicago)*
Discussant: Kent Daniel (Columbia) -
Financing Payouts
Joan Farre-Mensa (Harvard)*, Roni Michaely (Cornell and IDC), Martin Schmalz (Michigan)
Discussant: Sheridan Titman (UT Austin) -
Four Centuries of Return Predictability
Benjamin Golez (Notre Dame), Peter Koudijs (Stanford)*
Discussant: Michael Weber (Chicago) -
The Real effects of Liquidity During the Financial Crisis
Evidence from Automobiles
BenMelech (Northwestern), Meisenzahl and Ramcharan (Federal Reserve Board)
Discussant: Palmer (UC Berkeley) -
Selling Failed Banks
Granja (MIT), Matvos (Chicagol), Seru (Chicago)
Discussant: Chernenko (OSU) -
Stock Returns over the FOMC Cycle
Anna Cieslak (Duke), Adair Morse* and Annette Vissing-Jorgensen (UC Berkeley)
Discussant: Bryan Kelly (Chicago) -
V-Shaped Disposition: Mutual Fund Trading Behavior and Price Effects
Li An (Tsinghua), Bronson Argyle (BYU)*
Discussant: Juhani Linnainmaa (Chicago)
*Presenter
Program Committee
Brian Boyer (BYU) |
Francis Longstaff (UCLA) |
2014
Program Chair
John Graham (Duke)
Awards
- Best Paper: Manuel Adelino, "Firm Age, Investment Opportunities, and Job Creation"
- Best Discussant: Rodney Ramcharan , "Captive Finance and the Coase Conjecture"
Papers
-
Asset Pricing in the Frequency Domain: Theory and Empirics
Ian Dew-Becker (Duke)*, Stefano Giglio (Chicago)
Discussant: Hui Chen (MIT) -
Captive Finance and the Coase Conjecture
Justin Murfin (Yale), Ryan Pratt (BYU)*
Discussant: Rodney Ramcharan (Board of Governors) -
Does Greater Inequality Lead to More Household Borrowing? New Evidence from Household Data
Olivier Coibion (UT Austin), Yuriy Gorodnichenko (UC Berkeley), Marianna Kudlyak (Federal Reserve Bank of Richmond), John Mondragon (UC Berkeley)*
Discussant: Brian Melzer (Northwestern) -
Firm Age, Investment Opportunities, and Job Creation
Manuel Adelino*, Song Ma and David Robinson (Duke)
Discussant: Martin Schmalz (Michigan) -
Interim Fund Performance and Fundraising in Private Equity
Brad Barber* and Ayako Yasuda (UC Davis)
Discussant: Richard Townsend (Dartmouth) -
Learning about CEO Ability and Stock Return Volatility
Yihui Pan (Utah), Tracy Yue Wang (Minnesota), Michael Weisbach (Ohio State)*
Discussant: Dirk Jenter (Stanford) -
Patent Trolls
Lauren Cohen (Harvard)*, Umit Gurun, (UT at Dallas), Scott Kominers (Harvard)
Discussant: Shawn Miller (Stanford Law) -
Short Selling Risk
Joseph Engelberg (UC San Diego), Adam Reed (North Carolina), Matthew Ringgenberg (Washington --St. Louis)*
Discussant: Juhani Linnainmaa (Chicago) -
Sticking to Your Plan: Hyperbolic Discounting and Credit Card Debt Paydown
Theresa Kuchler (NYU)*
Discussant: Denis Sosyura (Michigan) -
What Will It Do For My EPS? A Straightforward But Powerful Motive for Mergers
Gerald Garvey (BlackRock), Todd Milbourn (Washington--St. Louis)*, Kangzhen Xie (Arkansas)
Discussant: David Robinson (Duke)
*Presenter
Program Committee
Brian Boyer (BYU) |
Hanno Lustig (UCLA) |
2013
Program Chair
Josh Coval (Harvard)
Awards
- Best Paper: Leonid Kogan, "Measuring the "Dark Matter" in Asset Pricing Models"
- Best Discussant: Josephine Smith, "Notes on Bonds: Liquidity at All Costs in the Great Recession"
Papers
-
Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market
Thomasz Piskorski (Columbia), Amit Seru (Chicago)*, James Witkin (Columbia)
Discussant: Tyler Shumway (Michigan) -
The Bonding Hypothesis of Takeover Defenses: Evidence from IPO Firms
William Johnson (Suffolk), Jonathon Karpoff (Washington)*, Sangho Yi (Sogang)
Discussant: Michael Lemmon (BlackRock) -
Estimating the Benefits of Contractual Completeness
Gregor Matvos (Chicago)*
Discussant: Ben Iverson (Northwestern) -
Heterogeneous Information Diffusion and Horizon Effects in Average Returns
Oliver Boguth (ASU)*, Murray Carlson and Adlai Fisher (British Columbia), Mikhail Simutin (Toronto)
Discussant: Alan Moreira (Yale) -
Investor Attention and Stock Market Volatility
Daniel Andrei (UCLA)*, Michael Hasler (Swiss Finance Institute)
Discussant: Murray Carlson (UBC) -
Measuring the "Dark Matter" in Asset Pricing Models
Hui Chen, Leonid Kogan* and Winson Wei Dou (MIT)
Discussant: Bradyn Breon-Drish (Stanford) -
Notes on Bonds: Liquidity at All Costs in the Great Recession
David Musto, Greg Nini and Krista Schwarz* (Penn)
Discussant: Josephine Smith (NYU) -
The Pre-FOMC Announcement Drift
David Lucca (Federal Reserve Bank of New York)*, Emanuel Moench (Federal Reserve Bank of New York)
Discussant: Chris Parsons (UCSD) -
Self-Enhancing Transmission Bias and Active Investing
Bing Han (UT Austin), David Hirshleifer (UC Irvine)*
Discussant: Bruce Carlin (UCLA) -
Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets
Martin Oehmke (Columbia)*, Adam Zawadowski (Boston)
Discussant: William Fuchs (UC Berkeley)
*Presenter
Program Committee
Brian Boyer (BYU) |
Hanno Lustig (UCLA) |
2012
Program Chair
Francis Longstaff (UCLA)
Awards
- Best Paper: Amit Seru, "Inconsistent Regulators: Evidence from Banking"
- Best Discussant: Hanno Lustig, "Carry "
Keynote Speaker
- Monika Piazzesi — (Stanford)
Papers
-
Bank Regulation, Credit Ratings, and Systematic Risk
Giuliano Iannotta (Bocconi), George Pennacchi (Illinois)
Discussant: Christine Parlour (MIT) -
Can Metropolitan Housing Risk be Diversified?
John Cotter (University College Dublin), Stuart Gabriel* and Richard Roll (UCLA)
Discussant: Amiyatosh Purnanandam (Michigan) -
Carry
Ralph Koijen* and Tobias Moskowitz (Chicago), Lasse Pedersen (NYU), Evert Vrugt (VU University Amsterdam)
Discussant: Hanno Lustig (UCLA) -
The Cost of Capital for Alternative Investments
Jakub Jurek (Princeton)*, Erik Stafford (Harvard)
Discussant: Russ Wermers (Maryland) -
Credit Policy as Fiscal Policy
Deborah Lucas (MIT)*
Discussant: Denis Sosyura (Michigan) -
Expecting the Fed: Monetary policy, forecast errors and credit supply
Anna Cieslak (Northwestern)*, Pavol Povala (Lugano)
Discussant: Scott Joslin (USC) -
Financial Integration, Housing and Economic Volatility
Philip Strahan (Boston College)*
Discussant: Jay Hartzell (UT Austin) -
Inconsistent Regulators: Evidence from Banking
David Lucca (Federal Reserve Bank of New York), Amit Seru (Chicago)*, Francesco Trebbi (British Columbia, NBER, and CIFAR)
Discussant: Philipp Schnabl (NYU) -
Macroeconomic Effects of Corporate Default Crises: A Long Term Perspective
Kay Giesecke (Stanford), Francis Longstaff (UCLA)*, Stephen Schaefer, (LBS), Ilya Strebulaev (Stanford)
Discussant: Josh Coval (Harvard)
*Presenter
Program Committee
Brian Boyer (BYU)
|
Jon Karpov (Washington) |
Redrock Conference Pictures 2012-2017