May 3 - May 4, 2013

University of California, Berkeley
Haas School of Business
Berkeley, CA

Organizers: Willie Fuchs (UC Berkeley) and Brett Green (UC Berkeley)

 


8th Members Meeting of the Finance Theory Group

Schedule

Friday, May 3, 2013
12:00pm − 1:30pm Reception
1:30pm − 2:40pm Ex Post Equilibria in Double Auctions of Divisible Assets 
by Songzi Du and Haoxiang Zhu
2:40pm − 3:00pm Break
3:00pm − 4:10pm Financial Entanglement: A Theory of Incomplete Integration,Leverage, Crashes and Contagion 
by Nicolae Gârleanu, Stavros Panageas and Jianfeng Yu
4:10pm − 4:30pm Break
4:30pm − 5:40pm Investment Horizons and Asset Prices under Asymmetric Information 
by Elias Albagli
6:30pm Dinner in small groups
Saturday, May 4, 2013
8:30am − 9:00am Breakfast
9:00am − 10:10am Trading and Information Diffusion in Over-the-Counter Markets 
by Ana Babus and Péter Kondor
10:10am − 10:30am Break
10:30am − 11:40am Security Design in a Production Economy with Flexible Information Acquisition 
by Ming Yang and Yao Zeng
11:40am − 12:00pm Group organization discussion
12:00pm Optional lunch

 

Participants