19th Meeting at Kellogg (Fall 2018)

Oct 05 - Oct 06, 2018

Kellogg School of Management, Northwestern University

Dear FTG Members, Senior Members and Fellows,

The 19th member meeting of the Finance Theory Group (FTG) will take place Saturday, October 6th, 2018 at the Kellogg Global Hub, and will be organized by Konstantin Milbradt (milbradt@northwestern.edu) and Mike Fishman (m-fishman@kellogg.northwestern.edu). The program will run from 9am to 4pm on Saturday.

There will be an additional voluntary workshop on Friday October 5th, 2018 that will feature 30min presentations of early-stage research ideas. We anticipate this to run from 3:30 to 6pm, followed by the traditional FTG dinners in small groups.

The submission deadline is 11:59pm Sunday August 19th, 2018.


Schedule for Friday (Early Papers)

                         Room 1                       Room 2

3:30 - 4:00          Ming Yang                   Bruce Carlin

4:00 - 4:30          Jing Zeng                    Hongda Zhong

4:30 - 5:00                                BREAK

5:00 - 5:30          Valentin Haddad         Giulio Trigilia

5:30 - 6:00          Stathi Avdis                Vladimir Vladimirov



Schedule for Saturday

8:30-9:00 Breakfast

9:00-10:00 Ben Lester "Market-making with Search and Information Frictions"

10:00-10:15 Break

10:15-11:15 Martin Sydlowski "Monitor Reputation and Transparency"

11:15-11:30 Break

11:30-12:30 Francesco Sangiorgi "Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage"

12:30-2:00  Lunch & Members Meeting

2:00-3:00 Neng Wang "Rare Disasters, Financial Development, and Sovereign Debt"

3:00-3:15 Break

3:15-5:15 Will Cong "Persuasion in Relationship Finance"