8th Meeting (Spring 2013)

May 03 - May 04, 2013

University of California, Berkeley, 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
 

Program

  • Hengjie Ai (Minnesota)
  • Elias Albagli (USC)
  • Aydoğan Altı (Texas)
  • Daniel Andrei (UCLA)
  • Fernando Anjos (NOVA)
  • Ana Babus (Chicago Fed)
  • Snehal Banerjee (UC San Diego)
  • Philip Bond (Washington)
  • Matthieu Bouvard (McGill)
  • Bradyn Breon-Drish (Stanford)
  • Andrea Buffa (Boston U)
  • Bruce Carlin (UCLA)
  • Archishman Chakraborty (York)
  • Ing-Haw Cheng (Michigan)
  • Jonathan Cohn (Texas)
  • Andrea Eisfeldt (UCLA)
  • Willie Fuchs (UC Berkeley)
  • Nicolae Gârleanu (UC Berkeley)
  • Simon Gervais (Duke)
  • Vincent Glode (Wharton)
  • Alexander Gorbenko (LBS)
  • Brett Green (Berkeley)
  • Zhiguo He (Chicago)
  • Philipp Illeditsch (Wharton)
  • Péter Kondor (CEU)
  • Pablo Kurlat (Stanford)
  • Samuel Lee (Santa Clara)
  • Yaron Leitner (Philadelphia Fed)
  • Doron Levit (Wharton)
  • Dmitry Livdan (UC Berkeley)
  • Richard Lowery (Texas)
  • Igor Makarov (LBS)
  • Andrey Malenko (MIT)
  • Gustavo Manso (UC Berkeley)
  • Robert Marquez (UC Davis)
  • Konstantin Milbradt (MIT)
  • Stew Myers (MIT)
  • Martin Oehmke (Columbia)
  • Marcus Opp (UC Berkeley)
  • Christine Parlour (UC Berkeley)
  • Tomasz Piskorski (Columbia)
  • Adriano Rampini (Duke)
  • Francesco Sangiorgi (Stockholm)
  • Ilya Strebulaev (Stanford)
  • Günter Strobl (UNC)
  • Alexei Tchistyi (UC Berkeley)
  • James Thompson (Waterloo)
  • Felipe Varas (Duke)
  • Ming Yang (Duke)
  • Liyan Yang (Toronto)
  • Bilge Yılmaz (Wharton)
  • Adam Zawadowski (Boston U)
  • John Zhu (Wharton)
  • Haoxiang Zhu (MIT)



FTG