Aug 15 - Aug 18, 2017
Washington University Olin Business School St. Louis, MO, Washington University Olin Business School St. Louis, MO
Tuesday, August 15, 2017
7:00 - 9:00 Welcome Reception - Knight Hall 2nd floor room 210
Wednesday, August 16, 2017: Liquidity in Decentralized Markets
7:30 - 8:30 Breakfast - Frick Forum, Knight and Bauer Halls
8:30 - 9:00 Opening remarks, Emerson Auditorium, Knight Hall, 1st Floor
9:00 - 12:00 Darrell Duffie (Stanford): Developments in the Theory of Dealer-Intermediated Over-the-Counter Markets Video
12:00 - 1:30 Lunch - Anheuser-Busch Dining Room, Knight Center
1:30 - 4:00 Parallel Sessions
Nicolae Gârleanu (Berkeley): Introduction to Search-Based Models of OTC Markets, Bauer Hall 160 Video
Brett Green (Berkeley): News and Trade in Markets with Adverse Selection, Bauer Hall 230 Video
Uday Rajan (Michigan): Non-exclusivity in Financial Markets, Bauer Hall 240 Video
4:00 - 6:00 Informal Interaction (Presenters and Participants), Knight Hall 2nd floor room 210
6:00 - 7:00 Dinner, Anheuser-Busch Dining Room, Knight Center
7:00 - 8:30 Contributed papers sessions
Thursday, August 17, 2017: Liquidity in Centralized Markets
8:00 - 9:00 Breakfast - Frick Forum, Knight and Bauer Halls
9:00 - 12:00 Albert (Pete) Kyle (University of Maryland): Liquidity in Centralized Markets, Emerson Auditorium, Knight Hall, 1st Floor Slides 1 Slides 2 Additional Slides Video
12:00 - 1:30 Lunch - Anheuser-Busch Dining Room, Knight Center
1:30 - 4:00 Parallel Sessions
Philip Bond (Washington): The Information Content of Asset Markets, Bauer Hall 130 Video
Thierry Foucault (HEC Paris): High Frequency and Market Design, Bauer Hall 150 Video
Itay Goldstein (University of Pennsylvania): Financial Markets, Information, and Real Investments, Bauer Hall 230 Video
4:00 - 6:00 Informal Interaction (Presenters and Participants), Knight Hall 2nd floor room 210
6:00 - 7:00 Dinner, Anheuser-Busch Dining Room, Knight Center
7:00 - 8:30 Contributed papers sessions
Friday, August 18, 2017: Liquidity Creation in Financial Institutions
8:00 – 9:00 Breakfast - Frick Forum, Knight and Bauer Halls
9:00 - 12:00 Gary Gorton (Yale): The Private Money View of Financial Crises, Emerson Auditorium, Knight Hall, 1st Floor Slides 1 Slides 2 Slides 3 Video
12:00 – 1:30 Lunch - Anheuser-Busch Dining Room, Knight Center
1:30 - 4:00 Parallel Sessions
Martin Oehmke (London School of Economics): The Race for Priority, Bauer Hall 150 Video
Christine Parlour (Berkeley): Banks and Markets, Bauer Hall 230 Video
Adriano Rampini (Duke): Collateral, Bauer Hall 240 Video
4:00 - 6:00 Informal Interaction (Presenters and Participants), Knight Hall 2nd floor room 210
6:00 - 9:00 Closing Dinner - AT&T Rooftop Deck; Busch Stadium
Adjourn