Program

Friday, 22 March 2013

Program (PDF, 23 KB)

Session 1: FINANCE
09.00 - 09.30 Self-selection and stock returns around corporate security offering announcements Laurie Hodrick (Columbia Business School)
09.30 - 10.00 Equilibrium Existence and Approximation of Incomplete Market Models with Substantial Heterogeneity Thomas Mertens
(NYU-Stern)
10.00 -  10.30 Portfolio Selection in Stochastic Volatility Models: A Homotopy Approach Dietmar Leisen
(University of Mainz)
Session 2: ECONOMETRICS
10.45 - 11.15On the ergodicity of fuzzy Markov Chains with the max-product compositionSy-Ming Guu
(Chang Gung University, Taiwan)                 
11.15 - 11.45 A Large Scale Study of the Small Sample Performance of Random Coefficient Models of Demand Benjamin Skrainka
11.45 - 12.15 Estimating the conditional CAPM with overlapping data inference Robert Hodrick 
(Columbia Business School)
Session 3: EXPERIMENTS AND COMPUTATION
14.00 - 14.30 A Model of Persuasion with Boundedly Rational Agents Jacob Glazer
(University of Tel Aviv)
14.30 - 15.00 The PATH Not Taken: Lemke's Method for Strictly Positive Matrices Todd Munson
(Argonne National Laboratory, Chicago)
15.00 - 15.30 Investment Decisions of the Elderly Valentina Michelangeli
(Bank of Italy, Rome)
Session 4: INDUSTRIAL ORGANIZATION
16.00 - 16.30 Hui: A Case Study of a Sequential Double Auction of Capital Harry Paarsch
16.30 - 17.00 Estimating Dynamic Discrete-Choice Games of Incomplete Information Che-Lin Su
(Chicago Booth)
17.00 - 17.30The economies of predation: What drives pricing when there is learning-by-doing) Ulrich Doraszelski
(Wharton School, University of Pennsylvania)
17.30 - 18.00 Social clubs and social networks Chaim Fershtman (University of Tel Aviv)