Conference Presentations
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Western Finance Association Annual Meetings: 2020
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ASSA Annual Meetings: 2022 (Scheduled)
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European Finance Association Annual Meetings: 2019
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Northern Finance Association Annual Meetings: 2018, 2021
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University of Chicago, Machine Learning and New Empirical Asset Pricing: 2018
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European Econometric Society Annual Meetings: 2018
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Society for Financial Econometrics Annual Meetings: 2018
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Financial Management Association Annual meetings: 2021
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King' College London Computational Finance Meetings: 2021 (invited)
Conference Discussions
When to introduce electronic trading platforms in over-the counter markets? by Sebastian Vogel,
1. European Finance Association 2019,
Margin requirements, risk taking, and multifactor models, by Akbas, Aym Jiang, and Koch,
2. FMA Annual Meetings, 2019:
3. Yale-SoFiE Machine Learning conference, 2021: Mispricing and uncertainty in international markets, by Mirela Sandulescu and Paul Schneider,
4. CIRF 2021: Asset prices when investors ignore discount rate dynamics, by Renxuan Wang,
5. FMA 2021: Momentum, reversal, and seasonality in option returns, by Christopher Jones, Mehdi Khorram, and Haitao Mo
6. FMA 2021: Have risk premia vanished, by Simon Smith and Allan Timmermann
7.FMA 2021: Negative returns on addition to S&P 500 index and positive returns on deletion? New evidence on attractiveness of S&P 500 vs. S&P 400 indexes, by Vijh and Wang