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Conference Presentations 

  1. Western Finance Association Annual Meetings: 2020

  2. ASSA Annual Meetings: 2022 (Scheduled)

  3. European Finance Association Annual Meetings: 2019

  4.  Northern Finance Association Annual Meetings: 2018, 2021

  5. University of Chicago, Machine Learning and New Empirical Asset Pricing: 2018

  6. European Econometric Society Annual Meetings: 2018

  7. Society for Financial Econometrics Annual Meetings: 2018

  8. Financial Management Association Annual meetings: 2021

  9. 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, 

2. Yale-SoFiE Machine Learning conference, 2021: Mispricing and uncertainty in international markets, by Mirela Sandulescu and Paul Schneider,

Margin requirements, risk taking, and multifactor models, by Akbas, Aym Jiang, and Koch,

3. FMA Meetings, 2019:

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

8. SFS Cavalcade  2022: Macroeconomic content of characteristics-based Asset Pricing Models, by Oleg Rytchkov and Xun Zhong, Slides

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