Conferences

The Rodney L. White Center for Financial Research hosts an annual conference, typically held during the spring semester, inviting academics to present their current research on topical issues in finance relevant to academics, practitioners and regulators.  The conference participants include academicians and practitioners.  The majority of papers include empirical work. The format of the conference includes the presentation of four or five papers with one academic and one practitioner discussant for each paper. Participation is by invitation only.

The conference is organized by Rodney White Center Director, Donald B. Keim, in collaboration with select members of the Wharton Finance Department faculty.

The Rodney L. White Center also sponsors and/or hosts, typically in the fall semester, special topical workshops and conferences for academic research groups such as the NBER, Micro Finance Theory Group and the Macro Finance Society.

 

Conference on Financial Decisions and Asset Markets

In Memory of Marshall E. Blume

 

Organized by Professors Jules van Binsbergen and Nick Roussanov

Wharton School, University of Pennsylvania
8th floor, Jon M. Huntsman Hall

 

Friday March 22, 2019

8:30 – 9:00

Continental Breakfast

9:00 – 10:10

Cross-asset Information Synergy in Mutual Fund Families
Jun Kyung Auh (Georgetown University)  (Click here for presentation)
Jennie Bai (Georgetown University)

Discussants:
Veronika Pool (University of Indiana) (Click here for presentation)
Tim Cohen (Fidelity Investments)

10:20 – 11:30

The Dollar Profits to Insider Trading
Peter Cziraki  (University of Toronto)  (Click here for presentation)
Jasmin Gider (Tilburg University)

Discussants:
Kenneth Ahern (University of Southern California)
Paul Zurek (Cornerstone Research) (Click here for presentation)

11:45 -1:45

Lunch

Tribute to Marshall Blume, Director of the Rodney L. White Center from 1986-2009. (Please click here for additional information on Marshall’s life and career.)

2:00-3:10

Molecular Genetics, Risk Aversion, Return Perceptions and Stock Market Participation
Richard Sias (University of Arizona)  (Click here for presentation)
Laura Starks (University of Texas at Austin)
H.J. Turtle (Colorado State University, Fort Collins)

Discussants:
Henrik Cronqvist (University of Miami) (Click here for presentation)
Jonathan Hartley (Goldman Sachs Asset Management) (Click here for presentation)

3:20 – 4:30

Monetary Policy and Reaching for Income
(Winner of the SummerHaven Investment Management Prize for Best Paper)
Kent Daniel (Columbia University)
Lorenzo Garlappi (University of British Columbia)
Kairong Xiao  (Columbia University)  (Click here for presentation)

Discussants:
Dave Solomon (Boston College) (Click here for presentation)
Xiao Qiao (Paraconic Technologies) (Click here for presentation)

4:30

Adjournment

Attendance is by invitation only.