Conference discussions

• 2025 International Behavioural Finance Conference

  • A Tale of Two Anomalies: Value, Momentum and Risk Sentiment

(by Christian Lundblad, Mihail Velikov, Haowei Yuan, and Alexei Zhdanov)

• 2025 Mid-Atlantic Research Conference

  • Equity Premium Events

(by Ben Knox, Juan M. Londono, Mehrdad Samadi, and Annette Vissing-Jorgensen)

• 2024 Northern Finance Association

  • Downside Risk and the Cross-Section of Corporate Bond Returns

(by Patrick Augustin, Linxiao Francis Cong, Ricardo Lopez A., and Romeo Tedongap)

• 2024 Society for Financial Studies Cavalcade

  • Dogs and Cats Living Together: A Defense of Cash-Flow Predictability

(by Seth Pruitt)

• 2024 Midwest Finance Association

  • The Cumulant Risk Premium

(by Albert S. (Pete) Kyle and Karamfil Todorov)

• Over-Attributing Price Movements to Cash Flows

(by Lawrence J. Jin and Jiacui Li)

• 2023 Paris December Finance Meeting

  • Option Mispricing and Alpha Portfolios

(by Andras Fulop, Junye Li, and Mo Wang)

• 2023 Yiran Fan Memorial Conference

  • Flighty Capital Flows and the Making of Safe Currencies

(by Zhiyu Fu)

• 2023 Eastern Finance Association

  • Price Reactions to Expected and Unexpected Jumps

(by Lu Yang)

• 2023 Midwest Finance Association

  • Long-Term Earnings Forecasts, Managerial Distortion, and Stock Returns

(by Allaudeen Hameed, Massimo Massa, and Zhenghui Ni)

• 2023 American Finance Association

  • Dynamic Asset (Mis)Pricing: Build-Up Versus Resolution Anomalies

(by Jules van Binsbergen, Martijn Boons, Christian Opp, and Andrea Tamoni)

• 2022 Midwest Finance Association

  • The Variance Risk Premium in Equilibrium Models

(by Geert Bekaert, Eric Engstrom, and Andrey Ermolov)

• 2021 European Finance Association

  • Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks

(by Fousseni Chabi-Yo, Chuckwuma Dim, and Grigory Vilkov)