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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Please note that all times are shown in the time zone of the conference. The current conference time is: 14th May 2024, 01:33:55am EDT

Session Overview

Date: Thursday, 09/May/2024
12:30pm - 1:15pm	Registration (Day 1) Location: SEC Headquarters in Washington, DC
1:15pm - 1:30pm	Opening Remarks (Day 1) Location: SEC Headquarters in Washington, DC Chair Gary Gensler (SEC)
1:30pm - 1:45pm	Welcome Location: SEC Headquarters in Washington, DC Chief Economist Jessica Wachter (SEC)
1:45pm - 3:15pm	Enforcement Location: SEC Headquarters in Washington, DC Chair: Marina Martynova, SEC A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market Alexis Stenfors¹, Kaveesha Dilshani², Andy Guo², Peter Mere³ 1: University of Portsmouth, United Kingdom; 2: University of Technology Sydney (UTS), Australia; 3: Macquarie University, Australia Discussant: Douglas Cumming (Florida Atlantic University) Does High Frequency Market Manipulation Harm Market Quality? Jonathan Brogaard¹, Dan Li², Jeffrey Yang¹ 1: University of Utah, United States of America; 2: Chinese University of Hong Kong, Shenzhen Discussant: Jeff Harris (American University)
3:15pm - 3:30pm	Break 1 (Day 1) Location: SEC Headquarters in Washington, DC
3:30pm - 5:30pm	SEC Research Location: SEC Headquarters in Washington, DC Chair: Craig Lewis, Vanderbilt University A Simple Role for Complex Options Su Li¹, David Musto², Neil Pearson³ 1: SEC, United States of America; 2: University of Pennsylvania; 3: University of Illinois at Urbana-Champaign Discussant: Shuaiyu Chen (Purdue University) Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets Peter Dixon¹, Yashar Barardehi², Qiyu Liu¹ 1: SEC, United States of America; 2: Chapman University Discussant: Travis Johnson (University of Texas at Austin) Political Uncertainty and Capital Raising through Private Offerings Vlad Ivanov¹, Matthew Wynter² 1: SEC, United States of America; 2: Stony Brook University Discussant: Minmo Gahng (Cornell University)
5:45pm - 6:15pm	Pre-Dinner Reception Location: The Monocle Restaurant
6:15pm - 8:15pm	Dinner Location: The Monocle Restaurant

Date: Friday, 10/May/2024
8:00am - 8:45am	Registration & Breakfast (Day 2) Location: SEC Headquarters in Washington, DC
8:45am - 9:00am	Opening Remarks (Day 2) Location: SEC Headquarters in Washington, DC Commissioner Jaime Lizarraga (SEC)
9:00am - 10:30am	Corporate Finance Location: SEC Headquarters in Washington, DC Chair: Dalida Kadyrzhanova, Federal Reserve Board Bloated Disclosures: Can ChatGPT Help Investors Process Information? Alex Kim, Maximilian Muhn, Valeri Nikolaev University of Chicago, United States of America Discussant: Sean Cao (University of Maryland) Does Sustainable Investing Make Stocks Less Sensitive to Information about Cash Flows? Steffen Hitzemann³, An Qin², Stanislav Sokolinski¹, Andrea Tamoni² 1: Michigan State University, United States of America; 2: Rutgers University; 3: University of Houston Discussant: Min Park (University of Kansas)
10:30am - 11:00am	Break 1 (Day 2) Location: SEC Headquarters in Washington, DC
11:00am - 12:30pm	Market Microstructure Location: SEC Headquarters in Washington, DC Chair: Julia Reynolds, US SEC Anticompetitive Price Referencing Vincent van Kervel¹, Bart Yueshen² 1: Pontificia universidad católica de Chile, Chile; 2: Singapore Management University Discussant: Paul Barton (SEC) Learning from DeFi: Would Automated Market Makers Improve Equity Trading? Katya Malinova¹, Andreas Park² 1: DeGroote School of Business, Canada; 2: University of Toronto, Canada Discussant: Donghwa Shin (University of North Carolina)
12:30pm - 2:00pm	Lunch Keynote Address Location: SEC Headquarters in Washington, DC Commissioner Mark Uyeda (SEC)
2:00pm - 3:30pm	Financial Intermediation Location: SEC Headquarters in Washington, DC Chair: Dasol Kim, Office of Financial Research Catering through transparency: Voluntary ESG disclosure by asset managers and fund flows Marco Ceccarelli¹, Simon Glossner², Mikael Homanen^3,4 1: VU Amsterdam, Netherlands; 2: Board of Governors of the Federal Reserve System; 3: City University of London; 4: PRI Discussant: Jess Cornaggia (Pennsylvania State University) Intermediary Balance Sheet Constraints, Bond Mutual Funds’ Strategies, and Bond Returns Mariassunta Giannetti¹, Chotibhak Jotikasthira², Andreas Rapp³, Martin Waibel¹ 1: Stockholm School of Economics, Sweden; 2: Southern Methodist University; 3: Federal Reserve Board of Governors Discussant: Russ Wermers (University of Maryland)
3:30pm - 4:00pm	Break 2 (Day 2) Location: SEC Headquarters in Washington, DC
4:00pm - 5:30pm	Asset Management Location: SEC Headquarters in Washington, DC Chair: Haibei Zhao, Lehigh University Spreading Sunshine in Private Equity: Agency Costs and Financial Disintermediation Yingxiang Li University of British Columbia, Canada Discussant: Joan Farre-Mensa (University of Illinois at Chicago) The Dodd-Frank Act and Hedge Fund Operational Risk William Goetzmann¹, Bing Liang², Jue Wang² 1: Yale University; 2: University of Massachusetts Amherst Discussant: Veronika Pool (Vanderbilt University)
5:30pm - 5:45pm	Closing Remarks Location: SEC Headquarters in Washington, DC
5:45pm - 7:00pm	Informal SEC Reception Location: SEC Headquarters in Washington, DC

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