Conference Time: 11/Dec/2019 9:05pm
EST
Conference AgendaOverview 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).
1.7: Asset Pricing 1
Time:
Tuesday, 28/May/2019:
1:30pm - 3:15pm
Session Chair: Noah Stoffman , Indiana University
Location: Room 106
Presentations
Limits to Arbitrage in Markets with Stochastic Settlement Latency
Nikolaus Hautsch1,3 , Christoph Scheuch1,2 , Stefan Voigt1,2
1 Vienna Graduate School of Finance; 2 Vienna University of Economics and Business; 3 University of Vienna
Discussant: Chaojun Wang (The Wharton School, University of Pennsylvania)
Funding Constraints and Informational Efficiency
Naveen Gondhi, John Kuong, Sergei Glebkin
INSEAD, France
Discussant: Jayoung NAM (SOUTHERN METHODIST UNIV)
Insider Trading Under the Microscope
Andriy Shkilko
Wilfrid Laurier University, Canada
Discussant: David Cicero (Auburn University)