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).

Session Overview
4.3: Markets, Information and Returns
Wednesday, 29/May/2019:
8:30am - 10:15am

Session Chair: Adriano Rampini, Duke University
Location: Room 106

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Completing Markets with Contracts: Evidence from the First Central Clearing Counterparty

Guillaume Vuillemey1,2

1HEC Paris, France; 2CEPR

Discussant: Asaf Bernstein (University of Colorado at Boulder)

Vuillemey-Completing Markets with Contracts-105.pdf

Variation Margins, Fire Sales, and Information-Constrained Optimality

Bruno Biais2, Florian Heider1, Marie Hoerova1

1European Central Bank, Germany; 2HEC

Discussant: Eduardo Davila (Yale University)

Biais-Variation Margins, Fire Sales, and Information-Constrained Optimality-353.pdf

Why Do Option Returns Change Sign from Day to Night?

Dmitriy Muravyev, Xuechuan Ni

Boston College, United States of America

Discussant: Pavel Savor (DePaul University)

Muravyev-Why Do Option Returns Change Sign from Day to Night-126.pdf

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Conference: FIRS 2019
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