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
Session
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

1Vienna Graduate School of Finance; 2Vienna University of Economics and Business; 3University 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)