Jackson Hole Finance Group10th Jackson Hole Finance ConferenceJackson Hole, WY January 16-18, 2016
Jointly sponsored by Wells Fargo Center for Corporate Finance and SFS |
Conference Organizers Paolo Fulghieri, Diego Garcia, and Anil Shivdasani University of North Carolina at Chapel Hill Conference Venue Snake River Lodge & SPA 7710 Granite Loop Road Teton Village, WY 83025
Program Committee Jonathan Berk, Stanford University Paolo Fulghieri, University of North Carolina Diego Garcia, University of North Carolina & University of Colorado Mark Grinblatt, UCLA Deborah Lucas, Massachusetts Institute of Technology Lubos Pastor, University of Chicago Anil Shivdasani, University of North Carolina
Matt Spiegel, Yale University
Anjan Thakor, Washington University
Contact for Administrative Questions Marion Strandh
Program Manager
UNC’s Kenan-Flagler Business School
CB #3490 4100 McColl Bldg.
Chapel Hill, NC 27599
(O) 919-962-3174
(C) 919-452-3996
(Fax) 919-962-2068
Schedule
Friday, January 15, 2016 5:30 – 6:30 p.m. Wine & cheese Reception (Apres Vous) Saturday, January 16, 2016 7:00 a.m. – 7:30 a.m. Breakfast 7:30 a.m. – 8:30 a.m.. Session 1: Opening Session Session Chair: Anjan Thakor When is the price of risk high by Alan Moreira and Tyler Muir 5:00 – 6:30 p.m. Session 2: Arbitrage Session Chair: Lubos Pastor The paradox of financial fire sales and the role of arbitrage capital by James Dow & Jungsuk Han Influencing Control: Jawboning in Risk Arbitrage by Wei Jiang, Tao Li & Danqing Mei 6:45 p.m. – 8:30 p.m. Conference dinner Sunday, January 17, 2016 7:00 a.m. – 7:15 a.m. Breakfast 7:15 a.m. – 8:45 a.m. Session 3: Banking Session Chair: Mark Grinblatt Warehouse Banking by Jason Roderick Donaldson, Giorgia Piacentino & Anjan Thakor Monetary Stimulus and Bank Lending by Indraneel Chakraborty, Itay Goldstein & Andrew MacKinlay 5:00 – 6:30 p.m. Session 4: Institutions Session Chair: Deborah Lucas
Family Descent as a Signal of Managerial Quality: Evidence from Mutual Funds by Oleg Chuprinin & Denis Sosyura
It Depends on Where You Search: A Comparison of Institutional and Retail Attention by Azi Ben-Rephael, Zhi Da & Ryan D. Israelsen
Monday, January 18, 2016
7:00 a.m. – 7:15 a.m. Breakfast 7:15 a.m. – 8:45 a.m. Session 5: Frictions Session Chair: Matthew Spiegel Income Inequality And Asset Prices Under Redistributive Taxation by Lubos Pastor & Pietro Veronesi Multiple Equilibria in Noisy Rational Expectations Economies by Dömötör Pálvölgyi & Gyuri Venter JH Weather:
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