Conference Program

Day 1: August 23

  • 08:30 – 08:40 | Greetings | Congress house, Garmisch-Partenkirchen
  • 08:40 – 09:20 | "A Transaction Cost Perspective on Option Anomalies" (James O`Donovan, Gloria Yang Yu), Discussant: Ilias Filippou
  • 09:20 – 10:00 | "Forecast Agnostic Portfolios""(Hongye Guo, Jessica Wachter), Discussant: Petra Sinagl
  • 10:00 – 10:40 | Coffee Break
  • 10:40 – 11:20 | "Hard to Process: Atypical Firms and the Cross-Section of Expected Returns" (Sebastian Weibels), Discussant: Esad Smajlbegovic
  • 11:20 – 12:00 | "Dealer Vanna and Event-Window Price Pressure" (Julian Terstegge), Discussant: Julian Thimme
  • 12:00 – 13:30 | Lunch Break
  • 13:30 – 14:10 | "Advising the Advisors: Evidence from ETFs" (Jonathan Brogaard, Nataliya Gerasimova, Ying Liu), Discussant: Anna Helmke
  • 14:10 – 14:50 | "Are New Technologies Replacing the Information Produced by Financial Markets?" (Laurent Fresard, Marco Zanotti), Discussant: David Streich
  • 14:50 – 15:20 | Coffee Break
  • 15:20 – 16:00 | "Dinner Table Alphas" (Sean Cao, Huaizhi Chen, Lauren Cohen, Hugo Zhao), Discussant: Juha Joenväärä
  • 16:00 – 16:40 | "The Impact of Active Managers on the Pricing of Underlying Assets in ETFs" (Charles Trzcinka, Ziwei Zhao), Discussant: Thomas Marta
  • 19:00 – 22:00 | Conference Dinner | Hotel Garmischer Hof


Day 2: August 24

  • 09:30 – 10:00 | Greetings | Kreuzjochhaus, Garmisch-Partenkirchen 
  • 10:00 – 10:40 | "A Credit-Risk Explanation for Momentum" (Thomas Grünthaler, Alberto Manconi, Frans A. de Roon, Zhaneta K. Tancheva), Discussant: Adam Upenieks
  • 10:40 – 11:20 | "Complexity Breaks Arbitrage Pricing Theory" (Carter Davis, Alejandro Lopez Lira), Discussant: Jeremias Huber 
  • 11:20 – 11:40 | Coffee Break 
  • 11:40 – 12:20 | "Persistent Anomalies and Nonstandard Sharpe Ratios" (Guillaume Coqueret, Christophe Perignon), Discussant: Stefan Voigt
  • 12:20 – 13:30 | Lunch Break 
  • 13:30 – 14:10 | "The Golden CAPM" (Michael Hasler, Constantin Stici), Discussant: Christian Wagner 
  • 14:10 – 14:30 | Coffee Break 
  • 14:30 - 16:00 | Academic Keynote: Richard Evans


Day 3: August 25

  • 08:30 – 08:40 | Greetings | Congress house, Garmisch-Partenkirchen
  • 08:40 – 09:20 | "Doing Good by Doing Nothing? Passive Ownership and Environmental Performance" (Vidhan Go, Daniel Schmidt, Theresa Spickers, Daniel Urban), Discussant: Marco Ceccarelli
  • 09:20 – 10:00 | "Green Waste" (Tom Meling, Morten Grindaker, Magne Mogstad, Ingvil Gaarder), Discussant: Karoline Bax
  • 10:00 – 10:40 | "Timing the News" (Elizabeth Berger, David de Angelis, Steffen Hitzemann, Praveen Kumar), Discussant: Julia Meyer
  • 11:00 – 18:00 | Optional Outdoor Activities