Conference

The 5th BI-SHoF Conference

The Centre for Asset Pricing Research (CAPR) at BI Norwegian Business School is hosting the 5th BI-SHoF conference in asset pricing and financial econometrics in Oslo.

BI Norwegian Business School is hosting the 5th BI-SHoF conference on asset pricing and financial econometrics in Oslo. The organizer is the Center for Asset Pricing Research (CAPR) at the Department of Finance. The BI-SHoF conference is a collaboration between BI and the Swedish House of Finance alternating between Oslo or Stockholm.

Organizers: Tatyana Marchuk, Adrien d’Avernas, Alessandro Graniero, Patrick Konermann, and Riccardo Sabbatucci.

Practical information

  • Time:Tuesday, 11 June 2019 08:30 - Wednesday, 12 June 2019 14:00
  • Place:BI Norwegian Business School. Campus Oslo, Auditorium A2-080
  • Price:There is no participation fee

Lunch is open to all participants.

Conference dinner is by invitation only.

 

Each paper has 45 minutes, which are divided as follows:

30 minutes for the presentation

10 minutes for the discussant

5 minutes for the presenter to reply to the discussant, and take questions from the audience.

Programme

  • Time
  • Title
  • Speakers
  • Tuesday, June 11

  • Registration and welcome address

  • Session 1. Chair: Paul Ehling (BI)

  • The Impact of Pensions and Insurance on Global Yield Curves

    Discussant: Sven Klingler (BI)

  • Default Risk and the Pricing of U.S. Sovereign Bonds

    Discussant: Espen Henriksen (BI)

  • Coffee break

  • Session 2. Chair: Ben Yang (BI)

  • The Benchmark Inclusion Subsidy

    Discussant: Costas Xiouros (BI)

  • Shorting in Speculative Markets

    Discussant: Patrick Konermann (BI)

  • Lunch

  • Session 3. Chair: Samuli Knüpfer (BI)

  • Technological Innovation and the Distribution of Labor Income Growth

    Discussant: Rui Silva (LBS)

  • Risk Exposure to Investment Shocks: A New Approach Based on Investment Data

    Discussant: Alessandro Graniero (BI)

  • Coffee break

  • Session 4. Chair: Ilan Cooper (BI)

  • Estimating The Anomaly Base rate

    Discussant: Andrea Tamoni (LSE)

  • Conference dinner (by invitation only)

    Departure from the lobby of the Thon Hotel Storo. For those going on their own, please be at Ekebergrestauranten before 19:30.

  • Wednesday, June 12

  • Coffee

  • Session 5. Chair: Dagfinn Rime (BI)

  • Granular Instrumental Variables

    Discussant: Jens Kværner (Tilburg)

  • Fundraising in the Hedge Fund Industry

    Discussant: TBA

  • Coffee break

  • Session 6. Chair: Øyvind Norli (BI)

  • Uncertainty-Induced Reallocations and Growth

    Discussant: Iván Alfaro (BI)

  • Size Premium Waves

    Discussant: Tatyana Marchuk (BI)

  • Lunch