Utah Winter Finance Conference






2020 Program
Opening Reception
When: Wednesday 6:00-9:00 pm, dinner served at 6:30 pm
Location: Golden Cliff/Eagles Nest


SESSION #1 (Thursday 7:30-9:15 am MST): Asset Pricing I
Session Chair: TBD

Paper #1: Deep Learning in Asset Pricing
            -- Markus Pelger (Stanford), Luyang Chen (Stanford) and Jason Chu (Stanford)
Discussant:Bryan Kelly (Yale)

Paper #2:  Asset Pricing Under Computational Complexity
            -- Peter Bossaerts (Melbourne), Elizabeth Bowman (Melbourne), Felix Fattinger (Melbourne), Shijie                    Huang (Melbourne), Carsten Murawski (Melbourne), Anirudh Suthakar (Melbourne), Shireen Tang                  (Melbourne) and 
Nitin Yadav (Melbourne)

Discussant: Bruce Carlin (UCLA)

SESSION #2 (Thursday 5:45-7:30 pm MST): Asset Pricing II
Session Chair: TBD

Paper #1: Duration Driven Returns
               --Niels Gormsen (Univ of Chicago) and Eben Lazarus (MIT Sloan)
Discussant: Jules Binsbergen (Wharton)

Paper #2:Automation and the Displacement of Labor by Capital:Asset Pricing Theory and Empirical Evidence
               -- Jiri Knesl (University of Oxford)

Discussant: Leonid Kogan



Dinner
When: Thursday 7:30-9:30 pm, dinner served at 8:00 pm
Location: Golden Cliff/Eagles Nest


SESSION #3 (Friday 7:30-9:15 am MST): Microstructure
Session Chair: TBD

Paper #1: Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply
               -- Agostino Capponi (Columbia), Albert Menkveld (Vrije Universiteit Amsterdam) and Hongzhong                       Zhang (Columbia)
Discussant: Uday Rajan (University of Michigan)

Paper #2: Endogenous Specialization and Dealer Networks
              -- Batchimeg Sambalaibat (Indiana University)

Discussant: Burton Hollifield (Carnegie Mellon)


SESSION #4 (Friday 5:45-7:30 pm MST): Financial Intermediation
Session Chair: TBD

Paper #1: Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation
              --Yufeng Wu (Illinois Urbana Champaign), Toni Whited (Michigan), Kairong Xiao (Columbia) and                       Yifei Wang (Michigan)

Discussant: Alex Savov (NYU)

Paper #2: Financing Insurance
           -- Adriano Rampini (Duke) and S. Viswanathan (Duke)
Discussant: Peter DeMarzo (Stanford)

Dinner
When: Friday 7:30-9:30 pm, dinner served at 8:00 pm
Location: Golden Cliff/Eagles Nest


SESSION #5 (Friday 8:15-9:15 pm MST): Panel Discussion

The Future of Academic Publishing in the 21st Century

Moderator - Andrew Karolyi (Cornell)
Philip Bond (University of Washington) Co-Editor Journal of Finance
Stijn Van Nieuwerburgh (Columbia) Editor Review of Financial Studies
Toni Whited (University of Michigan) Co-Editor Journal of Financial Economics


SESSION #6 (Saturday 7:30-9:15 am MST): Corporate Investment Policy
Session Chair: TBD

Paper #1: Conflicting Priorities: A Theory of Covenants and Collateral
               -- Jason R Donaldson (Washington University), Denis Gromb (HEC Paris), and Giorgia Piacentino                     (Columbia)
Discussant: Gregor Matvos (Kellogg)

Paper #2: Asset Pricing With Endogenously Uninsurable Tail Risk
               -- Hengjie Ai (Univ of Minnesota) and Anmol Bhanderi (Univ of Minnesota)

Discussant: Jessica Wachter (Wharton)

Closing Dinner
When: Saturday 6:00 – 9:00 pm, Dinner served at 6:30 pm

Where: Twin Peaks Room (10th Floor)


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