2024 Program
The Thirty-third Annual Utah Winter Finance Conference will be held February 8-10, 2024. The opening reception begins Wednesday evening, February 7th. The location is the beautiful Cliff Lodge at Snowbird.
Wednesday February 7th
Opening Reception in the Golden Cliff/Eagles Nest: 6:30 p.m. Dinner (Drinks begin at 6:00 p.m.)
Thursday February 8th
Continental Breakfast 7:00-7:30 am
Session I: ALL ABOUT EARNINGS - Thursday 7:30-9:15 am
Session Chair: Peter DeMarzo (Stanford)
The Return of Return Dominance: Decomposing the Cross-section of Prices
Authors: Ricardo De la O (USC), Xiao Han (City U London), and Sean Myers (Wharton)
Discussant: Martin Lettau (Berkeley)
Credit Information in Earnings Calls
Authors: Harry Mamaysky (Columbia), Yiwen Shen (HKUST), and Hongyu Wu (Yale)
Discussant: Mark Grinblatt (UCLA)
Light Snacks and Drinks: 5:00-5:45 pm
Session II: NEW TOOLS - Thursday 5:45-7:30 pm
Session Chair: Adriano Rampini (Duke)
Would Order-by-Order Auctions Be Competitive?
Authors: Thomas Ernst (Maryland), Chester Spatt (CMU). and Jian Sun (Singapore)
Discussant: Kerry Back (Rice)
Fundamentals of Perpetual Futures
Authors: Songrun He (Wash U), Asaf Manela (Wash U), Omri Ross (Copenhagen), and Victor Von Wachter (Copenhagen)
Discussant: Adrien Verdelhan (MIT)
Dinner in the Golden Cliff/Eagles Nest: 8:00 pm Dinner (Drinks begin at 7:30)
Friday February 9th
Continental Breakfast 7:00-7:30 am
Session III: FACTOR PRICING - Friday 7:30-9:15 am
Session Chair: Lubos Pastor (Chicago)
Corporate Bond Factors: Replication Failures and a New Framework
Authors: Jens Dick-Nielsen (Copenhagen), Peter Feldhutter (Copenhagen), Lasse Heje Pedersen (Copenhagen), and Christian Stolborg (Copenhagen)
Discussant: A. (Subra) Subrahmanyam (UCLA)
Complexity in Factor Pricing Models
Authors: Antoine Didisheim (Melbourne), Barry Ke (Yale), Bryan Kelly (Yale), and Senyon Malamud (Swiss Finance Inst)
Discussant: Jonathan Berk (Stanford)
Light Snacks and Drinks: 5:00-5:45 pm
Session IV: SOCIAL ISSUES - Friday 5:45-7:30 pm
Session Chair: Luigi Zingales (Chicago)
Author: Max Miller (HBS)
Discussant: Pietro Veronesi (Chicago)
Polarizing Corporations: Does Talent Flow to “Good” Firms?
Authors: Emanuele Colonnelli (Chicago), Tim McQuade (Berkeley), Gabriel Ramos (Imperial College), Thomas Rauter (Chicago) and Olivia Xiong (Chicago)
Discussant: Samuel Hartzmark (Boston College)
Dinner in the Golden Cliff/Eagles Nest: 8:00 pm Dinner (Drinks begin at 7:30)
Saturday February 10th
Continental Breakfast: 7:00-7:30 am
Session V: MACRO FINANCE - Saturday 7:30-9:15 am
Session Chair: Matthew Spiegel (Yale)
Asset Pricing with Optimal Under-Diversification
Authors: Vadim Elenev (John Hopkins) and Tim Landvoight (Wharton)
Discussant: Stijn Van Nieuwerburgh (Columbia)
Running Out of Time (Deposits): Falling Interest Rates and the Decline of Business Lending,
Author: Dominik Supera (Columbia)
Discussant: Uday Rajan (Michigan)
Closing Reception/Dinner in the Twin Peaks Room, Level 10: 6:30 pm (Drinks begin at 6:00 pm)
Discussion: Academic Publication in the 21st Century – Continued
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