NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Big Data: Long-Term Implications for Financial Markets and Firms

Authors Please upload your paper and slides here. Presenters Please upload your slides here.

Itay Goldstein, Chester S. Spatt, and Mao Ye, Organizers

March 8, 2019


Longfellow Room
Royal Sonesta Hotel
40 Edwin H. Land Blvd.
Cambridge, MA

Conference Code of Conduct

Thursday, March 7
7:00 pm
Dinner, Parkview Room, Royal Sonesta Hotel
Friday, March 8
8:00 am
Coffee and Pastries

FORMAT: 20 minutes for authors, 15 minutes for discussants and 5 minutes for general discussion
Financial Intermediation
8:30 am
Robert P. Bartlett III, University of California at Berkeley
Adair Morse, University of California at Berkeley and NBER
Richard Stanton, University of California at Berkeley
Nancy Wallace, University of California at Berkeley
Consumer-Lending Discrimination in the FinTech Era
Discussant: Manju Puri, Duke University and NBER
9:10 am
Michael Gofman, University of Rochester
Sajjad Jafri, Queen's University
James T. Chapman, Bank of Canada
High-Frequency Analysis of Financial Stability
Discussant: Antoine Martin, Federal Reserve Bank of New York
9:50 am
Break
Market Microstructure
10:10 am
Hedi Benamar, Federal Reserve Board
Thierry Foucault, HEC School of Management
Clara Vega, Federal Reserve Board
Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News
Discussant: Michael J. Fleming, Federal Reserve Bank of New York
10:50 am
Amber Anand, Syracuse University
Mehrdad Samadi, Southern Methodist University
Jonathan Sokobin, Financial Industry Regulatory Authority
Kumar Venkataraman, Southern Methodist University
Institutional Order Handling and Broker-Affiliated Trading Venues
Discussant: Gideon Saar, Cornell University
11:30 am
David Easley, Cornell University
Marcos Lopez de Prado, AQR
Maureen O'Hara, Cornell University
Zhibai Zhang, NYU Tandon
Microstructure in the Machine Age (slides)
Discussant: Joel Hasbrouck, New York University
12:10 pm
Lunch
Asset Pricing
1:30 pm
Jura Liaukonyte, Cornell University
Alminas Zaldokas, HKUST
Background Noise? TV Advertising Affects Real Time Investor Behavior
Discussant: Lauren Cohen, Harvard University and NBER
2:10 pm
Zheng Tracy Ke, Harvard University
Bryan T. Kelly, Yale University and NBER
Dacheng Xiu, University of Chicago
Predicting Returns with Text Data
Discussant: Tim Loughran, University of Notre Dame
2:50 pm
Break
Corporate Finance
3:10 pm
Isil Erel, Ohio State University
Léa H. Stern, University of Washington
Chenhao Tan, University of Colorado, Boulder
Michael S. Weisbach, Ohio State University and NBER
Selecting Directors Using Machine Learning
Discussant: Luigi Zingales, University of Chicago and NBER
3:50 pm
Bo Cowgill, Columbia University
Eric Zitzewitz, Dartmouth College and NBER
Stock Compensation and Employee Attention
Discussant: Antoinette Schoar, Massachusetts Institute of Technology and NBER
4:30 pm
Adjourn
 
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