HEC-McGill Winter Finance Workshop Here is some information about the 5th HEC-McGill Winter Finance Workshop. Date and location: Fernie (British Columbia, Canada) - February 23-26, 2017 For a second year in a row, the event will take place at Fernie, BC (Canada), which is a renowned resort for in- and out-bound skiing. National Geographic has recently ranked Fernie as the second best ski resort worldwide. The workshop will be held at the Lizard Creek Lodge situated at the base of the Fernie resort. The hotel offers ski-in, ski-out capabilities for direct access to the slopes. The closest airports are Calgary (Alberta) and Cranbrook (British Columbia). It is probably best to rent a car at Calgary Airport and to drive to Fernie (3-4h). You may also consider the shuttle service. Submission: We encourage the submission of academic papers on all facets of finance. The number of participants is limited to ensure an informal atmosphere conducive to open and lively discussion around the presented papers. Past editions of the workshop included participants from Chicago Booth, Harvard Business School, U. of Houston, Imperial College, U. of Maryland, MIT, Rochester, Toronto Rotman, UCLA, and UCSD, among others. The closing date for submissions was 10th December, 2016. Organizers: Jan Ericsson, McGill University - Department of Finance Alexandre Jeanneret, HEC Montréal - Department of Finance This event is organized by the Finance department of HEC Montréal and the Desmarais Global Finance Research Centre at McGill University. For any question, please contact Jan Ericsson (jan.ericsson@mcgill.ca) or Alexandre Jeanneret (alexandre.jeanneret@hec.ca). Program: Thursday, February 23 Implied variance and Market Index Reversal. Presented by Christopher Jones, USC Discussant: Dmitriy Muravyev, Boston College Precautionary Savings in Stocks and Bonds. Presented by Carolin Elisabeth Pflueger, UBC Discussant: Thomas Maurer, Washington U. Is there Flow-Driven Price Impact In Corporate Bond Markets? Presented by Jaewon Choi, University Of Illinois at Urbana-Champaign Discussant: David Schumacher, McGill Systematic Leverage and Liquidity. Presented by Bige Kahraman, Oxford. Discussant: Mathieu Fournier, HEC Montréal Friday, February 24 Monetary Policy and Stock Market - Time Series Evidence. Presented by Michael Weber, University of Chicago Discussant: Jens Hilscher, UC Davis Deflation, Sticky Leverage and Asset Prices. Presented by Christian Dorion, HEC Montréal Discussant: Gustavo Schwenkler, Boston University The Lost Capital Asset Pricing Model. Presented by Daniel Andrei, UCLA Discussant: Raymond Kan, U. of Toronto Leveraged Buyouts and Credit Spreads. Presented by Peter Feldhütter, LBS Discussant: Patrick Augustin, McGill Saturday, February 25 Asset Pricing Implications of Learning about Long Run Risk. Presented by Michael Hasler, University of Toronto Discussant: Ian Dew-Becker, Northwestern Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options. Presented by Neil Pearson, University Of Illinois at Urbana-Champaign Discussant: Fan Yu, Claremont Inference on Risk Premia in the Presence of Omitted Factors. Presented by Dacheng Xiu, University of Chicago Discussant: Kris Jacobs, U. of Houston Understanding the Behaviour of Distressed Stocks. Presented by Colin Ward, U. of Minnesota Discussant: Jan Ericsson, McGill
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