Department of Finance 2017 Conference

A research conference hosted by the Cameron Center for Finance and Securities Analysis and the Department of Finance at the Lundquist College of Business.

August 6-8, 2017, University of Oregon

Conference Chairs: Chris Clifford (University of Kentucky), Neal Stoughton (Vienna University of Economics and Business), Laura Field (University of Delaware)

Keynote: Mitchell Petersen (Northwestern University)


Session 1

Authors

Paper

Discussant

Bige Kahraman (University of Oxford), Heather Tookes (Yale University)

Systematic Liquidity and Leverage

Mila Getmansky Sherman(University of Massachusetts)

David C. Brown (University of Arizona), Shaun William Davies (University of Colorado)

Financing Efficiency of Securities-Based Crowdfunding

Alexander Gorbenko(University of Southern California)

Oliver Boguth (Arizona State University), Luke Stein (Arizona State University)

Tax-Timing Options and the Demand for Idiosyncratic Volatility

Daniel Bergstresser(Brandeis University)

Session 2

Authors

Paper

Discussant

Di Li (Georgia State University), Lucian A. Taylor (University of Pennsylvania), Wenyu Wang (Indiana University)

Inefficiencies and Externalities from Opportunistic Acquirers

Oliver Levine(University of Wisconsin)

Evgeny Lyandres (Boston University), Egor Matveyev (University of Alberta), Alexei Zhdanov (Pennsylvania State University)

Misvaluation of Investment Options

Andrey Malenko(Massachusetts Institute of Technology)

Barbara Bliss (University of San Diego), Joseph Engelberg (University of California, San Diego), Mitch Warachka (University of San Diego)

Do Household Financial Decisions Maximize Wealth? Evidence from Airbnb

Jonathan Reuter(Boston College)

Session 3

Authors

Paper

Discussant

James F. Albertus (Carnegie Mellon University), Andrew Bird (Carnegie Mellon University), Stephen A. Karolyi (Carnegie Mellon University), Thomas G. Ruchti (Carnegie Mellon University)

Short Selling Governance and Intrafirm Resource Allocation

Mitchell Petersen(Northwestern University)

Huijun Wang (University of Delaware), Jianfeng Yu (University of Minnesota, Tsinghua University), Shen Zhao (Chinese University of Hong Kong)

Time-Varying Demand for Lottery: Speculation Ahead of Earnings Announcements

Veronika Pool(Indiana University)

Guanhao Feng (University of Chicago), Stefano Giglio (University of Chicago), Dacheng Xiu (University of Chicago)

Taming the Factor Zoo

Chen Xue(University of Cincinnati)


Program Co-chairs

Brandon Julio
Assistant Professor of Finance
541-346-4449 | bjulio@uoregon.edu

Youchang Wu
Associate Professor of Finance
541-346-5126 | ywu2@uoregon.edu

Program Committee

Vineet Bhagwat
John Chalmers
Diane Del Guercio
Ro Gutierrez
Xiaoding Liu
Steve McKeon
Robert Ready
Albert Sheen
Jay Wang