Jhu Carey Finance Conference

Main navigation Johns Hopkins Legacy Online programs Faculty Directory Experiential learning Career assets Alumni mentoring program Util Nav CTA CTA Breadcrumb JHU Carey Finance Conference June 1, 2018 More and more, macroeconomic outcomes are driving monetary markets, and financial markets are being acknowledged as key contributors to macroeconomic dynamics. Consequently, the standard distinction between economics and finance is dropping relevance, whereas the sphere of macrofinance is rapidly gaining prominence throughout the occupation. The 2018 JHU Carey Finance Conference “Frontiers in Macrofinance” featured presentations and discussions by world-famend researchers within the subject. 7:30-8:15 a.m.: Registration and breakfast eight:15-8:30 a.m.: Welcoming remarks by Valerie Suslow, Johns Hopkins Carey Business School. 8:30-10:15 a.m.: Session 1: Asset Prices and Firm Characteristics Chair: Xian Sun, Johns Hopkins Carey Business Size Premium Waves Presenter: Howard Kung, London Business School. Discussant: Vadim Elenev, Johns Hopkins Carey Business School. The Real Value of China's Stock Market Presenter: Jennifer Carpenter, New York University. Discussant: Hui Tong, International Monetary Fund. 10:15-10:forty five a.m.: Coffee break 10:forty five a.m.-12:30 p.m.: Session 2: Predictability Chair: Kevin Cole, Campbell & Company. Term Structure of Risk in Expected Returns Presenter: Irina Zviadadze, Swedish House of Finance. Discussant: Gregory Duffee, Johns Hopkins Krieger School of Arts and Sciences. The Economics of the Fed Put Presenter: Anna Cieslak, Duke University. Discussant: Jonathan Wright, Johns Hopkins Krieger School of Arts and Sciences. 12:30-1:00 p.m.: Buffet lunch 1:00-2:00 p.m.: Keynote Speech: Size and Value in China Chair: Federico Bandi, Johns Hopkins Carey Business School. Keynote speaker: Robert F. Stambaugh, University of Pennsylvania. 2:00-2:15 p.m.: Coffee Break 2:15-four:00 p.m.: Session three: Volatility Chair: Chris Faulkner-MacDonagh, T. Rowe Price Liquidity Creation as Volatility Risk Presenter: Alan Moreira, University of Rochester. Discussant: Zhaogang Song Volatility Risk Pass-Through Presenter: Ric Colacito, University of North Carolina. Discussant: Olivier Jeanne, Johns Hopkins Krieger School of Arts and Sciences. four:00-5:00 p.m. Wine and cheese a hundred International Drive