Luiss Finance Workshop
The second edition of the workshop, organized in collaboration with CEPR. The workshop will feature two parallel sessions on Corporate Finance (CF) and Asset Pricing (AP), held in an informal and highly interactive environment. The workshop welcomes high-quality theoretical and empirical research within these two broad fields.
May 16
2:20 pm Keynote address – Room TD0
Sydney C. Ludvigson, New York University
What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market
3:15 pm CORPORATE FINANCE - ROOM TD2A
Marco Grotteria, London Business School
The effects of environmental health risks on home values and minorities
Discussant
Huan Tang, Wharton
3:15 pm ASSET PRICING - ROOM TD2B
Enrique Sentana CEMFI
Sieve Managed Portfolios
Discussant
Mirco Rubin EDHEC
3:55 pm Coffee Break - Room TDE
4:15 pm CORPORATE FINANCE - ROOM TD2A
Enrico Sette Bank of Italy Corporate Runs and Credit Reallocation
Discussant
Roberto Steri, University of Luxembourg
Niklas Amberg, Sveriges Riksbank
Banking Without Branches
Discussant
Dominik Damast, University of Bonn
4:15 pm ASSET PRICING - ROOM TD2B
Andrea Xu, EPFL
Large (and Deep) Factor Models
Discussant
Giuseppe Ragusa, Sapienza University of Rome
Majo Arteaga-Garavito, Bocconi
International Climate News
Discussant
Juri Marcucci, Bank of Italy
May 17
9:30 am Keynote address – Rome TD0
Victoria Ivashina, Harvard Business School
Corporate Debt, Boom-Bust Cycles, and Financial Crises
10:25 am CORPORATE FINANCE - ROOM TD2A
Matteo Crosignani, Federal Reserve Bank of New York
How do supply shocks to inflation generalize? Evidence from the pandemic era in Europe
Discussant
Mikhail Mamonov, Toulouse Business School
10:25 am ASSET PRICING - ROOM TD2B
Yukun Liu, University of Rochester
One Factor to Bind the Cross-Section of Returns
Discussant
Fabio Trojani, University of Geneva and Swiss Finance Institute
11:00 am Coffee Break - Room TDE
11:25 am CORPORATE FINANCE - ROOM TD2A
Patrick Coen, Toulouse School of Economics
Collateral Demand in Wholesale Funding Markets
Discussant
Edoardo Rainone, Bank of Italy
Caterina Mendicino, European Central Bank
The Foreign Liability Channel of Bank Capital Requirements
Discussant
Raoul Minetti, Michigan State University
11:25 am ASSET PRICING - ROOM TD2B
Raman Uppal, EDHEC
Cross-Sectional Asset Pricing with Unsystematic Risk
Discussant
Benjamin Holcblat, University of Luxembourg
Alessandro Criscini, University of Geneva
Demand-Based Recovery
Discussant
Alessandro Melone, Ohio State
Organizing Committee: Michela Altieri, Nicola Borri, Fabrizio Core, Pierluigi Murro, Andrea Polo, Francesco Sangiorgi, Paolo Santucci de Magistris, Fabiano Schivardi, Emanuele Tarantino