The second edition of the workshop organised in collaboration with CEPR. The workshop will have two parallel sessions on Corporate Finance (CF) and Asset Pricing (AP) in an informal and highly interactive environment. The workshop is open to high-quality theoretical and empirical research within these two broad fields.

16 May

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 housing 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

17 May

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 Geneve 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 Geneve
Demand-Based Recovery
Discussant
Alessandro Melone Ohio State

Organising Committee: Michela Altieri, Nicola Borri, Fabrizio Core, Pierluigi Murro, Andrea Polo, Francesco Sangiorgi, Paolo Santucci de Magistris, Fabiano Schivardi, Emanuele Tarantino

Further information