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Research on finance is done at UC Davis at the Graduate
School of Management, the Department of Economics, and
the Department of Agricultural and Resource Economics.
The aim of the UC Davis Finance Research Day is to pull
researchers from all three parts of the campus together.
Please register so that we can plan lunch accordingly.
We are grateful for financial support by Tim McCarthy,
'73. |
Morning Session I 9:30 - 10:00 am: Nicolas Caramp, Department of Economics (with Andres Sarto, IUIC, and Dejanir H. Silva, Purdue University), "Monetary Policy, Treasury Convenience, and Asset Prices " 10:00 - 10:30 am: Keer Yang, Graduate School of Management (with Sean Cao, University of Maryland, Junyoung Park, Auburn University, Ling Xue, University of Georgia), "When Do AI and Emerging Technologies Shape Climate Investment?" 10:30 - 11:00 am: Coffee break Morning Session II 11:00 - 11:30 am: Ina Simonovska, Department of Economics (with Gonsalo Basante, University of New Hampshire), "Contract Enforcement and Young Firm Capital Structure: A Global Perspective" 11:30 am - 12:00 pm: Robert Marquez and Oliver Rubel, Graduate School of Management, "Technology Risk and the Design of Incentives" 12:00 - 1:30 pm: Lunch break Afternoon Session I 1:30 - 2:00 pm: Brad M. Barber, Graduate School of Management (with Rongtai Chu, Guanghua School of Management, Peking University, Yu-Jane Liu, Guanghua School of Management, Peking University, Terrance Odean, Haas School of Business, UC Berkeley, and Yushui Shi, Monash University), "Mired in Losses: How the Disposition Effect Depresses Purchase Behavior" 2:00 - 2:30 pm: Gleb Kozliakov, Emile A. Marin, Sanjay R. Singh, Department of Economics, "Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Redux" 2:30 - 3:00 pm: Coffee break Afternoon Session II 3:00 - 3:30 pm: Ayung Tseng and Chengyee Janie Chang, Graduate School of Management, "Validating GenAI Work: Expert Quality Assurance in Contract Analysis" 3:30 - 4:00 pm: Emile Marin and YiJong Jung, Department of Economics, "Looking for Risk: Asset Pricing Bounds and the Wealth Share" Past events
May 7, 2025
Keer Yang, Graduate School of
Management (with Murray Z. Frank, University of
Minnesota), "Diverging Paths: Productivity and the Financing
Choices of Small Versus Large Firms"
Jens Hilscher, Department of Agricultural & Resource Economics (with Kyle Nabors, University of California, Davis, and Alon Raviv, Bar-Ilan University), "Information in Central Bank Sentiment: An Analysis of Fed and ECB Communication" Andres Cavajal, Department of Economics (with Hang Zhou,Shanghai University of Finance and Economics), "Learning to Bet (Rationally) with Logs" Nicolas Caramp, Department of Economics (with Athanasios Geromichalos, University of California, Davis, Sukjoon Lee, New York University - Shanghai, and Yijing Wang, Massey University), "Why do (so many) corporate bonds pay coupons?" Ayako Yasuda, Graduate School of Management (with Vikas Agarval, Georgia State University, Brad Barber, University of California, Davis, Si Cheng, Syracuse University, Allaudeen Hameed, National University of Singapore, Harshini Shanker, London Business School), "Do Investors Overvalue Startups? Evidence from the Junior Stakes of Mutual Funds" Ayung Tseng, Graduate School of Management, "R&D Accounting and Innovation Signaling: Insights from Japan’s Pre-Regulation Era" Burkhard C. Schipper, Department of Economics, "Bid-Ask Spreads under Unawareness" April 19, 2024 Keer Yang, Graduate School of Management (with Murray Z. Frank, University of Minnesota, and Jing Gao, University of Minnesota), "Behavioral Machine Learning: Do Computer Predictions of Corporate Earnings Also Overreact?" Emile Marin, Department of Economics, and Sanjay Singh, Department of Economics & Federal Reserve Bank of San Francisco, "Low Risk Sharing with Many Assets" Jens Hilscher, Department of Agricultural & Resource Economics (with Stephen G. Cecchetti, Brandeis International Business School), "Fiscal Consequences of Central Bank Losses" Xinlei Li, Graduate School of Management, "Lender-Borrower Interactions and Loan Contracting Decisions" Andres Carvajal, Department of Economics (with Keisuke Teeple, University of Waterloo), "Memorable Events in Financial Markets" Nicolas Caramp, Department of Economics (with Dejanir H. Silva, Purdue University), "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity" Ayung Tseng, Graduate School of Management (with Gil Sadka, University of Texas at Dallas, and Ronnie Sadka, Boston University), "The Rising Importance of Aggregate Earnings for Asset Prices", Joe Chen, Graduate School of Management, "(Follow-up to) Currency Investing Throughout Recent Centuries" Burkhard C. Schipper, Department of Economics (with Hang Zhou, Shanghai University of Finance and Economics), "Voluntary Disclosure of Insiders' Awareness" |