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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.
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Morning Session I 9:00 - 9:30 am "Behavioral Machine Learning: Do Computer Predictions of Corporate Earnings Also Overreact?", Keer Yang, Graduate School of Management (with Murray Z. Frank, University of Minnesota, and Jing Gao, University of Minnesota) 9:30 - 10:00 am "Low Risk Sharing with Many Assets", Emile Marin, Department of Economics, and Sanjay Singh, Department of Economics & Federal Reserve Bank of San Francisco 10:00 - 10:30 am "Fiscal Consequences of Central Bank Losses", Jens Hilscher, Department of Agricultural & Resource Economics (with Stephen G. Cecchetti, Brandeis International Business School) 10:30 - 11:00 am Coffee break Morning Session II 11:00 - 11:30 am "Lender-Borrower Interactions and Loan Contracting Decisions", Xinlei Li, Graduate School of Management 11:30 - 12:00 pm "Memorable Events in Financial Markets", Andres Carvajal, Department of Economics (with Keisuke Teeple, University of Waterloo) 12:00 - 12:30 pm "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity", Nicolas Caramp, Department of Economics (with Dejanir H. Silva, Purdue University) 12:30 - 2:00 pm Lunch break Afternoon Session 2:00 - 2:30 pm "The Rising Importance of Aggregate Earnings for Asset Prices", Ayung Tseng, Graduate School of Management (with Gil Sadka, University of Texas at Dallas, and Ronnie Sadka, Boston University) 2:30 - 3:00 pm "(Follow-up to) Currency Investing Throughout Recent Centuries", Joe Chen, Graduate School of Management 3:30 - 4:00 pm "Voluntary Disclosure of Insiders' Awareness", Burkhard C. Schipper, Department of Economics (with Hang Zhou, Shanghai University of Finance and Economics) |