Conference Program and Keynote Speaker

2022 VSB Mid-Atlantic Research Conference in Finance Program
March 25, 2022

8:15 a.m.

Zoom Meeting Room Opens

8:30 a.m.

Opening Remarks & Dean’s Welcome

8:40 a.m.

Financial Markets Session:  Chair: Andriy Shkilko, Wilfrid Laurier Univ.

Passive Ownership and Price Informativeness
Marco Sammon, Harvard Business School

Mina Lee, Washington Univ. in St. Louis

Does Time Priority Prevent Risk Sharing?
Corey Garriott, Montréal Exchange; Vincent van Kervel, Pontifica Universidad Católica de Chile; Marius Zoican, Univ. of Toronto

Discussant: Patrik Sandas, Univ. of Virginia

9:50 a.m.

Distinguished Speaker:  Turan Bali, Georgetown Univ.
A Factor Model for Stocks Based on Option Prices

10:20 a.m.    Break

10:35 a.m.

Financial Institutions Session:  Chair: Kris Gerardi, FRB Atlanta Minority Loan Offices and Minorities’ Access to Mortgage Credit

W. Scott Frame, FRB Dallas; Ruidi Huang, Southern Methodist Univ., Erik Mayer, Southern Methodist Univ., Adi Sunderam, Harvard Business School

Discussant: James Vickery, FRB Philadelphia

Do Mortgage Lenders Compete Locally?  Implications for Credit Access

Greg Buchak, Stanford Univ.; Adam Jørring, Boston College

Discussant: Jim Conklin, Univ. of Georgia

11:45 a.m.     Break

12 p.m.

Lunch and Keynote Speaker
William Goetzmann, Yale Univ.

Ancient and Modern Financial Tools

1 p.m.

Corporate Finance Session: 
Chair: John Hackney, Univ. of South Carolina

Remotely Productive: The Efficacy of Remote Work for Executives
Ran Duchin, Boston College; Denis Sosyura, Arizona State Univ.

Discussant: Vineet Bhagwat, George Washington Univ.

Consumer Choice and Corporate Bankruptcy
Samuel Antill, Harvard Business School; Megan Hunter, Boston College

Discussant: Ben Iverson, Brigham Young Univ.

2:45 p.m.     Break

3 p.m.

Distinguished Speaker:  Michelle Lowry, Drexel Univ.
Blurring of Lines Between Private and Public Ownership

3:30 p.m.

Investments Session: Chair: Andrea Rossi, Univ. of Arizona

Prices are Less Elastic at More Aggregate Levels
Jiacui Li, Univ. of Utah; Zihan Lin, Stanford Institute for Computational & Mathematical Engineering

Discussant: Thummim Cho, London School of Economics

The Cost of ESG Investing
Laura Lindsey, Arizona State Univ.; Seth Pruitt, Arizona State Univ.; Christoph Schiller, Arizona State Univ.

Discussant: Pedro Matos, Univ. of Virginia

4:40 p.m.

Closing Remarks and Reception

MARC Program Track Chairs:

Corporate Finance: John Hackney, University of South Carolina, Matthew Denes, Carnegie Mellon University
Financial Institutions: Atanas Mihov, Kansas University
Financial Markets / Market Microstructure: Andriy Shkilko, Wilfrid Laurier University
Investments: Andrei Gonçalves, University of North Carolina

MARC Outstanding Paper Award:




Keynote Speaker
William N. Goetzmann

William N. Goetzmann is the Edwin J. Beinecke Professor of Finance and Management Studies and Faculty Director of the International Center for Finance at the Yale School of Management. He is an expert on a diverse range of investments. His past work includes studies of stock market predictability, hedge funds and survival biases in performance measurement. His current research focuses on alternative investing, factor investing, behavioral finance and the art market.

Professor Goetzmann has written and co-authored a number of books, including Modern Portfolio Theory and Investment Analysis (Wiley, 2014), The Origins of Value: The Financial Innovations that Created Modern Capital Markets (Oxford, 2005), The Great Mirror of Folly: Finance, Culture and the Crash of 1720 (Yale, 2013) and most recently, Money Changes Everything: How Finance Made Civilization Possible (Princeton, 2016). He teaches portfolio management, alternative investments, real estate and financial history at the Yale School of Management.

The MARC Conference is organized by John Sedunov.





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