Program
The program has been slightly revised due to a cancellation on July 18.
Friday, July 25
Junior Session — Pre-session to Workshop 10:00–12:15
PhD Student Session 10:00–11:00
Chair: Mitsuru Katagiri (Waseda University)
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10:00
10:20 Sentiment-Driven IPO Mispricing Even in Almost Perfect Markets: Experimental Evidence
Wang Jingru (Waseda University) -
10:20
10:40 Trade Network Position and Home-Currency Invoicing
Pham Thi Quynh Lien (Waseda University) -
10:40
11:00 The Cross-Section of Nonprofit Financing
Abel Gonzales-Hishinuma (HEC Paris)
11:00
11:15 Break
11:15 Break
Junior Faculty Session 11:15–12:15
Chair: Yoshio Nozawa (University of Toronto)
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11:15
11:45 Weighting for Performance
Taisei Noda (NUCB) -
11:45
12:15 Transaction Costs and Endogenously Slow-Moving Arbitrage Capital
Won-chang Choi (Yonsei University)
12:15
13:25 Lunch Break
13:25 Lunch Break
13:25
13:30 Opening Remark — Hideaki Miyajima (Waseda University)
13:30 Opening Remark — Hideaki Miyajima (Waseda University)
Session 1 13:30–14:50
Chair: Shinichi Hirota (Waseda University)
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13:30
14:10 Belief Distortions and Endogenous Risk Aversion
Adem Atmaz (Purdue University) -
14:10
14:50 Shades of Attention and Stock Price Dynamics
Diego Garcia (University of Colorado Boulder)
14:50
15:05 Break
15:05 Break
Session 2 15:05–15:45
Chair: Konari Uchida (Waseda University)
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15:05
15:45 Climate Risk Pricing
Nichole Garleanu (Washington University in St. Louis)
15:45
16:00 Break
16:00 Break
Keynote 1 16:00–17:00
Chair: Alex Dickerson (University of New South Wales)
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16:00
17:00 Asset Embeddings
Motohiro Yogo (Princeton University)
18:00 Conference Dinner — Pizzeria Takata Bokusya
Saturday, July 26
Keynote 2 10:00–11:00
Chair: Charles Martineau (University of Toronto)
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10:00
11:00 Renewable Asset Price Volatility and Its Implications for Decarbonization
Harrison Hong (Columbia University)
11:00
11:10 Break
11:10 Break
Session 3 11:10–12:30
Chair: Yasuhiro Arikawa (Waseda University)
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11:10
11:50 Misconduct by Insurance Agents
Stephen Dimmock (National University of Singapore) -
11:50
12:30 Nonlinearities in Passive Demand Shocks: An Explainable AI Approach to the Bank of Japan's ETF Purchases
Junnosuke Shino (Waseda University)
12:30
13:30 Lunch Break
13:30 Lunch Break
Session 4 13:30–14:50
Chair: Katsumasa Nishide (Waseda University)
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13:30
14:10 Direct Indexing and the Limits of ETF Tax Efficiency
Thomas Ernst (University of Maryland) -
14:10
14:50 Asset Pricing and Risk Sharing in Electricity Futures Markets
Sophie Moinas (Toulouse School of Economics)
14:50 Closing Remark — Yasuhiko Tanigawa (Waseda University)