Yale Doctoral Fall Finance Conference 2018

The Yale Doctoral Fall Finance Conference draws top doctoral students to present their research in various fields of finance.  The goal of the conference is to foster an environment to promote an interaction amongst doctoral student researchers and to provide feedback for students presenting their work.

Register to attend the conference on Friday, November 9, 2018.

Speakers

• Kaushik Vasudevan

  Conference Organizer
  

  Kaushik Vasudevan a second-year PhD student in financial economics at Yale University. His research interests include asset pricing and financial intermediation. Prior to his doctoral studies, he worked as a research associate at AQR Capital Management and received an AB in Statistics and Economics from the University of Chicago.

• Isha Agarwal

  Presenter
  

  Isha Agarwal is a PhD candidate in the Department of Economics at Cornell University. Her research lies at the intersection of macroeconomics and finance. In particular, her work focuses on understanding the role of banks in the transmission of macroeconomic shocks to the real economy. Her recent work on financial sector development in India was covered by Bloomberg and other online media. In summer 2016, she did an internship at the International Monetary Fund, where she studied the effect of commodity price shocks on bank credit in developing countries. She has been a recipient of the L.R. "Red" Wilson MA 67' Excellence in Economics Medal at Cornell University.

• Christopher Anderson

  Presenter
  

  Chris Anderson is a PhD candidate at Harvard University where he studies asset pricing. His research interests include intermediary asset pricing and behavioral finance. Before coming to Harvard, Chris worked as a research assistant at the Federal Reserve Board and attended UC Berkeley.

• Francesco Celentano

  Presenter
  

  Francesco Celentano is a PhD student in the Joint Economics and Finance PhD program at the University of Wisconsin-Madison. He received a bachelor degree in Economics and a master degree in Economics and Finance, both from University of Naples Federico II. His research interests are corporate finance, agency conflicts and financial intermediation.

• Jose Gallegos

  Presenter
  

  José’s interests are mainly in macroeconomics. He holds a B.A. in Economics from Universidad Complutense, a M.Sc. in Economics from Universidad Carlos III and is a PhD student at the IIES, Stockholm University. At the IIES, he mainly works on fiscal and monetary policy in HANK models, both theoretically and empirically. Among his interests, you will also find behavioral macro.

• Peter Hansen

  Presenter
  

  Peter Hansen is a PhD candidate in Finance at the MIT Sloan School of Management. His research interests include corporate finance theory, behavioral asset pricing, and financial econometrics. Prior to attending MIT, he received a B.Sc. in Mathematics and an M.Sc. in Statistics from the University of Chicago.

• Maziar Kazemi

  Presenter
  

  Maziar is a fourth year PhD candidate in Financial Economics at MIT, Sloan School of Management. His research interests lie in asset pricing, macrofinance, and applied time series econometrics. Maziar is currently working on projects on semi-parametric estimation of factor risk-premia, the welfare effects of asset management in general equilibrium, the costs of labor vacancy postings, and effects of macroeconomic uncertainty on labor vacancy postings. Before MIT, he graduated in 2013 from Vassar College in Poughkeepsie, NY, with a BA in Economics and Mathematics and spent two years working as a Senior Research Assistant at the Board of Governors of the Federal Reserve System in Washington, D.C.

• Jiri Knesl

  Presenter
  

  Jiri Knesl is a PhD candidate in Finance at the University of British Columbia. His research interests include asset pricing, macro finance and innovation. He is currently working on how technological progress interacts with financial and labor markets and generates labor income risk and different dynamics of asset prices. This research creates a theoretical and empirical link between aggregate prices of capital goods, job displacement risk and dynamics of stock returns. He is interested in asset pricing models with heterogeneous agents, estimation of risk, dynamics of asset prices and return predictability. Jiri has worked as a research assistant for Professor Carolin Pflueger on projects investigating the effects of monetary policy on the riskiness of financial assets. Prior to starting the PhD program, he obtained two master degrees from the Vienna University of Economics and Business with the highest distinction.

• Mark Rempel

  Presenter
  

  Mark is a PhD student in the Joint Economics and Finance PhD program at the University of Wisconsin-Madison. Prior to this he was an Economist/Analyst with over three years experience in a research division of the Bank of Canada. His research examines the structure of financial markets / institutions and their implications on the broader economy.

• Joy Tong

  Presenter
  

  Joy (Tianjiao) Tong is a PhD candidate in Finance at Duke University, Fuqua School of Business. Her research interests include labor and finance, innovation, and interactions between product and capital market. Before Duke, she received a BS in mathematics and economics from University of Toronto.

• He Yang

  Presenter
  

  He Yang is a PhD candidate in economics at Harvard University. Her research interests are in finance and development, asset pricing, and economic networks. Prior to graduate school, she worked as a research assistant at JPAL and Columbia Business School. She obtained her BS in economics and applied mathematics at the University of Michigan, Ann Arbor.

Additional Information

• Friday, November 9, 2018

  8:30am	Registration and Breakfast outside Classroom 4210
  Session 1:	Asset Pricing
  9:00am	Technological Shocks, Automation, and Asset Pricing Jiri Knesl, University of British Columbia
  9:30am	Semi-Parametric Estimation of Factor Risk Premia Maziar Kazemi, Massachusetts Institute of Technology
  10:00am	Consumption-Based Asset Pricing without Optimal Consumption Choice Christopher Anderson, Harvard University
  10:30am	Break
  Session 2:	Corporate Finance
  11:00am	Public Listing Choice with Persistent Hidden Information Francesco Celentano & Mark Rempel, University of Wisconsin-Madison
  11:30am	Health Care Costs and Corporate Investment Joy Tong, Duke University
  12:00pm	Buffet lunch outside of Classroom 4210
  1:30pm	Leverage and Cash Dynamics without Commitment Peter Hansen, Massachusetts Institute of Technology
  Session 3:	Banking and Monetary Policy
  2:00pm	Monetary Policy and the Wealthy Hand-to-Mouth José Gallegos, Stockholm University
  2:30pm	Break
  3:00pm	National Banks and the Local Economy He Yang, Harvard University
  3:30pm	Currency Exposure of Banks and the Transmission of Exchange Rate Shocks: Evidence from Switzerland Isha Agarwal, Cornell University
  4:00pm	Conference Adjourns

  
  Questions? Contact: doctoralfallfinance@yale.edu