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students in audience

Yale Doctoral Fall Finance Conference 2018

Friday, Nov 9 2018 at 8:00 am - 4:00 pm EST

165 Whitney Ave
New Haven, CT 06511
United States

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.


  • 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


    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


    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


    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


    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


    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


    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


    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


    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


    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


    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


    Registration and Breakfast outside Classroom 4210

    Session 1:

    Asset Pricing


    Technological Shocks, Automation, and Asset Pricing

    Jiri Knesl, University of British Columbia


    Semi-Parametric Estimation of Factor Risk Premia

    Maziar Kazemi, Massachusetts Institute of Technology


    Consumption-Based Asset Pricing without Optimal Consumption Choice

    Christopher Anderson, Harvard University



    Session 2:

    Corporate Finance


    Public Listing Choice with Persistent Hidden Information

    Francesco Celentano & Mark Rempel, University of Wisconsin-Madison


    Health Care Costs and Corporate Investment

    Joy Tong, Duke University


    Buffet lunch outside of Classroom 4210


    Leverage and Cash Dynamics without Commitment

    Peter Hansen, Massachusetts Institute of Technology

    Session 3:

    Banking and Monetary Policy


    Monetary Policy and the Wealthy Hand-to-Mouth

    José Gallegos, Stockholm University




    National Banks and the Local Economy

    He Yang, Harvard University


    Currency Exposure of Banks and the Transmission of Exchange Rate Shocks: Evidence from Switzerland

    Isha Agarwal, Cornell University


    Conference Adjourns

    Questions? Contact: