Adam Smith Asset Pricing Conference
Date: Friday 16th November 2007
Venue: Imperial College Business School
This was a joint event with London Business School, London School of Economics and Oxford University.
The objective: to increase interaction between people on all continents of our planet who share an interest in asset pricing theory and empirical work, and to give young researchers an opportunity to present their research and get early feedback on their work.
The following papers were presented at the conference:
- “Arbitrage Networks” Rohit Rahi (London School of Economics) and Jean-Pierre Zigrand (London School of Economics)
- “Product Market Competition, Insider Trading and Stock Market Efficiency” Joel Peress (INSEAD)
- “Portfolio Sorts and Tests of Cross-Sectional Patterns in Expected Returns” Andrew Patton (Oxford University) and Allan Timmermann (University of California, San Diego)
- “Correlation Risk and the Term Structure of Interest Rates” Andrea Buraschi ( Imperial College Business School), Anna Cieslak (University of St. Gallen) and Fabio Trojani (University of St. Gallen)
- “Information Asymmetries, Common Factors, and International Portfolio Choice” Vicentiu M. Covrig (California State University, Northridge), Patrice Fontaine (University Pierre Mendès–France), Sonia Jimenez-Garcès (the Institut National Polytechnique de Grenoble and CERAG, the Centre d’Etudes et de Recherches Appliques `a la Gestion) and Mark S. Seasholes (Haas School of Business, Berkeley and INSEAD)
- “Default Risk, Hedging Demand and Commodity Prices” Viral V. Acharya (London Business School), Lars Lochstoer (London Business School) and Tarun Ramadorai (Oxford University)