2014 Annual Meetings
2014 Annual Meetings
June 25-28, 2014

EFM "Merton H. Miller" Doctoral Student Seminar Keynote Lecture Presentations

June 25-28, 2014
8:15-9:30 1st Keynote Lecture: Professor Alon Brav, Duke University
Title of Lecture: Hedge Fund Activism

18:00-19:00 2nd Keynote Lecture: Amit Goyal , University of Lausanne
Title of Lecture: Crose-sectioan Regressions in Asset Prices

EFMA2014 Special Session Presentations

June 25, 2014, Wednesday, 08:15-09:30

EFMA2014 Special Session: "Hedge Fund Activism"

Organizer/Moderator: Professor Alon Brav, Duke University
Session Room: Aula TL

Hedge Fund Activism in Europe
Marco Becht, Université Libre de Bruxelles

The Shareholder Activism Preferences of Institutional Investors
Zacharias Sautner, Frankfurt School of Finance & Management

Moral Hazard, Informed Trading, and Stock Prices
Vyacheslav Fos, University of Illinois

"The Role of Hedge Funds in the Price Formation Process"
Charles Cao, Yong Chen, Bing Liang, UMass Amherst, and Will Goetzmann

EFMA2014 Special Session: "Interest Rates and the Macroeconomy"

Organizer/Moderator: Professor Andrea Buraschi, Imperial College Business School

"Monetary Policy and Bond Risk Premia"
Andrea Buraschi, Imperial College Business School

"Expected inflation and other determinants of Treasury yields"
Gregory Duffee, John Hopkins University

"Monetary Policy Drivers of Bond and Equity Risks"
Luis M. Viceira, Harvard Business School

"Learning the Dynamics of U.S. Treasury Yields With an Aribitrage-free Term Structure Model"
Ken Singleton, Stanford University

EFMA2014 Special Session: "Commodity Markets: Current Developments"

Organizer/Moderator: Professor George Skiadopoulos, QMUL & University of Piraeus

"The Role of Hedgers and Speculators in Liquidity Provision to Commodity Futures Markets"
K. Geert Rouwenhorst, Yale School of Management, Ke Tang and Wenjin Kang

"Are Commodities Special? Evidence from a Parametric SDF Analysis"
Massimo Guidolin, Bocconi University and Manuela Pedio

"Sorting out Commodity Futures"
Frans .A. de Roon, Tilburg University

"Exploration Activity, Long Run Decisions, and Roll Returns in Energy Futures"
Alexander David, University of Calgary

EFMA2014 Keynote Speaker

Keynote Speaker: Professor Gary B. Gorton, Yale School of Management
Title: "The Flight from Maturity"
Keynote Room: Bank of Italy – Centro Donato Menichella