QRFE Asset Pricing Workshop

Programme

Friday 2nd June

08:00-08:30    Coffee and Registration

08:30-09:30    Keynote Speaker: Vikas Agarwal (Georgia State University)

09:30-10:30    Pasquale Della Corte (Imperial College Business School)                           

Expected Currency Returns and the Term Structure of Risk Preferences

10:30-11:00    Coffee

11:00-12:00    Irina Zviadadze (HEC Paris)

What is Missing in Asset-Pricing Factor Models.

12:00-13:00    Lunch

13:00-14:00    Constantinos Antoniou (Warwick Business School)                            

Subjective Extremeness: Contrast Effects in the Perception of Stock Returns