Wabash River Finance Conference

The Wabash River Finance Conference will be held on August 15-16, 2024. This is an annual conference that includes faculty from Purdue University, Indiana University, Notre Dame and University of Illinois, Urbana-Champaign.

Agenda

Rawls Hall

100 S. Grant St. West Lafayette, Indiana 47907

Thursday, August 15th, 2024

12:00pm - Check-in and Lunch (Rawls Hall 4054)

1:00pm - Session 1 (Rawls Hall 3058)

Session Chair: Huseyin Gulen (Purdue)

"The Statistical Limit of Arbitrage", Rui Da (Indiana)

Discussant: Adem Atmaz (Purdue)

"Do Active Funds Do Better in What They Trade",

John Shim (Notre Dame)

Discussant: Andrew Ellul (Indiana)

2:40pm - Break (Rawls Hall 4054)

3:00pm - Session 2 (Rawls Hall 3058)

Session Chair: Eitan Goldman (Indiana)

"Unveiling Mutual Funds' Securities Lending Strategies: Value versus Volume", Shuaiyu Chen (Purdue)

Discussant: Rafael Zambrana (Notre Dame)

"Estimation of High-Dimensional Diffusions via ItoMode Automatic Differentiation", Victor Duarte (Illinois)

Discussant: Andrea Tamoni (Notre Dame)

4:40pm - Break (Rawls Hall 4054)

4:45pm - Conference Photo (Rawls Hall Stairs)

5:00pm - Early Ideas (Rawls Hall 3058)

Session Chair: Adem Atmaz (Purdue)

Presenters:

"The Rise of Non-Banks in Servicing Household Debt", Avantika Pal (Illinois)

"Product Partisanship", Varun Sharma (Indiana)

6:30pm - Dinner

Bistro 501

501 Main Street, Lafayette, Indiana, 47909

Friday, August 16th, 2024

7:30pm - Breakfast (Rawls Hall 3011)

8:00am - Session 3 (Rawls Hall 3058)

Session Chair: Neil Pearson (Illinois)

"Bank Branch Density and Bank Runs", Michal Zator/Jun Yang (Notre Dame)

Discussant: Deniz Yavuz (Purdue)

"First Come, First Served: The Timing of Government Support and Its Impact on Firms",

Spyridon Lagaras (Illinois)

Discussant: Daniel Carvalho (Indiana)

9:40pm - Break (Rawls Hall 3011)

10:00am - Session 4 (Rawls Hall 3058)

Session Chair: Paul Schultz (Notre Dame)

"Knowledge Spillover Absorption and Corporate Innovation", Michael Woeppel (Indiana)

Discussant: Heitor Almeida (Illinois)

"A Measure of Investment Opportunities", Youngmin Kim (Purdue)

Discussant: Joshua Pollet (Illinois)

11:40am - Break (Rawls Hall 3011)

Noon - Early Ideas (Rawls Hall 3058)

Session Chair: Adem Atmaz (Purdue)

Presenters:

"The Graying of the US Bankruptcy", Ha Diep Nguyen (Purdue)

"Institutional Investors' Subjective Risk Premia: Time Variation and Disagreement", Johnathan Loudis (Notre Dame)

12:30pm - Boxed Lunches (Rawls Hall 3011)

Thank you for joining us!