2023 Academic Meeting - Spring 2023
Thu, May 11
|University of Utah
The second academic meeting will be held Thursday May 11th - Friday May 12th, 2023 in Salt Lake City, Utah.
Time & Location
May 11, 2023, 12:15 PM MDT – May 12, 2023, 12:45 PM MDT
University of Utah, 1655 Campus Center Dr, Salt Lake City, UT 84112, USA
About the event
Program
2023 Four Corners Academic Meeting at the University of Utah
THURSDAY, MAY 11, 2023
Session Chair: Rich Evans - University of Virginia
Location: Room 5130, David Eccles School of Business 12:15 pm – 12:20 pm: Welcome and Opening Remarks
12:20 pm – 1:15 pm: Lunch (provided by conference)
1:15 pm – 2:15 pm:
Stablecoin Runs and the Centralization of Arbitrage
Authors: Yiming Ma (Columbia Business School), Yao Zeng (Wharton), Anthony Lee Zhang (Chicago Booth)
Discussant: Caitlin Danhausser (Villanova University)
2:15 pm – 2:30 pm: Break and Socializing
2:30 pm – 3:30 pm:
ETFs, Illiquid Assets, and Fire Sales
Authors: John J. Shim (University of Notre Dame), Karamfil Todorov (Bank of International Settlements)
Discussant: Pedro Matos (University of Virginia)
3:30 pm – 3:45 pm: Break and Socializing
3:45 pm – 4:45 pm:
The Passive Ownership Share Is Double What You Think It Is
Authors: Alex Chinco (Baruch College), Marco Sammon (Harvard Business School) Discussant: Mike Lemmon (Citadel)
4:45pm – 5:00pm, Break and Socializing
5:00 pm – 6:30 pm: Reception (Child Community Hall, 7th floor, David Eccles School of Business) 6:30pm: Dinner with small groups (To be arranged by Conference Organizers)
FRIDAY, MAY 12, 2023
Session Chair: Adriana Robertson - University of Chicago
Location: Room 5130, David Eccles School of Business
8:00 am – 8:15 am: Breakfast (provided by conference) and Socializing
8:15 am – 8:45 am: Member Meeting (breakfast continues)
8:45 am – 9:45 am:
Is Index Concentration an Inevitable Consequence of Market-Capitalization Weighting?
Author: Lisa Goldberg (Aperio by BlackRock), Ananth Madhavan (BlackRock), Harrison Selwitz (Aperio by BlackRock), and Alexander Shkolnik (University of California, Santa Barbara)
Discussant: Andrea Buffa (University of Colorado)
9:45 am – 10:00 am: Break and Socializing
10:00 am – 11:00 am:
Passive Investing and the Rise of Mega-Firms
Author: Hao Jiang (Michigan State University), Dimitri Vayanos (London School of Economics, CEPR, and NBER), and Lu Zheng (University of California-Irvine)
Discussant: Paul Huebner (UCLA / Stockholm School of Economics)
11:00 am – 11:15 am: Break and Socializing
11:15 am – 12:15 pm:
Index-Linked Trading and Stock Returns
Authors: Shaun Davies (University of Colorado)
Discussant: George Malikov (Ivey Business School, Western University)
12:15 pm – 12:45 pm: Lunch (provided by conference, grab-and-go available)
Chatham House Rule
To encourage free discourse, the conference will operate under Chatham House Rule: participants are free to use the information received during the conference, but neither the identity nor the affiliation of the speaker(s) may be revealed.