Red Rock Finance Conference 2023

2023 Program

Machine Learning and the Implementable Efficient Frontier
Theis Jensen (Yale)*, Bryan Kelly (Yale), Semyon Malamud (Swiss Finance Institute), Lasse Heje Pedersen (Copenhagen)
Discussant: Andy Neuhierl (Washington – St. Louis)
The Factor Model Failure Puzzle
Fahiz Baba-Yara (Indiana), Boyer, Brian (BYU), Carter Davis (Indiana)*,
Discussant: Serhiy Kozak (Maryland)
A Monetary Policy Asset Pricing Model
Caballero, Ricardo (MIT), Alp Simsek (Yale)*
Discussant: Anna Cieslak (Duke)

The "Actual Retail Price" of Equity Trades
Christopher Schwarz (UC Irvine), Brad Barber (UC Davis), Xing Huang (Washington – St. Louis)*, Philippe Jorion (UC Irvine), Terry Odean (UC Berkeley)
Discussant: Valentin Haddad (UCLA)
Are Cryptos Different? Evidence from Retail Trading
Shimon Kogan (Wharton), Igor Makarov (LSE), Marina Niessner (Indiana)*, Antoinette Schoar (MIT)
Discussant: Kent Daniel (Columbia)

Mortgage Lock-In, Mobility, and Labor Reallocation
Julia Fonseca (Illinois), Lu Liu (Wharton)*
Discussant: Amit Seru (Stanford)
The Debt-Inflation Channel of the German Hyperinflation
Emil Verner (MIT), Markus Brunnermeier (Princeton), Sergio Correia (Board of Governors – Federal Reserve), Stephan Luck (Federal Reserve Bank of New York)*, Tom Zimmermann (Cologne)
Discussant: Hanno Lustig (Stanford)
Consumer Choice and Corporate Bankruptcy
Samuel Antill (Harvard)*, Megan Hunter (Boston College)
Discussant: Emanuele Colonnelli (Chicago)

Banking without Deposits: Evidence from Shadow Bank Call Reports
Gregor Matvos (Northwestern)*, Erica Jiang (USC), Tomasz Piskorski (Columbia), Amit Seru (Stanford)
Discussant: Adi Sunderam (Harvard)
The Rise of Non-Banks in Servicing Household Debt
Naser Hamdi (Equifax), Brittany Lewis (Washington – St. Louis), Manisha Padi (UC Berkeley), Erica Jiang (USC)*, Avantika Pal (Washington – St. Louis)
Discussant: Tarun Ramadorai (Imperial College)

* presenter