Institute for International Economic Policy

Advances in Behavioral Finance

Organized by
The Institute for International Economic Policy
and
The International Monetary Fund Institute


This will be an all day conference

May 26, 2011
 
The Elliott School of International Affairs
1957 E Street, NW, City View Room, 7th floor
 
Please click here to register

8:15 a.m.-8:45 a.m. Breakfast

8:45 a.m.-9:00 a.m. Opening Remarks IIEP Director Stephen C. Smith and IMF Institute Deputy Director Eric Clifton

9:00 a.m.-10:30 a.m. Session 1
Prof. William Goetzmann (Yale University): "The First Stock Market Bubble (and Crash!)"
Prof. Robert Stambaugh (University of Pennsylvania): "The Short of It: Investor Sentiment and Anomalies"

10:30 a.m.-10:50 a.m. Coffee Break

10:50 a.m.-12:20 p.m. Session 2
Prof. Avanidhar Subrahmanyam (UCLA): "Funding Constraints and Market Efficiency"
Prof. Russ Wermers (University of Maryland): "Seasonal Asset Allocation: Evidence from Mutual Fund Flows"

12:20 p.m.-1:30 p.m. Lunch Break

1:30 p.m.-3:00 p.m. Session 3
Prof. Robert Bloomfield (Cornell University): "The Synthetic Economy Research Environment (SERE): A Platform for Experiments in Policy and Practice"
Prof. Bill Zame (UCLA): "Ambiguity and Asset Pricing: Learning from the Knowledge of Others" - Paper 1 and Paper 2

3:00 p.m.-3:20 p.m. Coffee Break

3:20 p.m.-4:50 p.m. Session 4
Prof. Valery Polkovnichenko (University of Texas at Dallas): "Probability Weighting Functions Implied in Options Prices"
Prof. Jeffrey Wurgler (NYU): "Dividends as Reference Points: A Behavioral Signaling Model"

4:50 p.m.-5:00 p.m. Coffee Break

5:00 p.m.-6:00 p.m. Keynote Address and Open Floor Discussion:
Prof. George Akerlof (UC-Berkeley and IMF): "Blind Faith: Misplaced Trust and Economic Crisis"


Organizing Commmittee:

Marco Cipriani, International Monetary Fund

Ana Fostel, George Washington University

Jorge Roldos, International Monetary Fund

Anna Scherbina, UC Davis and International Monetary Fund

Stephen C. Smith, George Washington University

Upcoming Events

October 21 Tuesday
Why Nations Fail: A Forum
James Robinson (Harvard)
» 5:00 PM- 6:30 PM
» Room 505 of 1957 E Street
» RSVP here

October 22 Wednesday
The Internet, Political Participation, and Governance Reform in China
Steven Balla
» 12:30 PM- 1:45 PM
» Lindner Commons at 1957 E Street (Room 602)
» RSVP here

October 29 Wednesday
International Trade and Development Workshop
Monica Singhal (Harvard Kennedy School)
» 12:30 PM- 2:00 PM

October 31 Friday
State Capitalism: BRICS style
» Click here for more info


November 17 Monday
Human Rights and Internet Governance
» 12:00 PM
» TBA

Please contact iiep@gwu.edu for more information.