Summer School Schedule

Tuesday, August 15, 2017 

7:00 - 9:00      Welcome Reception - Knight Hall 2nd floor room 210

Wednesday, August 16, 2017: Liquidity in Decentralized Markets

7:30 - 8:30      Breakfast - Frick Forum, Knight and Bauer Halls

8:30 - 9:00      Opening remarks, Emerson Auditorium, Knight Hall, 1st Floor

9:00 - 12:00    Darrell Duffie (Stanford): Developments in the Theory of Dealer-Intermediated Over-the-Counter Markets  Video

12:00 - 1:30    Lunch - Anheuser-Busch Dining Room, Knight Center

1:30 - 4:00       Parallel Sessions

                   Nicolae Gârleanu (Berkeley): Introduction to Search-Based Models of OTC Markets, Bauer Hall 160 Video

                         Brett Green (Berkeley): News and Trade in Markets with Adverse Selection, Bauer Hall 230 Video

                         Uday Rajan (Michigan): Non-exclusivity in Financial Markets, Bauer Hall 240 Video

4:00 - 6:00       Informal Interaction (Presenters and Participants), Knight Hall 2nd floor room 210

6:00 - 7:00       Dinner, Anheuser-Busch Dining Room, Knight Center

7:00 - 8:30       Contributed papers sessions

Thursday, August 17, 2017: Liquidity in Centralized Markets

8:00 - 9:00      Breakfast - Frick Forum, Knight and Bauer Halls

9:00 - 12:00    Albert (Pete) Kyle (University of Maryland): Liquidity in Centralized Markets, Emerson Auditorium, Knight Hall, 1st Floor Slides 1 Slides 2 Additional Slides Video

12:00 - 1:30    Lunch - Anheuser-Busch Dining Room, Knight Center

1:30 - 4:00     Parallel Sessions

                   Philip Bond (Washington): The Information Content of Asset Markets, Bauer Hall 130 Video

                        Thierry Foucault (HEC Paris): High Frequency and Market Design, Bauer Hall 150 Video

                        Itay Goldstein (University of Pennsylvania): Financial Markets, Information, and Real Investments,  Bauer Hall 230 Video

4:00 - 6:00       Informal Interaction (Presenters and Participants), Knight Hall 2nd floor room 210

6:00 - 7:00      Dinner, Anheuser-Busch Dining Room, Knight Center

7:00 - 8:30      Contributed papers sessions

Friday, August 18, 2017: Liquidity Creation in Financial Institutions

8:00 – 9:00     Breakfast - Frick Forum, Knight and Bauer Halls

9:00 - 12:00    Gary Gorton (Yale): The Private Money View of Financial Crises, Emerson Auditorium, Knight Hall, 1st Floor Slides 1 Slides 2 Slides 3 Video

12:00 – 1:30   Lunch - Anheuser-Busch Dining Room, Knight Center

1:30 - 4:00      Parallel Sessions

                       Martin Oehmke (London School of Economics): The Race for Priority, Bauer Hall 150 Video

                       Christine Parlour (Berkeley): Banks and Markets, Bauer Hall 230 Video

                       Adriano Rampini (Duke): Collateral, Bauer Hall 240 Video

4:00 - 6:00       Informal Interaction (Presenters and Participants), Knight Hall 2nd floor room 210

6:00 - 9:00       Closing Dinner - AT&T Rooftop Deck; Busch Stadium

Adjourn