Fall 2014 Seminar Review

Click here to Read Seminar Review.
Click here to Read Participant Perspective.


Sunday — October 19

5:00 pm — Informal Reception & Buffet Dinner Welcome to Q’s Fall 2013 Meeting

Speaker: James H. Scott, Jr.


Monday — October 20

7:30 am — Continental Breakfast

9:00 am — Why Global Demographics Matters for Macro-Finance, Asset Pricing, Portfolios and Pensions

Speaker: Amlan Roy, Credit Suisse Securities (Europe) Limited

12:00 pm — Lunch Break

4:00 pm — The Worst, The Best, Ignoring All The Rest: The Rank Effect and Trading Behavior

Speaker: Samuel Hartzmark, University of Chicago

Paper Slides

5:30 pm — Made Poorer By Choice: Worker Outcomes in Social Security vs. Private Retirement Accounts

Speaker: Terrance Odean, University of California (Berkeley)

Paper Slides

7:00 pm — The Financial Crisis Six Years On: What Have We Learned?

Guest Speaker: JEREMY J. SIEGEL, Russell E. Palmer Professor of Finance, Wharton, University of Pennsylvania


Tuesday — October 21

7:30 am — Continental Breakfast

8:45 am — Trading Cost of Asset Pricing Anomalies

Speaker: Tobias Moskowitz, University of Chicago

Paper Slides

10:30 am — In Short Supply: Short Selling And Stock Returns

Speaker: Charles Lee, Stanford University

Paper Slides

12:00 pm — Annual Membership Meeting

12:30 pm — Lunch Break

4:00 pm — The Origins of Stock Market Fluctuations

Speaker: Martin Lettau, University of California (Berkeley) and Sydney Ludvigson, NYU

Paper Slides

5:45 pm- The Divergence of High- and Low-Frequency Estimation: Causes and Consequences

Speaker: Mark Kritzman, Windham Capital Management William Kinlaw & David Turkington, State Street

Paper Slides

7:00 pm — Reception and Informal Dinner

Wednesday — October 22

7:30 am — Continental Breakfast

8:00 am — Risky Value

Speaker: Scott Richardson, London Business School

Paper Slides

9:45 am — Visualizing the Time Series Behavior of Volatility, Serial Correlation and Investment Horizon

Speaker: Ralph Goldsticker, CFA

Paper Slides

11:00 am — Adjourn