FARFE
Foundation for Advancement of Research in Financial Economics
Foundation for Advancement of Research in Financial Economics
The 8th FARFE Conference and Seventh Ross Prize
MIT's Endicott House, 80 Haven Street, Dedham, MA 02026
| Friday, October 7, 2022 | |
|---|---|
| 6:00-7:30 | Reception (Dining Room) |
| 7:30-10:30 | Dinner and Drinks (Living Room) |
| Saturday, October 8, 2022 | |
| 7:30 - 8:30 | Breakfast |
| Ross Prize Lecture - Chair: Nobu Kiyotaki, Princeton | |
| 8:30-9:00 | Over-the-Counter Markets - Econometrica (2005): A Retrospective Lasse Pedersen, Copenhagen (with Darrell Duffie and Nicolae Garleanu) |
| 9:00-10:00 | Search Theory of OTC Markets: Literature Review Pierre-Olivier Weill, UCLA |
| 10:00-10:30 | Break |
| Structural Estimation of OTC Market Models - Chair: Bengt Holmström, MIT | |
| 10:30-11:15 | Comparing Search and Intermediation Frictions across Markets Semih Uslu, Johns Hopkins (with Gabor Pinter) Discussant: Burton Hollifield, Carnegie |
| 11:15-12:00 | Search Frictions and Product Design in the Municipal Bond Market Giulia Brancaccio, NYU (with Karam Kang) Discussant: Alessandro Gavazza, LSE |
| 12:00-1:30 | Lunch (Living Room) |
| OTC Market Theory - Chair: Doug Diamond, Chicago | |
| 1:30-2:15 | The Emergence of Market Structure Maryam Farboodi, MIT (with Gregor Jarosch and Robert Shimer) Discussant: Konstantin Milbradt, Northwestern |
| 2:15-3:00 | Why Trade Over the Counter? Chaojun Wang, Wharton (with Tomy Lee) Discussant: Christine Parlour, UC Berkeley |
| 3:00-3:30 | Break |
| Panel Discussion on Market Structure and Design | |
| 3:30-4:45 | Panelists: Darrell Duffie, Stanford (moderator); Haoxiang Zhu, SEC (and MIT); Chester Spatt, Carnegie; Pete Kyle, Maryland |
| 4:45-5:00 | Break |
| 5:00-6:00 | FARFE Annual Members Meeting |
| 6:00-7:30 | Reception (Gun Room) |
| 7:30-10:30 | Dinner and Drinks (Living Room) |
Organizers: Adriano Rampini and Pierre-Olivier Weill, with Darrell Duffie, Nicolae Garleanu, Lasse Pedersen, Isil Erel, Joao Gomes, Leonid Kogan, Chester Spatt, and Stavros Panageas
Past FARFE Conferences
Founding Conference information and video clips