Foundation for Advancement of Research in Financial Economics
The Third FARFE conference
MIT's Endicott House, 80 Haven Street, Dedham, MA 02026 (Conference Logistical Information)
October 14 & 15, 2011
October 14, 2011
6:00-7:30 Reception and Appetizers (Gun Room)
7:30 Dinner (Living Room)
8:30-9:30 Panel Discussion: The State of Research In Finance (Part I)
Moderator: Adriano Rampini
Panelists:
Michael Brennan, UCLA
Itay Goldstein, University of Pennsylvania, Wharton
School
Michael Fishman, Northwestern
University
October 15, 2011
7:30 - 8:30 Breakfast
7:30: Full Breakfast Buffet in Dining Room for those staying at Endicott
8:00: Continental Breakfast in BC Lobby for other conference participants
8:30 - 10:00 Session 1
Chair: Paul Pfleiderer, Stanford University
Ross Prize Lecture
Nobu Kiyotaki, Princeton University
John Moore,
University of Edinburgh and London School of Economics and Political
Science
Lemons Markets and the Transmission of Aggregate Shocks
Pablo Kurlat, Stanford University
Discussant: Itay Goldstein, University of Pennsylvania Wharton School
10:00 - 10:15 Coffee Break
10:15 - 11:45 Session 2
Chair: Andrea Eisfeldt, UCLA
Financial Intermediary Capital
Adriano Rampini, Duke University
S. Viswanathan, Duke University
Discussant: Bengt Holmstrom, MIT
The I Theory of Money
Markus Brunnermeier, Princeton University
Yuliy Sannikov, Princeton University
Discussant: Doug Diamond, University of Chicago
11:45 - 1:15 Lunch Break (Living Room)
1:15 - 2:45 Panel Discussion: Trading, Market Structure and Regulation
Moderator: Chester Spatt, Carnegie Mellon University
Panelists:
Pete Kyle, University of Maryland
David Modest, Soros Fund Management
Eric Sirri, Babson College
2:45 - 3:00 Coffee Break
3:00 - 4:30 Panel Discussion: The State of Research in Finance (Part II)
Moderator: Michael Brennan, UCLA
Panelists:
Anat Admati, Stanford University
Mark Grinblatt, UCLA
Steve Ross, MIT
5:00 FARFE annual members meeting
6:00 - 7:00 Reception and Appetizers (Gun Room)
7:30 Dinner (Living Room)