Agenda |
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| Thursday, October 18 | |||
| Registration and continental breakfast | |||
| 8:50 | Welcome | ||
| 9:00 | Liquidity in Automated Markets Chair: Joseph Noss, Financial Stability Board "Who Supplies Liquidity, and When?"  Presenter: Mao Ye, University of Illinois, Urbana-Champaign Sida Li, University of Illinois, Urbana-Champaign Xin Wang, University of Illinois, Urbana-Champaign "High-Frequency Cross-Market Trading: Model Free Measurement and Applications" Presenter: Dobrislav Dobrev, Federal Reserve Board Ernst Schaumburg, AQR Capital Management |
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| 10:30 | Break | ||
| 11:00 | Changing Technology and Mortgage Market Risk Chair: Vincent Yao, Georgia State University Discussant: Gonzalo Maturana, Emory University "Technological Innovation in Mortgage Underwriting" Presenter: Lara Loewenstein, Federal Reserve Bank of Boston Christopher L. Foote, Federal Reserve Bank of Boston Paul S. Willen, Federal Reserve Bank of Boston "Market Dynamics among the ABX Index, Credit Default Swaps, and Mortgage-Backed Bonds" Presenter: Meredith E. Rhodes, Louisiana State University Michael B. Imerman, Claremont University Joseph R. Mason, Louisiana State University Rajesh P. Narayanan, Louisiana State University |
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| Lunch | |||
| 1:30 | Blockchains Chair: Larry Wall, Federal Reserve Bank of Atlanta "Tokenomics: Dynamic Adoption and Valuation" Presenter: Lin William Cong, University of Chicago Ye Li, Ohio State University Neng Wang, Columbia University "Auditing and Blockchains: Pricing, Misstatements, and Regulation" Presenter: Baozhong Yang, Georgia State University Sean Cao, Georgia State University Lin William Cong, University of Chicago |
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| 3:00 | Break | ||
| 3:30 | Panel: "Cryptocurrency and Central Bank E-Money" Chair: Alistair Milne, Loughborough University Douglas Elliott, Oliver Wyman [Paper #1 | Paper #2 ]Gina C. Pieters, University of Chicago [Paper ]Francisco Rivadeneyra, Bank of Canada [Paper ]Warren E. Weber, Webereconomics [Paper ] |
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| 5:30 | Reception and dinner Speaker: Lawrence J. White, New York University |
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| Friday, October 19 | |||
| Continental breakfast | |||
| 9:00 | Online Lending Markets Chair: Christina Wang, Federal Reserve Bank of Boston "Reintermediation in Fintech: Evidence from Online Lending" Presenter: Tetyana Balyuk, Emory University Sergei Davydenko, University of Toronto "Consumer Lending Efficiency: Commercial Banks versus a Fintech Lender" Presenter: Joseph P. Hughes, Rutgers University Julapa Jagtiani, Federal Reserve Bank of Philadelphia Choon‐Geol Moon, Hanyang University |
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| 10:30 | Break | ||
| 11:00 | Consumers and Investors in Marketplace Lending Chair: Lauren Lambie-Hanson, Federal Reserve Bank of Philadelphia "Winners and Losers of Marketplace Lending: Evidence from Borrower Credit Dynamics" Presenter: Nikhil Paradkar, Georgia Institute of Technology Sudheer Chava, Georgia Institute of Technology "The Real Effects of Financial Technology: Marketplace Lending and Personal Bankruptcy" Presenter: Ilaf Elard, Shanghai University of International Business and Economics Piotr Danisewicz, University of Bristol |
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| 12:30 p.m. | Lunch | ||
| 1:30 | Banks and New Technology Chair: Rohan Ganduri, Emory University "Bank Lending in the Knowledge Economy" Presenter: Dalida Kadyrzhanova, Georgia State University Giovanni Dell'Ariccia, International Monetary Fund Camelia Minoiu, International Monetary Fund Lev Ratnovski, International Monetary Fund "Listening to the Buzz: Social Media Sentiment and Retail Depositors' Trust" Presenter: Mirko Moscatelli, Bank of Italy Matteo Accornero, Bank of Italy "How Do Bank Customers Go Digital? A Random Forest Approach" Presenter: Pedro J. Cuadros-Solas, Colegio Universitario de Estudios Financieros Santiago Carbó-Valverde, Colegio Universitario de Estudios Financieros Francisco Rodríguez-Fernández, Colegio Universitario de Estudios Financieros |
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| 3:45 | Adjournment | ||