{"id":72,"date":"2026-03-09T15:06:11","date_gmt":"2026-03-09T19:06:11","guid":{"rendered":"https:\/\/dsap.princeton.edu\/?page_id=72"},"modified":"2026-05-15T00:27:21","modified_gmt":"2026-05-15T04:27:21","slug":"program","status":"publish","type":"page","link":"https:\/\/dsap.princeton.edu\/index.php\/program\/","title":{"rendered":"Program"},"content":{"rendered":"\n

All presentations are in Louis A. Simpson International Building<\/a>, Room A71<\/p>\n\n\n\n

Thursday, May 14, 2026<\/h2>\n\n\n\n
Time<\/th>Title<\/th>Authors<\/th>Discussant<\/th><\/tr><\/thead>
11:00 \u2013 11:30 AM<\/td>Welcome remarks.<\/strong> Why a conference on asset demand systems?<\/td>Liran Einav, Ralph Koijen, Motohiro Yogo<\/td><\/td><\/tr>
11:30 AM \u2013 12:30 PM<\/td>A Bound on Price Impact and Disagreement<\/a><\/td>Philippe van der Beck, Lorenzo Bretscher, Julie Zhiyu Fu<\/td>Vivek Bhattacharya<\/td><\/tr>
12:30 \u2013 1:30 PM<\/td>Lunch <\/em>, Room 108<\/em><\/td><\/td><\/td><\/tr>
1:30 \u2013 2:30 PM<\/td>The Origins of the Factor Zoo: Investors Weakly Substitute Across Stocks<\/a><\/td>Aditya Chaudhry, Carter Davis<\/td>Chris Conlon<\/td><\/tr>
2:30 \u2013 2:45 PM<\/td>Break<\/em><\/td><\/td><\/td><\/tr>
2:45 \u2013 3:45 PM<\/td>Estimating Demand Systems with Bidding Data<\/a><\/td>Jason Allen, Jakub Kastl, Milena Wittwer<\/td>Manav Chaudhary<\/td><\/tr>
3:45 \u2013 4:00 PM<\/td>Break<\/em><\/td><\/td><\/td><\/tr>
4:00 \u2013 5:00 PM<\/td>Causal Inference for Asset Pricing<\/a><\/td>Valentin Haddad, Zhiguo He, Paul Huebner, P\u00e9ter Kondor, Erik Loualiche<\/td>Steven Berry<\/td><\/tr>
5:30 \u2013 8:00 PM<\/td>Cocktails & Dinner<\/em><\/td>Prospect House<\/a><\/td><\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
<\/div>\n\n\n\n

Friday, May 15, 2026<\/h2>\n\n\n\n
Time<\/th>Title<\/th>Authors<\/th>Discussant<\/th><\/tr><\/thead>
8:00 \u2013 8:30 AM<\/td>Breakfast, Room 108<\/em><\/td><\/td><\/td><\/tr>
8:30 \u2013 9:30 AM<\/td>Granular Treasury Demand with Arbitrageurs<\/a><\/td>Kristy Jansen, Wenhao Li, Lukas Schmid<\/td>Daniel Graves<\/td><\/tr>
9:30 \u2013 9:45 AM<\/td>Break<\/em><\/td><\/td><\/td><\/tr>
9:45 \u2013 10:45 AM<\/td>What Do $40 Trillion of Portfolio Holdings Say about Monetary Policy Transmission?<\/a><\/td>Chuck Fang, Kairong Xiao<\/td>Alan Moreira<\/td><\/tr>
10:45 \u2013 11:00 AM<\/td>Break<\/em><\/td><\/td><\/td><\/tr>
11:00 AM \u2013 12:00 PM<\/td>Financial Regulation and AI: A Faustian Bargain?<\/a><\/td>Christopher Clayton, Antonio Coppola<\/td>Rob Richmond<\/td><\/tr>
12:00 \u2013 1:00 PM<\/td>Lunch<\/em>, Room 108<\/em><\/td><\/td><\/td><\/tr>
1:00 \u2013 2:00 PM<\/td>Asset Elasticities and Currency Risk Transfer<\/a><\/td>Carol Bertaut, Ester Faia, Sebnem Kalemli-Ozcan, Camilo Marchesini, Simon Paetzold, Martin Schmitz<\/td>Federico Mainardi<\/td><\/tr>
2:00 \u2013 2:15 PM<\/td>Break<\/em><\/td><\/td><\/td><\/tr>
2:15 \u2013 3:15 PM<\/td>Demand Propagation Through Traded Risk Factors<\/a><\/td>Yu An, Amy Huber<\/td>Tony Zhang<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

<\/p>\n","protected":false},"excerpt":{"rendered":"

All presentations are in Louis A. Simpson International Building, Room A71 Thursday, May 14, 2026 Time Title Authors Discussant 11:00 \u2013 11:30 AM Welcome remarks. Why a conference on asset demand systems? Liran Einav, Ralph Koijen, Motohiro Yogo 11:30 AM \u2013 12:30 PM A Bound on Price Impact and Disagreement Philippe van der Beck, Lorenzo […]<\/p>\n","protected":false},"author":3,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-72","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/pages\/72","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/comments?post=72"}],"version-history":[{"count":17,"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/pages\/72\/revisions"}],"predecessor-version":[{"id":112,"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/pages\/72\/revisions\/112"}],"wp:attachment":[{"href":"https:\/\/dsap.princeton.edu\/index.php\/wp-json\/wp\/v2\/media?parent=72"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}