Early Birds Get the Vol: Morning Volatility Uncertainty and Variance Risk Premium
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
- Erasmus Econometric Institute Series
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Pierre Mabille (INSEAD, France)
Marvin Borsch (University of Cologne), Ertian Chen (University College London), Jing Kong (University of Southern California), Kieran Marray (Vrije Universiteit Amsterdam), Gyungbae Park (Brown University), Bernhard van der Sluis (Erasmus University Rotterdam) et al.
Giovanni Mellace (University of Southern Denmark)
Adair Morse (University of California at Berkeley, Haas School of Business, United States)
Johanna Ziegel (ETH Zurich, Switzerland)
Clara Martínez-Toledano (Imperial College London, United Kingdom)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Patrick Gagliardini (University of Lugano, Switzerland)
Peter Grünwald (Leiden University)
Asaf Bernstein (University of Colorado, United States)
Ming Yuan (Columbia University, United States)
Constantine Yannelis (University of Cambridge, United Kingdom)
Pasquale Della Corte (Imperial College London, United Kingdom)
Matteo Benetton (University of California at Berkeley, United States)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Yannick Dillschneider
Carola Frydman (Northwestern University, United States)
Florian Weigert (University of Neuchâtel, Switzerland)
Phillip Heiler (Aarhus University, Denmark)