Session 1 Derivatives

The Factor Structure of Short

Maturity Options Refining Crude Oil Uncertainty Using Corridor Variance Risk Premia

Forecasting Implied Volatility Surface: Integrating Macroeconomic Data into Option Pricing Models

Session 2 Fixed Income

The Bright Side of Asset Complexity: Evidence from Corporate Bond Markets

The Growing Index Effect in the Corporate Bond Market

Betting on Bond Ratings Disagreement

Session 3 Blockchain & AI

Stock Tribes: Social Identity in Online Stock Communities

Market Risk Premium: A Single Optimal Predictive Factor in High Dimension

Decentralized and Centralized Options Trading: A Risk Premia Perspective