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NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC. |
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SUMMER INSTITUTE 2005 |
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Asset Pricing Workshop |
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John Cochrane and Joshua Coval,
Organizers |
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Royal Sonesta Hotel |
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5 Cambridge Parkway |
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Cambridge, Massachusetts |
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July 14 - 15, 2005 |
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PRELIMINARY PROGRAM |
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THURSDAY,
JULY 14: |
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12:00 n |
Lunch |
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1:00 pm |
CHRISTOPHER MALLOY, London Business School |
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TOBIAS MOSKOWITZ, University of Chicago and NBER |
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ANNETTE VISSING-JØRGENSEN, Northwestern
University and NBER |
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Discussant: JONATHAN PARKER, Princeton University
and NBER |
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2:00 pm |
Break |
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2:15 pm |
FRANCISCO GOMES, London Business School |
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ALEXANDER MICHAELIDES, London School of Economics |
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Asset Pricing with Limited Risk Sharing and
Heterogeneous Agents |
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Discussant:
DEBORAH LUCAS, Northwestern University and NBER |
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3:15 pm |
Break |
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3:30 pm |
HANNO LUSTIG, UC, Los Angeles and NBER |
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STIJN VAN NIEUWERBURGH, New York University |
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The Returns on Human Capital: Good News on Wall
Street is Bad News on Main Street |
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Discussant: JOHN CAMPBELL, Harvard University and
NBER |
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4:30 pm |
Adjourn |
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6:00 pm |
Group Dinner Davios Restaurant at the Royal
Sonesta Hotel |
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FRIDAY,
JULY 15: |
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8:00 am |
Coffee and Pastries |
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8:30 am |
JIANPING MEI, New York University |
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JOSÉ SCHEINKMAN and WEI XIONG, Princeton
University and NBER |
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Speculative Trading and Stock Prices: Evidence from
Chinese A-B Share Premia |
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Discussant: ARVIND KRISHNAMURTHY, Northwestern
University |
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9:30 am |
Break |
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9:45 am |
DIMITRI VAYANOS, London School of Economics |
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PIERRE-OLIVIER WEILL, New York University |
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Discussant: NICOLAE GARLEANU, University of
Pennsylvania |
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10:45 am |
Break |
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11:00 am |
MARKUS BRUNNERMEIER, Princeton University |
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LASSE HEJE PEDERSEN, New York University and NBER |
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Discussant: FRANKLIN ALLEN, University of
Pennsylvania |
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12:00 n |
Lunch |
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1:00 pm |
K. J. MARTIJN CREMERS, Yale University |
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VINAY NAIR, University of Pennsylvania |
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KOSE JOHN, New York University |
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Discussant: ANNETTE VISSING JORGENSON,
Northwestern University and NBER |
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2:00 pm |
Break |
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2:15 pm |
JOHN CAMPBELL, Harvard University and NBER |
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CHRISTOPHER POLK, Northwestern University |
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TUOMO VUOLTEENAHO, Arrowstreet Capital and NBER |
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Growth
or Glamour? Fundamentals and Systematic Risk in Stock Returns |
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Discussant: LARS HANSEN, University of Chicago
and NBER |
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3:15 pm |
Break |
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3:30 pm |
KENT DANIEL, Northwestern University and NBER |
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SHERIDAN TITMAN, University of Texas and NBER |
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Discussant: MARTIN LETTAU, New York University
and NBER |
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4:30 pm |
Adjourn |
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5/3/05 |
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