NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.

ASSET PRICING PROGRAM MEETING

Monika Piazzesi and Motohiro Yogo, Organizers

November 30, 2007

Royal Sonesta Hotel

40 Edwin H. Land Boulevard

Cambridge, Massachusetts

PROGRAM

THURSDAY, NOVEMBER 29:
6:30 p.m. Dinner
Royal Sonesta Hotel
Skyline A,B,and C
40 Edwin H. Land Boulevard
Cambridge, MA 02142
FRIDAY, NOVEMBER 30:
8:15 a.m.	Continental Breakfast
8:45 a.m.	JOAO GOMES, University of Pennsylvania
	LUKAS SCHMID, University of Lausanne
	Levered Returns
	Discussant: JOHN C. HEATON, University of Chicago and NBER
9:45 a.m.	CLAUDIO CAMPANALE, Universidad de Alicante
	RUI CASTRO, University of Montreal
	GIAN LUCA CLEMENTI, New York University
	Asset Pricing in a Production Economy with Chew-Dekel Preferences
	DISCUSSANT: LU ZHANG, University of Michigan and NBER
10:45 a.m.	Break
	11:00 a.m. OLIVER BOGUTH, MURRY CARLSON, ADLAI FISHER, and MIKHAIL SIMUTIN,
	University of British Columbia
	Conditional Risk, Overconditioning, and the Performance of Momentum Strategies
	Discussant: JONATHAN LEWELLEN, Dartmouth College and NBER
12:00 p.m.	Lunch
1:00 a.m.	MARTIN LETTAU, New York University and NBER
	JESSICA WACHTER, University of Pennsylvania and NBER
	The Term Structures of Equity and Interest Rates
	Discussant: KENNETH J. SINGLETON, Stanford University and NBER
2:00 p.m.	HANNO LUSTIG, UC, Los Angeles and NBER
	CHAD SYVERSON, University of Chicago and NBER
	STIJN VAN NIEWERBURGH, New York University and NBER
	IT, Corporate Payouts, and the Growing Inequality In Managerial Compensation
	Discussant: ELLEN MCGRATTAN, Federal Reserve Bank of Minneapolis and NBER
3:00 p.m.	Break
3:15 p.m.	LAURENT E. CALVET, Imperial College London and NBER
	JOHN Y. CAMPBELL, Harvard University and NBER
	PAOLO SODINI, Stockholm School of Economics
	Fight or Flight? Portfolio Rebalancing by Individual Investors:
	Discussant: MARKUS K. BRUNNERMEIER, Princeton University and NBER
4:15 p.m.	Adjourn
10/29/07