|
Thursday,
November 4, 2010
|
|
6:30 pm
|
Dinner
Eclipse Restaurant-(Hyatt Regency Hotel)
5 Embarcadero Center
San
Francisco, CA
|
|
Friday,
November 5, 2010
|
|
8:00 am
|
Continental Breakfast
|
|
8:30
am
|
Snehal Banerjee, Northwestern University
Jeremy Graveline, University of
Minnesota
The Cost of Short-Selling Liquid
Securities
Discussant: Francis Longstaff, UC, Los Angeles and NBER
|
|
9:30 am
|
Break
|
|
9:45
am
|
Ke Tang, Renmin University of China
Wei Xiong, Princeton University and NBER
Index Investment and Financialization of
Commodities
Discussant: Robin Greenwood, Harvard University and NBER
|
|
10:45 am
|
Break
|
|
11:00
am
|
Robert Novy-Marx, University of
Chicago and NBER
The Other Side of Value: Good Growth and the Gross
Profitability Premium
Discussant: Jessica Wachter, University of Pennsylvania and NBER
|
|
12:00 pm
|
Lunch
Federal Reserve Bank of San
Francisco
Market Street Dining Room, 4th Floor
|
|
1:15
pm
|
Tim Bollerslev, Duke University and NBER
Viktor Todorov, Northwestern University
Tails, Fears and Risk Premia
Discussant: Xavier Gabaix, New York University and NBER
|
|
2:15 pm
|
Break
|
|
2:30
pm
|
Lubos Pastor, University of Chicago and NBER
Pietro Veronesi, University of
Chicago and NBER
Uncertainty about Government Policy and
Stock Prices
Discussant: Francisco Gomes, London Business School
|
|
3:30 pm
|
Break
|
|
3:45
pm
|
Alexander Dyck, University of Toronto
Adair Morse, University of Chicago
Sovereign Wealth Fund Portfolios
Discussant: Dwight Jaffee, UC, Berkeley
|
|
4:45 pm
|
Adjourn
|
|
10/22/10
|
|