Authors,
please upload your paper here
NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC.
Asset Pricing Program Meeting
Jakub Jurek and Wei Xiong, Organizers
April 13, 2012
University of Chicago
Gleacher Center, Booth School of Business (Downtown
Chicago)
Room 306
450 North Cityfront Plaza Drive
Chicago, IL
PROGRAM
|
Friday, April 13, 2012 |
|
|
8:00 am |
Continental Breakfast |
|
8:30 am |
TECHNOLOGICAL INNOVATION Leonid Kogan,
Massachusetts Institute of Technology and NBER Amit Seru, University of
Chicago and NBER Noah Stoffman,
Indiana University Discussant: John Heaton,
University of Chicago and NBER |
|
9:25 am |
Lukas Schmid
and Howard Kung, Duke University Innovation,
Growth and Asset Prices Discussant: Lu Zhang, Ohio
State University and NBER |
|
10:20 am |
Break |
|
10:50 am |
ECONOMIC IMPLICATIONS OF STOCHASTIC VOLATILITY John Campbell, Harvard
University and NBER Stefano Giglio,
University of Chicago Robert Turley, Harvard University Christopher Polk, London
School of Economics An
Intertemporal CAPM with Stochastic Volatility Amir Yaron,
University of Pennsylvania and NBER Volatility,
the Macroeconomy and Asset Prices Discussant: John Cochrane,
University of Chicago and NBER |
|
|
|
|
|
FINANCING FRICTIONS Andrea Frazzini,
AQR Capital Management Discussant: George Constantinides, University of Chicago and NBER |
|
2:15 pm |
Ji Shen, London School of
Economics Hongjun Yan and Jinfan Zhang,
Yale University Collateral-Motivated
Financial Innovation Discussant: Arvind Krishnamurthy, Northwestern University and NBER |
|
3:10 pm |
Break |
|
3:30 pm |
CURRENCY RISK Hanno Lustig,
University of California at Los Angeles and NBER Nikolai Roussanov,
University of Pennsylvania and NBER Adrien Verdelhan, Massachusetts
Institute of Technology and NBER Countercyclical
Currency Risk Premia
|
|
4:30 pm |
Adjourn |
|
6:00 pm |
Joint Dinner |
|
3/13/12 |
|