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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.

Asset Pricing Program Meeting

John H. Cochrane and Lubos Pastor, Organizers

November 7-8, 2013

Stanford Graduate School of Business
G102, Gunn Building
Stanford University
655 Knight Way

Stanford, CA 94305

PROGRAM

Thursday, November 7, 2013
11:45 am 12:00 pm	Charter Service from the Hilton, Santa Clara to Stanford-GSB Charter Service from the Creekside Inn to Stanford-GSB
12:45 pm	Lunch
2:00 pm	Andrea Frazzini, AQR Capital Management Cliff Asness, AQR Capital Management Lasse H. Pedersen, Copenhagen Business School and NBER Quality Minus Junk Discussant: Kent Daniel, Columbia University
3:00 pm	Break
3:15 pm	Hui Chen, Massachusetts Institute of Technology and NBER Wei Dou, Massachusetts Institute of Technology Leonid Kogan, Massachusetts Institute of Technology and NBER Measuring the "Dark Matter" in Asset Pricing Models Discussant: Jessica Wachter, University of Pennsylvania and NBER
4:15 pm	Break
4:30 pm	Francesco Franzoni, Swiss Finance Institute Martin C. Schmalz, University of Michigan Fund Flows in Rational Markets Discussant: Jonathan Berk, Stanford University and NBER
5:30 pm	Adjourn
5:40 pm	Charter Service from the Stanford-GSB to the II Fornaico Restaurant
6:00 pm	Dinner ll Fornaico Restaurant 520 Cowper Street Palo Alto, CA 94301
9:00 pm 9:00 pm	Charter Service from the ll Fornaico Restaurant to the Creekside Inn Charter Service from the ll Fornaico Restaurant to the Hilton, Santa Clara
Friday, November 8, 2013
7:00 am 7:00 am	Charter Service from the Creekside Inn to Stanford-GSB Charter Service from the Hilton, Santa Clara to Stanford-GSB
7:30 am	Breakfast
8:00 am	Torben G. Andersen, Northwestern University and NBER Nicola Fusari, Kellogg School, Northwestern University Viktor Todorov, Northwestern University The Risk Premia Embedded in Index Options Discussant: Bryan Kelly, University of Chicago
9:00 am	Adrien Verdelhan, Massachusetts Institute of Technology and NBER The Share of Systematic Variation in Bilateral Exchange Rates Discussant: Tarek Hassan, University of Chicago and NBER
10:00 am	Break
10:15 am	Robert F. Stambaugh, University of Pennsylvania and NBER Jianfeng Yu, University of Minnesota Yu Yuan, Wharton Financial Institutions Center Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle Discussant: Robert Hodrick, Columbia University and NBER
11:15 am	Adjourn
11:15 am	Charter Service Departs from Stanford-GSB to the SFO Airport

11/5/13