SI 2024 Asset Pricing
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Andrew Y. Chen, Alejandro Lopez-Lira, Tom Zimmermann
Does Peer-Reviewed Research Help Predict Stock Returns? -
Winston Wei Dou, Itay Goldstein, Yan Ji
AI-Powered Trading, Algorithmic Collusion, and Price Efficiency -
Nicola Borri, Denis Chetverikov, Yukun Liu, Aleh Tsyvinski
One Factor to Bind the Cross-Section of Returns -
Valentin Haddad, Alan Moreira, Tyler Muir
Asset Purchase Rules: How QE Transformed the Bond Market -
Anna Cieslak, Michael McMahon
Tough Talk: The Fed and the Risk Premia -
Hélène Rey, Adrien Rousset Planat, Vania Stavrakeva, Jenny Tang
Elephants in Equity Markets -
Andrew Atkeson, Jonathan Heathcote, Fabrizio Perri
There is No Excess Volatility Puzzle -
Pablo Ottonello, Wenting Song
Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification -
Zhengyang Jiang, Arvind Krishnamurthy, Hanno Lustig
Implications of Asset Market Data for Equilibrium Models of Exchange Rates -
Marc Eskildsen, Markus F. Ibert, Theis I. Jensen, Lasse H. Pedersen
In Search of the True Greenium -
Marco C. Sammon, John Shim
Who Clears the Market when Passive Investors Trade? -
Ricardo De la O, Xiao Han, Sean Myers
The Return of Return Dominance: Decomposing the Cross-Section of Prices -
Alex Chinco, Itzhak Ben-David
Expected EPS x Trailing P/E -
Nina Boyarchenko, Leonardo Elias
Financing Private Credit -
Lin William Cong, Ke Tang, Jingyuan Wang
Goal-Oriented Portfolio Management Through Transformer-Based Reinforcement Learning -
Pedro Bordalo, Nicola Gennaioli, Rafael La Porta, Andrei Shleifer
Finance without (exotic) risk
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