NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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SI 2018 Asset Pricing

Authors Please upload your paper and slides here. Discussants Please upload your slides here.

Urban Jermann and Jessica Wachter, Organizers

July 12-13, 2018


Ballroom A

Royal Sonesta Hotel
40 Edwin H. Land Blvd.
Cambridge, MA

Conference Code of Conduct

Wednesday, July 11
6:00 pm
Clambake at the Royal Sonesta Hotel
Thursday, July 12
8:00 am
Coffee and Pastries
8:30 am
Daniel Andrei, University of California at Los Angeles
Julien Cujean, University of Maryland
Mungo Wilson, University of Oxford
The Lost Capital Asset Pricing Model (slides)
Discussant: Kenneth R. French, Dartmouth College and NBER
9:30 am
Bryan T. Kelly, Yale University and NBER
Asaf Manela, Washington University in St. Louis
Alan Moreira, University of Rochester
Text Selection
Discussant: Paul Tetlock, Columbia University
10:30 am
Break
11:00 am
Valentin Haddad, University of California at Los Angeles and NBER
Serhiy Kozak, University of Maryland
Shrihari Santosh, University of Maryland
The Economics of Factor Timing
Discussant: John Y. Campbell, Harvard University and NBER
12:00 pm
Lunch
1:00 pm
Maryam Farboodi, Massachusetts Institute of Technology and NBER
Laura Veldkamp, Columbia University and NBER
Long Run Growth of Financial Data Technology
Discussant: Vincent Glode, University of Pennsylvania
2:00 pm
Emiliano Pagnotta, Imperial College London
Andrea Buraschi, University of Chicago
An Equilibrium Valuation of Bitcoin and Decentralized Network Assets
Discussant: Michael Sockin, University of Texas at Austin
3:00 pm
Break
3:15 pm
Andrea L. Eisfeldt, University of California at Los Angeles and NBER
Bernard Herskovic, University of California at Los Angeles
Emil Siriwardane, Harvard University
Sriram Rajan, U.S. Department of the Treasury
OTC Intermediaries
Discussant: Darrell Duffie, Stanford University and NBER
4:15 pm
Adjourn
Friday, July 13
8:00 am
Coffee and Pastries
8:30 am
Marcin Kacperczyk, Imperial College London
Jaromir Nosal, Boston College
Savitar Sundaresan, Imperial College London
Market Power and Price Informativeness
Discussant: Martin C. Schmalz, Oxford University
9:30 am
Ned Augenblick, University of California at Berkeley
Eben Lazarus, Massachusetts Institute of Technology
Restrictions on Asset-Price Movements Under Rational Expectations: Theory and Evidence
Discussant: Jaroslav Borovička, New York University and NBER
10:30 am
Break
11:00 am
Lawrence J. Jin, California Institute of Technology
Pengfei Sui, California Institute of Technology
Asset Pricing with Return Extrapolation
Discussant: Lars A. Lochstoer, University of California at Los Angeles
12:00 pm
Lunch
1:00 pm
Nicolae B. Gârleanu, University of California at Berkeley and NBER
Stavros Panageas, University of California at Los Angeles and NBER
Heterogeneity and Asset Prices: A Different Approach
Discussant: Lawrence Schmidt, Massachusetts Institute of Technology
2:00 pm
Frederico Belo, University of Minnesota and NBER
Vito Gala, PIMCO
Juliana Salomao, University of Minnesota
Maria Ana Vitorino, University of Minnesota
Decomposing Firm Value
Discussant: Toni Whited, University of Michigan and NBER
3:00 pm
Break
3:15 pm
Luca Benzoni, Federal Reserve Bank of Chicago
Lorenzo Garlappi, University of British Columbia
Robert Goldstein, University of Minnesota and NBER
Term Structures of Credit Spreads with Dynamic Debt Issuance and Incomplete Information
Discussant: Gregory Duffee, Johns Hopkins University
4:15 pm
Adjourn
 
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