NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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SI 2019 Asset Pricing

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

Sydney C. Ludvigson and Thomas Philippon, Organizers

July 11-12, 2019

Ballroom A

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

Conference Code of Conduct

Wednesday, July 10
6:00 pm
Dinner at Hotel Marlowe (Muse Salon)
(across the street from the Royal Sonesta Hotel)
Thursday, July 11
8:00 am
Coffee and Pastries
Morning session will be joint with Macro, Money and Financial Frictions
8:30 am
Hui Chen, Massachusetts Institute of Technology and NBER
Zhuo Chen, Tsinghua University
Zhiguo He, University of Chicago and NBER
Jinyu Liu, University of International Business and Economics
Rengming Xie, CITIC Securities
Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
Discussant: Tao Zha, Emory University and NBER
9:30 am
Jules H. van Binsbergen, University of Pennsylvania and NBER
William F. Diamond, University of Pennsylvania
Marco Grotteria, University of Pennsylvania
Risk Free Interest Rates
Discussant: Annette Vissing-Jorgensen, University of California at Berkeley and NBER
10:30 am
Break
11:00 am
Moritz Lenel, Princeton University
Monika Piazzesi, Stanford University and NBER
Martin Schneider, Stanford University and NBER
The Short Rate Disconnect in a Monetary Economy
Discussant: Michael Woodford, Columbia University and NBER
12:00 n
Lunch
1:00 pm
Maarten Meeuwis, Massachusetts Institute of Technology
Jonathan A. Parker, Massachusetts Institute of Technology and NBER
Antoinette Schoar, Massachusetts Institute of Technology and NBER
Duncan Simester, Massachusetts Institute of Technology
Belief Disagreement and Portfolio Choice
Discussant: Johannes Stroebel, New York University and NBER
2:00 pm
Ian Martin, London School of Economics
Dimitrios Papadimitriou, London School of Economics
Sentiment and Speculation in a Market with Heterogeneous Beliefs (slides)
Discussant: Eben Lazarus, Massachusetts Institute of Technology
3:00 pm
Break
3:15 pm
Tyler Muir, University of California at Los Angeles and NBER
Alan Moreira, University of Rochester
Bernard Herskovic, University of California at Los Angeles
Hedging Risk Factors
Discussant: Owen Lamont, Wellington Management
4:15 pm
Adjourn
Friday, July 12
8:00 am
Coffee and Pastries
8:30 am
Shimon Kogan, Massachusetts Institute of Technology
Tobias J. Moskowitz, Yale University and NBER
Marina Niessner, AQR Capital Management
Fake News: Evidence from Financial Markets
Discussant: Kent D. Daniel, Columbia University and NBER
9:30 am
Vitaly Orlov, University of St. Gallen
Alexander Cochardt, University of St. Gallen
Stephan Heller, University of St. Gallen
In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows
Discussant: Stefano Giglio, Yale University and NBER
11:00 am
Anisha Ghosh, McGill University
Christian Julliard, London School of Economics
Michael Stutzer, University of Colorado
The Market Cost of Business Cycle Fluctuations
Discussant: Jaroslav Borovička, New York University and NBER
12:00 n
Lunch
1:00 pm
Harjoat Bhamra, Imperial College Business School
Christian Dorion, HEC Montreal
Alexandre Jeanneret, HEC Montreal
Michael Weber, University of Chicago and NBER
Low Inflation: High Default Risk AND High Equity Valuations
Discussant: Alessandra Peter, Princeton University
2:00 pm
Juliana Salomao, University of Minnesota
Liliana Varela, London School of Economics
Exchange Rate Exposure and Firm Dynamics
Discussant: Emil Verner, Massachusetts Institute of Technology
3:00 pm
Break
3:15 pm
Laurent E. Calvet, EDHEC Business School
John Y. Campbell, Harvard University and NBER
Francisco Gomes, London Business School
Paolo Sodini, Stockholm School of Economics
The Cross-Section of Household Preferences
Discussant: Jessica Wachter, University of Pennsylvania and NBER
4:15 pm
Adjourn
 
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