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Asset Pricing Program Meeting
Organized by Kent D. Daniel and Robert J. Hodrick
November 6, 2015
Stanford University
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8:30 am
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Term Structures of Asset Prices and Returns
David Backus, New York University
Nina Boyarchenko, Federal Reserve Bank of New York
Mikhail Chernov, University of California, Los Angeles and NBER
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9:45 am
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The Term Structure of Equity Returns: Risk or Mispricing?
Michael Weber, Purdue University and NBER
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11:00 am
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A Tug of War: Overnight Versus Intraday Expected Returns
Dong Lou, London School of Economics and Political Science (LSE)
Christopher Polk, London School of Economics and Political Science (LSE)
Spyros Skouras, Athens University of Economics and Business
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1:15 pm
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Intermediary Asset Pricing: New Evidence from Many Asset Classes
Zhiguo He, Stanford University and NBER
Bryan T. Kelly, Yale University and NBER
Asaf Manela, Washington University in St. Louis
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2:30 pm
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The Price of Variance Risk
Ian Dew-Becker, Federal Reserve Bank of Chicago
Stefano Giglio, Yale University and NBER
Anh T. Le, University of North Carolina at Chapel Hill
Marius Rodriguez, Federal Reserve Board of Governors
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3:45 pm
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Efficiently Inefficient Markets for Assets and Asset Management
Nicolae B. Gârleanu, Washington University in St. Louis and NBER
Lasse H. Pedersen, Copenhagen Business School
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