Thursday, November 29
6:00 pm
Dinner
Schwab-Vidalakis Dining Hall, 680 Serra Street, Stanford, CA 94305
Friday, November 30
8:00 am
Continental Breakfast
8:30 am

Market-Beta and Downside Risk

Yaron Levi, University of Southern California
Ivo Welch, University of California, Los Angeles and NBER

Discussant:
Andrew Ang, Columbia University
9:30 am
Break
9:45 am

Efficient Bubbles?

Valentin Haddad, University of California, Los Angeles and NBER
Paul Ho, Federal Reserve Bank of Richmond
Erik Loualiche, University of Minnesota

Discussant:
Pablo Kurlat, University of Southern California and NBER
10:45 am
Break
11:00 am

Factors that Fit the Time Series and Cross-Section of Stock Returns (slides)

Martin Lettau, University of California, Berkeley and NBER
Markus Pelger, Stanford University and NBER

Discussant:
Serhiy Kozak, University of Maryland, College Park
12:00 pm
Break
1:15 pm

Volatility and Informativeness

Cecilia Parlatore, New York University and NBER
Eduardo Dávila, Yale University and NBER

Discussant:
Laura Veldkamp, Columbia University and NBER
2:15 pm
Break
2:30 pm

A Model of Cryptocurrencies

Michael Sockin, University of Texas at Austin
Wei Xiong, Princeton University and NBER

Discussant:
Lin William Cong, Cornell University and NBER
3:30 pm
Break
3:45 pm

Foreign Safe Asset Demand and the Dollar Exchange Rate

Zhengyang Jiang, Northwestern University and NBER
Arvind Krishnamurthy, Stanford University and NBER
Hanno Lustig, Stanford University and NBER

Discussant:
Pierre-Olivier Gourinchas, University of California, Berkeley and NBER
4:45 pm
Adjourn