Asset Pricing Program Meeting
Organized by Adrien Verdelhan and Deborah J. Lucas
April 8, 2016
Gleacher Center

Friday, April 8

8:30 am

Sets of Models and Prices of Uncertainty

Lars P. Hansen, University of Chicago and NBER
Thomas J. Sargent, New York University and NBER

9:45 am

Testing Strategies Based on Multiple Signals

Robert Novy-Marx, University of Rochester and NBER

11:00 am

Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets

Nina Boyarchenko, Federal Reserve Bank of New York
David Lucca, Jane Street
Laura Veldkamp, Columbia University and NBER

1:15 pm

Measuring Tail Risks at High Frequency

2:30 pm

Robust Bond Risk Premia

Michael D. Bauer, Federal Reserve Bank of San Francisco
James D. Hamilton, University of California, San Diego and NBER

3:45 pm

Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution

Erik P. Gilje, University of Pennsylvania
Robert C. Ready, University of Rochester
Nikolai Roussanov, University of Pennsylvania and NBER