Asset Pricing Program Meeting
Organized by Wenxin Du and Adrien Verdelhan
April 14, 2023
Gleacher Center, Room 100, 450 North Cityfront Plaza Drive, Chicago, IL, Zoom
Format: 20 minutes for authors, 20 minutes for discussants, 20 minutes for Q&A
Friday, April 14
8:15 am
Continental Breakfast
8:45 am

Liquidity, Debt Denomination, and Currency Dominance

Antonio Coppola, Stanford University
Arvind Krishnamurthy, Stanford University and NBER
Chenzi Xu, University of California, Berkeley and NBER

Discussant:
William F. Diamond, University of Wisconsin - Madison
9:45 am
Break
10:00 am

Monetary-Based Asset Pricing: A Mixed Frequency Structural Approach

Francesco Bianchi, Johns Hopkins University and NBER
Sydney C. Ludvigson, New York University and NBER
Sai Ma, Federal Reserve Board of Governors

Discussant:
Anna Cieslak, Duke University and NBER
11:00 am
Break
11:15 am

Sequential Search for Corporate Bonds

Mahyar Kargar, University of Illinois Urbana-Champaign
Benjamin Lester, Federal Reserve Bank of Philadelphia
Sebastien Plante, University of Wisconsin - Madison
Pierre-Olivier Weill, University of California, Los Angeles and NBER

Discussant:
Kerry Y. Siani, Massachusetts Institute of Technology
12:15 pm
Lunch
1:30 pm

Missing Financial Data

Markus Pelger, Stanford University and NBER
Svetlana Bryzgalova, London Business School
Martin Lettau, University of California, Berkeley and NBER
Sven Lerner, Stanford University

Discussant:
Dacheng Xiu, University of Chicago and NBER
2:30 pm
Break
2:45 pm

Whatever It Takes? The Impact of Conditional Policy Promises

Valentin Haddad, University of California, Los Angeles and NBER
Alan Moreira, New York University and NBER
Tyler Muir, University of California, Los Angeles and NBER

Discussant:
Carolin Pflueger, University of Chicago and NBER
3:45 pm
Break
4:00 pm
Panel
Diversity in Academic Finance
Paola Sapienza, Northwestern University and NBER
Pietro Veronesi. University of Chicago and NBER
5:00 pm
Adjourn
6:00 pm
Group Dinner at the Gleacher Center
Dinner Speaker: Laura Veldkamp, Cooperman Professor of Finance and Economics, Columbia University, Graduate School of Business