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1:00 pm
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Asset Pricing with Endogenously Uninsurable Tail Risk
Anmol P. Bhandari, University of Minnesota and NBER
Hengjie Ai, University of Wisconsin - Madison
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2:00 pm
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Labor Rigidity and the Dynamics of the Value Premium
Roberto Marfe, Collegio Carlo Alberto
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3:15 pm
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Why Don’t We Agree? Evidence from a Social Network of Investors
J. Anthony Cookson, University of Colorado Boulder
Marina Niessner, Indiana University
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8:30 am
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Real Anomalies: Are Financial Markets a Sideshow?
Jules H. van Binsbergen, University of Pennsylvania and NBER
Christian C. Opp, University of Rochester and NBER
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9:30 am
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Contractionary Volatility or Volatile Contractions?
David W. Berger, Duke University and NBER
Ian Dew-Becker, Federal Reserve Bank of Chicago
Stefano Giglio, Yale University and NBER
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11:00 am
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Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession
Aaron Hedlund, Purdue University
Carlos Garriga, Federal Reserve Bank of St. Louis
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1:00 pm
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Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets
Ayan Bhattacharya, Baruch College of the City University of New York
Maureen O'Hara, Cornell University
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2:30 pm
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A Macrofinance View of US Sovereign CDS Premiums
Mikhail Chernov, University of California, Los Angeles and NBER
Lukas Schmid, University of Southern California
Andreas Schneider, University of California, Los Angeles
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3:30 pm
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The Globalization Risk Premium
Erik Loualiche, University of Minnesota
Jean-Noel Barrot, HEC Paris
Julien Sauvagnat, Bocconi University
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