Asset Pricing Program Meeting
Hanno Lustig and Stefan Nagel, Organizers
October 26, 2012
Supported by NBER
SIEPR
| Friday, October 26 | ||
| 1 |
David Lucca, Jane Street Emanuel Moench, Frankfurt School of Finance & Management The Pre-FOMC Announcement Drift |
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| 2 |
Jack Favilukis, University of British Columbia Xiaoji Lin, University of Minnesota Wage Rigidity: A Solution to Several Asset Pricing Puzzles |
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| 3 |
Tyler Muir, University of California, Los Angeles and NBER Tobias Adrian, International Monetary Fund Erkko Etula, Goldman Sachs Financial Intermediaries and the Cross Section of Asset Returns |
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| 4 |
Snehal Banerjee, University of Michigan Jeremy Graveline, University of Minnesota Trading in Derivatives when the Underlying is Scarce |
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| 5 |
Dong Lou, London School of Economics and Political Science (LSE) Christopher Polk, London School of Economics and Political Science (LSE) Comomentum: Inferring Arbitrage Capital from Return Correlations |
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