Asset Pricing Program Meeting
Kent D. Daniel and Robert J. Hodrick, Organizers
November 6, 2015
Supported by NBER
Stanford University
| Friday, November 6 | ||
| 8:30 am |
David Backus, New York University Nina Boyarchenko, Federal Reserve Bank of New York Mikhail Chernov, University of California, Los Angeles and NBER Term Structures of Asset Prices and Returns |
|
| 9:45 am |
Michael Weber, University of Chicago and NBER The Term Structure of Equity Returns: Risk or Mispricing? |
|
| 11:00 am |
Dong Lou, London School of Economics Christopher Polk, London School of Economics Spyros Skouras, Athens University of Economics and Business A Tug of War: Overnight Versus Intraday Expected Returns |
|
| 1:15 pm |
Zhiguo He, Stanford University and NBER Bryan T. Kelly, Yale University and NBER Asaf Manela, Washington University in St. Louis Intermediary Asset Pricing: New Evidence from Many Asset Classes |
|
| 2:30 pm |
Ian Dew-Becker, Northwestern University and NBER Stefano Giglio, Yale University and NBER Anh T. Le, University of North Carolina Marius Rodriguez, Federal Reserve Board The Price of Variance Risk |
|
| 3:45 pm |
Nicolae B. Gârleanu, Washington University in St. Louis and NBER Lasse H. Pedersen, Copenhagen Business School Efficiently Inefficient Markets for Assets and Asset Management |
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