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, Purdue University and NBER The Term Structure of Equity Returns: Risk or Mispricing? |
|
| 11:00 am |
Dong Lou, London School of Economics and Political Science (LSE) Christopher Polk, London School of Economics and Political Science (LSE) 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, Federal Reserve Bank of Chicago Stefano Giglio, Yale University and NBER Anh T. Le, University of North Carolina at Chapel Hill Marius Rodriguez, Federal Reserve Board of Governors The Price of Variance Risk |
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| 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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