Asset Pricing Program Meeting

Leonid Kogan and Jun Pan, Organizers

November 10, 2017

Stanford Graduate School of Business

Conference Code of Conduct

Friday, November 10
8:00 am
Continental Breakfast
8:30 am
Antonio Falato, Federal Reserve Board
Ali Hortaçsu, University of Chicago and NBER
Dan Li, Federal Reserve Board
Chaehee Shin, Federal Reserve Board

Fire-Sale Spillovers in Debt Markets
Discussant: Manuel Adelino, Duke University and NBER
9:30 am
Break
9:45 am
Anna Cieslak, Duke University and NBER
Annette Vissing-Jorgensen, Federal Reserve Board and NBER

The Economics of the Fed Put
Discussant: John H. Cochrane, Stanford University and NBER
10:45 am
Break
11:00 am
Ricardo J Caballero, Massachusetts Institute of Technology and NBER
Alp Simsek, Yale University and NBER

A Risk-centric Model of Demand Recessions and Macroprudential Policy
Discussant: Martin Schneider, Stanford University and NBER
12:00 pm
Lunch
1:15 pm
Carolin Pflueger, University of Chicago and NBER
Emil Siriwardane, Harvard University and NBER
Adi Sunderam, Harvard University and NBER

Does Precautionary Savings Drive the Real Interest Rate? Evidence from the Stock Market
Discussant: Lawrence D.W. Schmidt, Massachusetts Institute of Technology
2:15 pm
Break
2:30 pm
Azi Ben-Rephael, Rutgers University
Bruce I. Carlin, Rice University and NBER
Zhi Da, University of Notre Dame
Ryan D. Israelsen, Michigan State University

Demand for Information and Asset Pricing
Discussant: Ian Dew-Becker, Federal Reserve Bank of Chicago
3:30 pm
Break
3:45 pm
Michael Gofman, University of Rochester
Gill Segal, University of North Carolina at Chapel Hill
Youchang Wu, University of Oregon

Production Networks and Stock Returns: The Role of Creative Destruction
Discussant: Nicolae B. Gârleanu, Washington University in St. Louis and NBER
4:45 pm
Adjourn
5:30 pm
Dinner
Schwab-Vidalakis Dining Hall, 680 Serra Street, Stanford, CA 94305