Asset Pricing Program Meeting
Tano Santos and Harrison Hong, Organizers
November 30, 2018
Supported by the Alfred P. Sloan Foundation
Stanford Graduate School of Business, Seawell Boardroom (B400), Bass Center, 655 Knight Way, Stanford, CA
| Thursday, November 29 | ||||
| 6:00 pm |
Dinner Schwab-Vidalakis Dining Hall, 680 Serra Street, Stanford, CA 94305 |
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| Friday, November 30 | ||||
| 8:00 am | Continental Breakfast | |||
| 8:30 am |
Yaron Levi, University of Southern California Ivo Welch, University of California, Los Angeles and NBER Market-Beta and Downside Risk
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| 9:30 am | Break | |||
| 9:45 am |
Valentin Haddad, University of California, Los Angeles and NBER Paul Ho, Federal Reserve Bank of Richmond Erik Loualiche, University of Minnesota Efficient Bubbles?
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| 10:45 am | Break | |||
| 11:00 am |
Martin Lettau, University of California, Berkeley and NBER Markus Pelger, Stanford University and NBER Factors that Fit the Time Series and Cross-Section of Stock Returns
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| 12:00 pm | Break | |||
| 1:15 pm |
Cecilia Parlatore, New York University and NBER Eduardo Dávila, Yale University and NBER Volatility and Informativeness
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| 2:15 pm | Break | |||
| 2:30 pm |
Michael Sockin, University of Texas at Austin Wei Xiong, Princeton University and NBER A Model of Cryptocurrencies
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| 3:30 pm | Break | |||
| 3:45 pm |
Zhengyang Jiang, Northwestern University and NBER Arvind Krishnamurthy, Stanford University and NBER Hanno Lustig, Stanford University and NBER Foreign Safe Asset Demand and the Dollar Exchange Rate
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| 4:45 pm | Adjourn | |||