Asset Pricing Program Meeting
Dimitri Vayanos and Jessica Wachter, Organizers
November 6, 2020
| Friday, November 6 | ||||
| 10:00 am | Opening remarks | |||
| 10:10 am |
Carolin Pflueger, University of Chicago and NBER Gianluca Rinaldi, Harvard University Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion
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| 11:00 am | Break | |||
| 11:05 am |
Yixin Chen, University of Rochester Randolph B. Cohen, Harvard University Zixuan Wang, Goldman, Sachs & Co. Famous Firms, Earnings Clusters, and the Stock Market
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| 11:55 am | Break | |||
| 12:00 noon |
Niels Joachim Gormsen, University of Chicago and NBER Eben Lazarus, University of California, Berkeley Duration-Driven Returns
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| 12:50 pm | Break | |||
| 1:00 pm |
Panel discussion on "The future of pensions" Moderator David Wessel, Brookings Institution Panelists Rob Arnott, Research Affiliates Joshua Rauh, Stanford University and NBER Theresa Whitmarsh, Washington State Investment Board |
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| 2:00 pm | Break | |||
| 2:20 pm |
Huaizhi Chen, University of Notre Dame Lauren Cohen, Harvard University and NBER Umit Gurun, University of Texas at Dallas Don't Take Their Word For It: The Misclassification of Bond Mutual Funds
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| 3:10 pm | Break | |||
| 3:15 pm |
Jonathan A. Parker, Massachusetts Institute of Technology and NBER Antoinette Schoar, Massachusetts Institute of Technology and NBER Yang Sun, Brandeis University Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds
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| 4:05 pm | Break | |||
| 4:10 pm |
Arvind Krishnamurthy, Stanford University and NBER Wenhao Li, University of Southern California Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment
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| 5:00 pm | Adjourn | |||