Asset Pricing Program Meeting
Martin Lettau and Laura Veldkamp, Organizers
November 5, 2021
Royal Sonesta Hotel, Cambridge and Zoom.us
| Friday, November 5 | ||||
| 8:30 am | Continental Breakfast | |||
| 8:50 am | Opening and introductions | |||
| 9:00 am |
Vimal Balasubramaniam, Queen Mary University of London John Y. Campbell, Harvard University and NBER Tarun Ramadorai, Imperial College London Benjamin Ranish, Federal Reserve Board of Governors Who Owns What? A Factor Model for Direct Stock Holding
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| 10:00 am | Break | |||
| 10:15 am |
Samuel M. Hartzmark, Boston College and NBER David H. Solomon, Boston College Predictable Price Pressure
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| 11:15 am | Break | |||
| 11:30 am |
Darrell Duffie, Stanford University and NBER (moderator) Ulrich Bindseil, Director General of Market Infrastructure and Payments at the European Central Bank Markus K. Brunnermeier, Princeton University and NBER Monika Piazzesi, Stanford University and NBER |
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| 12:30 pm | Lunch | |||
| 2:00 pm |
Jinfei Sheng, University of California, Irvine Zheng Sun, University of California, Irvine Wanyi Wang, University of California, Irvine Partisan Return Gap: The Polarized Stock Market in the Time of a Pandemic
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| 3:00 pm | Break | |||
| 3:15 pm |
Pulak Ghosh, India Institute of Management Bangalore Boris Vallee, Harvard University Yao Zeng, University of Pennsylvania FinTech Lending and Cashless Payments
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| 4:15 pm | Break | |||
| 4:30 pm |
Toomas Laarits, New York University Precautionary Savings and the Stock-Bond Covariance
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| 5:30 pm | Adjourn | |||