Asset Pricing Program Meeting
Harrison Hong and Bryan T. Kelly, Organizers
November 1, 2024
Format: 20 minutes for authors, 20 minutes for discussants, 20 minutes for Q&A
| Thursday, October 31 | ||||
| 6:00 pm | Group Dinner - Vidalakis Dining Room at Stanford University | |||
| Friday, November 1 | ||||
| 8:00 am | Continental Breakfast | |||
| 8:30 am |
Sebastian Di Tella, Stanford University and NBER Benjamin M. Hébert, Stanford University and NBER Pablo Kurlat, University of Southern California and NBER Aggregation, Liquidity, and Asset Prices with Incomplete Markets
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| 9:30 am | Break | |||
| 9:45 am |
Christoph Boehm, University of Texas at Austin and NBER T. Niklas Kroner, Federal Reserve Board of Governors Monetary Policy without Moving Interest Rates: The Fed Non-Yield Shock
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| 10:45 am | Break | |||
| 11:00 am |
Yu An, Johns Hopkins University Yinan Su, Johns Hopkins University Chen Wang, University of Notre Dame Quantity, Risk, and Return
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| 12:00 pm | Lunch - Vidalakis Dining Room | |||
| 1:15 pm |
Tarek Alexander Hassan, Boston University and NBER Thomas Mertens, Federal Reserve Bank of San Francisco Jingye Wang, Renmin University of China A Currency Premium Puzzle
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| 2:15 pm | Break | |||
| 2:30 pm |
Claire Yurong Hong, Shanghai Advanced Institute of Finance Jun Liu, University of California at San Diego Jun Pan, Shanghai Jiao Tong University Shiwen Tian, Central University of Finance and Economics What Can Cross-Sectional Stocks Tell Us About Core Inflation Shocks?
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| 3:30 pm | Break | |||
| 3:45 pm |
Xavier Gabaix, Harvard University and NBER Ralph S. J. Koijen, University of Chicago and NBER Robert J. Richmond, New York University and NBER Motohiro Yogo, Princeton University and NBER Asset Embeddings
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| 4:45 pm | Adjourn | |||