Asset Pricing Program Meeting
Adrien Verdelhan and Deborah J. Lucas, Organizers
April 8, 2016
Supported by NBER
Gleacher Center
| Friday, April 8 | ||
| 8:30 am |
Lars P. Hansen, University of Chicago and NBER Thomas J. Sargent, New York University and NBER Sets of Models and Prices of Uncertainty |
|
| 9:45 am |
Robert Novy-Marx, University of Rochester and NBER Testing Strategies Based on Multiple Signals |
|
| 11:00 am |
Nina Boyarchenko, Federal Reserve Bank of New York David Lucca, Jane Street Laura Veldkamp, Columbia University and NBER Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets |
|
| 1:15 pm |
Measuring Tail Risks at High Frequency |
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| 2:30 pm |
Michael D. Bauer, Federal Reserve Bank of San Francisco James D. Hamilton, University of California, San Diego and NBER Robust Bond Risk Premia |
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| 3:45 pm |
Erik P. Gilje, University of Pennsylvania Robert C. Ready, University of Rochester Nikolai Roussanov, University of Pennsylvania and NBER Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution |
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