Asset Pricing Program Meeting
Ralph S. J. Koijen and Itamar Drechsler, Organizers
March 24, 2017
Gleacher Center, 450 North Cityfront Plaza Drive, Chicago, Illinois
| Friday, March 24 | ||||
| 8:00 am | Continental Breakfast | |||
| 8:30 am |
Michael Sockin, University of Texas at Austin Markus K. Brunnermeier, Princeton University and NBER Wei Xiong, Princeton University and NBER China's Model of Managing the Financial System
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| 9:30 am | Break | |||
| 9:45 am |
Nina Boyarchenko, Federal Reserve Bank of New York Valentin Haddad, University of California, Los Angeles and NBER Matthew C. Plosser, Federal Reserve Bank of New York The Federal Reserve and Market Confidence
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| 10:45 am | Break | |||
| 11:00 am |
Tano Santos, Columbia University and NBER Pietro Veronesi, University of Chicago and NBER Habits and Leverage
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| 12:00 pm | Lunch | |||
| 1:15 pm |
Peter Diep, AQR Andrea L. Eisfeldt, University of California, Los Angeles and NBER Scott Richardson, AQR Capital Management Prepayment Risk and Expected MBS Returns
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| 2:15 pm | Break | |||
| 2:30 pm |
Hui Chen, Massachusetts Institute of Technology and NBER Anton Petukhov, Massachusetts Institute of Technology Jiang Wang, Massachusetts Institute of Technology and NBER The Dark Side of Circuit Breakers
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| 3:30 pm | Break | |||
| 3:45 pm |
Serhiy Kozak, University of Maryland Stefan Nagel, University of Chicago and NBER Shrihari Santosh, University of Maryland Shrinking the Cross-Section
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| 4:45 pm | Adjourn | |||
| 6:00 pm |
Joint Reception and Dinner, Gleacher Center Executive Dining Room 621 |
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| Participant List | ||||