Asset Pricing Program Meeting

Ravi Bansal and Camelia M. Kuhnen, Organizers

April 6, 2018

The Gleacher Center, 450 North Cityfront Plaza Drive, Chicago, IL

Conference Code of Conduct

Friday, April 6
8:00 am
Continental Breakfast
8:30 am
Jiangze Bian, University of International Business and Economics
Zhiguo He, Stanford University and NBER
Kelly Shue, Yale University and NBER
Hao Zhou, Tsinghua University

Leverage-Induced Fire Sales and Stock Market Crashes
Discussant: Nikolai Roussanov, University of Pennsylvania and NBER
9:30 am
Break
9:45 am
Arna Olafsson, Copenhagen Business School
Michaela Pagel, Washington University in St. Louis and NBER

The Ostrich in Us: Selective Attention to Financial Accounts, Income, Spending, and Liquidity
Discussant: Marianne Andries, University of Southern California
10:45 am
Break
11:00 am
Itamar Drechsler, University of Pennsylvania and NBER
Alan Moreira, University of Rochester and NBER
Alexi Savov, New York University and NBER

Liquidity Creation as Volatility Risk (slides)
Discussant: Markus K. Brunnermeier, Princeton University and NBER
12:00 pm
Lunch- Executive Dining Room 621
1:15 pm
Mariano Max. Croce, Bocconi University
Tatyana Marchuk, BI Norwegian Business School
Christian Schlag, University Frankfurt

The Leading Premium
Discussant: Hengjie Ai, University of Wisconsin - Madison
2:15 pm
Break
2:30 pm
Zhenyu Gao, Chinese University of Hong Kong
Michael Sockin, University of Texas at Austin
Wei Xiong, Princeton University and NBER

Learning about the Neighborhood
Discussant: Laura Veldkamp, Columbia University and NBER
3:30 pm
Break
3:45 pm
Darrell Duffie, Stanford University and NBER
Samuel Antill, Harvard University

Augmenting Markets with Mechanisms
Discussant: Kerry Back, Rice University
4:45 pm
Adjourn
6:00 pm
Joint Reception and Dinner thanking Malcolm Baker for his program directorship
Gleacher Center
Executive Dining Room 621
450 North Cityfront Plaza Drive, Chicago, IL