Asset Pricing Program Meeting

Hanno Lustig and Annette Vissing-Jorgensen, Organizers

April 9, 2021

on Zoom.us

Conference Code of Conduct

Friday, April 9
11:00 am
Mikhail Chernov, University of California, Los Angeles and NBER
Magnus Dahlquist, Stockholm School of Economics
Lars A. Lochstoer, University of California, Los Angeles and NBER

Pricing Currency Risks
Discussant: Adrien Verdelhan, Massachusetts Institute of Technology and NBER
11:50 am
Break
11:55 am
Lightning Session
Robert Jay. Kahn, Federal Reserve Board
Daniel Barth, Federal Reserve Board of Governors

Hedge Funds and the Treasury Cash-Futures Disconnect
Jennie Bai, Georgetown University and NBER
Massimo Massa, INSEAD

Is Hard and Soft Information Substitutable? Evidence from the Lockdowns
12:35 pm
Break on Gather.town
1:25 pm
Svetlana Bryzgalova, London Business School
Christian Julliard, London School of Economics
Jiantao Huang, University of Hong Kong

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Discussant: Dacheng Xiu, and NBER
2:15 pm
Break
2:25 pm
Leonid Kogan, Massachusetts Institute of Technology and NBER
Winston Wei Dou, University of Pennsylvania and NBER
Wei Wu, Texas A&M University

Common Fund Flows: Flow Hedging and Factor Pricing
Discussant: Yiming Ma, Columbia University
3:15 pm
Break
3:25 pm
Xavier Gabaix, Harvard University and NBER
Ralph S. J. Koijen, University of Chicago and NBER

In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
Discussant: Lasse H. Pedersen, Copenhagen Business School
4:20 pm
Adjourn