Asset Pricing Program Meeting
Hanno Lustig and Annette Vissing-Jorgensen, Organizers
April 9, 2021
on Zoom.us
| 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
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| 11:50 am | Break | |||
| 11:55 am | Lightning Session | |||
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Robert Jay. Kahn, Federal Reserve Board of Governors Daniel Barth, Federal Reserve Board of Governors Hedge Funds and the Treasury Cash-Futures Disconnect |
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Jennie Bai, Georgetown University and NBER Massimo Massa, INSEAD Is Hard and Soft Information Substitutable? Evidence from the Lockdowns |
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| 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
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| 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
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| 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
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| 4:20 pm | Adjourn | |||