Asset Pricing Program Meeting
Arvind Krishnamurthy and Monika Piazzesi, Organizers
April 8, 2022
Chicago and on Zoom
| Friday, April 8 | ||||
| Format: 20 minutes for authors, 20 minutes for discussants and 20 minutes for Q&A | ||||
| 8:30 am | Continental Breakfast | |||
| 9:00 am |
Mikhail Chernov, University of California, Los Angeles and NBER Lars A. Lochstoer, University of California, Los Angeles and NBER Dongho Song, Johns Hopkins University The Real Channel for Nominal Bond-Stock Puzzles
|
|||
| 10:00 am | Break | |||
| 10:15 am |
Lubos Pastor, University of Chicago and NBER Robert F. Stambaugh, University of Pennsylvania and NBER Lucian A. Taylor, University of Pennsylvania Dissecting Green Returns
|
|||
| 11:15 am | Break | |||
| 11:30 am |
Panel: Investor Psychology Chair: George Loewenstein, Carnegie Mellon University Panelists: Alex Imas, University of Chicago and NBER Nicholas Barberis, Yale University and NBER Colin Camerer, California Institute of Technology |
|||
| 12:30 pm | Lunch - King Arthur Court, 3rd floor | |||
| 1:30 pm |
Mark L. Egan, Harvard University and NBER Alexander MacKay, University of Virginia Hanbin Yang, London Business School What Drives Variation in Investor Portfolios? Evidence from Retirement Plans
|
|||
| 2:30 pm | Break | |||
| 2:45 pm |
Svetlana Bryzgalova, London Business School Anna Pavlova, London Business School Taisiya Sikorskaya, University of Chicago Retail Trading in Options and the Rise of the Big Three Wholesalers
|
|||
| 3:45 pm | Break | |||
| 4:00 pm |
Niels Joachim Gormsen, University of Chicago and NBER Kilian Huber, University of Chicago and NBER Discount Rates: Measurement and Implications for Investment
|
|||
| 5:00 pm | Adjourn | |||