SI 2015 Asset Pricing
Monika Piazzesi, Dimitris Papanikolaou, and Konstantin Milbradt, Organizers
July 9-10, 2015
Royal Sonesta Hotel
| Thursday, July 9 | ||
| 8:30 am | ||
| 8:30 am |
Itamar Drechsler, University of Pennsylvania and NBER Alexi Savov, New York University and NBER Philipp Schnabl, New York University and NBER The Deposits Channel of Monetary Policy |
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| 9:30 am | ||
| 9:30 am | ||
| 9:30 am |
Fang Yang, Federal Reserve Bank of Dallas Financial Intermediation and Capital Reallocation |
|
| 11:00 am | ||
| 11:00 am |
Benjamin Golez, University of Notre Dame Peter Koudijs, University of Rotterdam Four Centuries of Return Predictability |
|
| 1:00 pm | ||
| 1:00 pm |
Alexandre Corhay, University of Toronto Howard Kung, London Business School Lukas Schmid, University of Southern California Competition, Markups and Predictable Returns |
|
| 2:00 pm |
Bryan T. Kelly, Yale University and NBER Lubos Pastor, University of Chicago and NBER Pietro Veronesi, University of Chicago and NBER The Price of Political Uncertainty: Theory and Evidence from the Option Market |
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| 3:20 pm | ||
| 3:20 pm |
Marianne Andries, University of Southern California Valentin Haddad, University of California, Los Angeles and NBER Information Aversion |
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| Friday, July 10 | ||
| 8:30 am |
Robert Novy-Marx, University of Rochester and NBER Fundamentally, Momentum is Fundamental Momentum |
|
| 9:30 am | ||
| 9:30 am |
Serhiy Kozak, University of Maryland Stefan Nagel, University of Chicago and NBER Shrihari Santosh, University of Maryland Interpreting Factor Models |
|
| 11:00 am | ||
| 11:00 am |
George M. Constantinides, University of Chicago and NBER Anisha Ghosh, McGill University Asset Pricing with Countercyclical Household Consumption Risk |
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| 1:00 pm | ||
| 1:00 pm |
Jaroslav Borovicka, New York University and NBER Lars P. Hansen, University of Chicago and NBER Jose A. Scheinkman, Columbia University and NBER Misspecified Recovery |
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| 2:30 pm | ||
| 2:30 pm |
Ulf Axelson, London School of Economics Igor Makarov, London School of Economics Informational Black Holes in Auctions |
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| 3:30 pm | ||
| 3:30 pm |
Darrell Duffie, Stanford University and NBER Piotr Dworczak, Northwestern University Haoxiang Zhu, Massachusetts Institute of Technology and NBER Benchmarks in Search Markets |
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