SI 2016 Asset Pricing
Monika Piazzesi, Sydney C. Ludvigson, and Stijn Van Nieuwerburgh, Organizers
July 14-15, 2016
Royal Sonesta Hotel
| Thursday, July 14 | ||
| 1:00 pm |
Anmol P. Bhandari, University of Minnesota and NBER Hengjie Ai, University of Wisconsin - Madison Asset Pricing with Endogenously Uninsurable Tail Risk |
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| 2:00 pm |
Roberto Marfe, Collegio Carlo Alberto Labor Rigidity and the Dynamics of the Value Premium |
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| 3:15 pm |
J. Anthony Cookson, University of Colorado Marina Niessner, Indiana University Why Don’t We Agree? Evidence from a Social Network of Investors |
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| Friday, July 15 | ||
| 8:30 am |
Jules H. van Binsbergen, University of Pennsylvania and NBER Christian C. Opp, University of Rochester and NBER Real Anomalies: Are Financial Markets a Sideshow? |
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| 9:30 am |
David W. Berger, Duke University and NBER Ian Dew-Becker, Federal Reserve Bank of Chicago Stefano Giglio, Yale University and NBER Contractionary Volatility or Volatile Contractions? |
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| 11:00 am |
Aaron Hedlund, Purdue University Carlos Garriga, Federal Reserve Bank of St. Louis Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession |
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| 1:00 pm |
Ayan Bhattacharya, Baruch College, CUNY Maureen O'Hara, Cornell University Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets |
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| 2:30 pm |
Mikhail Chernov, University of California, Los Angeles and NBER Lukas Schmid, University of Southern California Andreas Schneider, UCLA A Macrofinance View of US Sovereign CDS Premiums |
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| 3:30 pm |
Erik Loualiche, University of Minnesota Jean-Noel Barrot, HEC Paris Julien Sauvagnat, Bocconi University The Globalization Risk Premium |
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