SI 2017 Asset Pricing
Andrea L. Eisfeldt and Stavros Panageas, Organizers
July 13-14, 2017
Royal Sonesta Hotel
Summer Institute 2017 master schedule
| Thursday, July 13 | ||||
| 8:00 am | Coffee and Pastries | |||
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Morning joint with Macro, Money and Financial Frictions Markus K. Brunnermeier, Arvind Krishnamurthy, and Guillermo Ordoñez, Organizers |
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| 8:30 am |
Efraim Benmelech, Northwestern University and NBER Nittai Bergman, Tel Aviv University Debt, Information, and Illiquidity
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| 9:30 am |
Nicolae B. Gârleanu, Washington University in St. Louis and NBER Stavros Panageas, University of California, Los Angeles and NBER Finance in a time of Disruptive Growth
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| 10:30 am | Break | |||
| 11:00 am |
Marco Bassetto, Federal Reserve Bank of Minneapolis Carlo Galli, Universidad Carlos III de Madrid Is Inflation Default? The Role of Information in Debt Crises.
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| 12:00 noon | Lunch | |||
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Asset Pricing Workshop Continues Stavros Panageas, and Andrea L. Eisfeldt, Organizers |
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| 1:00 pm |
Jordan Brooks, AQR Capital Management Tobias J. Moskowitz, Yale University and NBER Yield Curve Premia
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| 2:00 pm |
Joao Gomes, University of Pennsylvania Marco Grotteria, London Business School Jessica Wachter, University of Pennsylvania and NBER Cyclical Dispersion in Expected Defaults
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| 3:00 pm | Break | |||
| 3:15 pm |
Vadim Elenev, Johns Hopkins University Tim Landvoigt, University of Pennsylvania and NBER Stijn Van Nieuwerburgh, Columbia University and NBER A Macroeconomic Model with Financially Constrained Producers and Intermediaries
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| 4:15 pm | Adjourn | |||
| 6:00 pm | Group Dinner - Hotel Marlowe (Muse Salon) | |||
| Friday, July 14 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am |
Matthieu Gomez, Columbia University Asset Prices and Wealth Inequality
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| 9:30 am |
Marcin Kacperczyk, Imperial College London Emiliano Pagnotta, Singapore Management University Chasing Private Information
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| 10:30 am | Break | |||
| 11:00 am |
Wenxi Liao, Duke University Lukas Schmid, University of Southern California Levered Ideas: Risk Premia along the Credit Cycle
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| 12:00 non | Lunch | |||
| 1:00 pm |
Urban Jermann, University of Pennsylvania and NBER Negative Swap Spreads and Limited Arbitrage
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| 2:00 pm |
Marco Di Maggio, Harvard University and NBER Francesco Franzoni, Swiss Finance Institute Amir Kermani, University of California, Berkeley and NBER Carlo Sommavilla, Swiss Finance Institute & USI The Relevance of Broker Networks for Information Diffusion in the Stock Market
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| 3:00 pm | Break | |||
| 3:15 pm |
Pedro Bordalo, University of Oxford Nicola Gennaioli, Bocconi University Rafael La Porta, Brown University and NBER Andrei Shleifer, Harvard University and NBER Diagnostic Expectations and Stock Returns
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| 4:15 pm | Adjourn | |||