SI 2017 Asset Pricing

Andrea L. Eisfeldt and Stavros Panageas, Organizers

July 13-14, 2017

Royal Sonesta Hotel

Conference Code of Conduct

Thursday, July 13
8:00 am
Coffee and Pastries
Morning joint with Macro, Money and Financial Frictions
Markus K. Brunnermeier, Arvind Krishnamurthy, and Guillermo Ordoñez, Organizers
8:30 am
Efraim Benmelech, Northwestern University and NBER
Nittai Bergman, Tel Aviv University

Debt, Information, and Illiquidity
Discussant: Pierre Collin-Dufresne, École Polytechnique Fédérale de Lausanne
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
Discussant: Francisco J. Buera, Washington University in St. Louis and NBER
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.
Discussant: Christopher A. Sims, Princeton University
12:00 noon
Lunch
Asset Pricing Workshop Continues
Stavros Panageas, and Andrea L. Eisfeldt, Organizers
1:00 pm
Jordan Brooks, AQR Capital Management
Tobias J. Moskowitz, Yale University and NBER

Yield Curve Premia
Discussant: Monika Piazzesi, Stanford University and NBER
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
Discussant: François Gourio, Federal Reserve Bank of Chicago
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
Discussant: Motohiro Yogo, Princeton University and NBER
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
Discussant: Alexis A. Toda, University of California San Diego
9:30 am
Marcin Kacperczyk, Imperial College London
Emiliano Pagnotta, Singapore Management University

Chasing Private Information
Discussant: Norman Schurhoff, University of Lausanne
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
Discussant: Dimitris Papanikolaou, Northwestern University and NBER
12:00 non
Lunch
1:00 pm
Urban Jermann, University of Pennsylvania and NBER

Negative Swap Spreads and Limited Arbitrage
Discussant: Francis A. Longstaff, University of California, Los Angeles and NBER
2:00 pm
Marco Di Maggio, Imperial College Business School
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
Discussant: Bernard Herskovic, University of California, Los Angeles and NBER
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
Discussant: Pietro Veronesi, University of Chicago and NBER
4:15 pm
Adjourn