SI 2018 Asset Pricing
Urban Jermann and Jessica Wachter, Organizers
July 12-13, 2018
Ballroom A
Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA
| Wednesday, July 11 | ||||
| 6:00 pm | Clambake at the Royal Sonesta Hotel | |||
| Thursday, July 12 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am |
Daniel Andrei, McGill University Julien Cujean, University of Bern Mungo Wilson, University of Oxford The Lost Capital Asset Pricing Model
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| 9:30 am |
Bryan T. Kelly, Yale University and NBER Asaf Manela, Washington University in St. Louis Alan Moreira, University of Rochester and NBER Text Selection
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| 10:30 am | Break | |||
| 11:00 am |
Valentin Haddad, University of California, Los Angeles and NBER Serhiy Kozak, University of Maryland Shrihari Santosh, University of Maryland The Economics of Factor Timing
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| 12:00 pm | Lunch | |||
| 1:00 pm |
Maryam Farboodi, Massachusetts Institute of Technology and NBER Laura Veldkamp, Columbia University and NBER Long Run Growth of Financial Data Technology
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| 2:00 pm |
Emiliano Pagnotta, Singapore Management University Andrea Buraschi, University of Chicago An Equilibrium Valuation of Bitcoin and Decentralized Network Assets
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| 3:00 pm | Break | |||
| 3:15 pm |
Andrea L. Eisfeldt, University of California, Los Angeles and NBER Bernard Herskovic, University of California, Los Angeles and NBER Emil Siriwardane, Harvard University and NBER Sriram Rajan, Department of the Treasury OTC Intermediaries
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| 4:15 pm | Adjourn | |||
| Friday, July 13 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am |
Marcin Kacperczyk, Imperial College London Jaromir Nosal, Boston College Savitar Sundaresan, Imperial College London Market Power and Price Informativeness
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| 9:30 am |
Ned Augenblick, University of California at Berkeley Eben Lazarus, University of California, Berkeley Restrictions on Asset-Price Movements Under Rational Expectations: Theory and Evidence
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| 10:30 am | Break | |||
| 11:00 am |
Lawrence J. Jin, Cornell University and NBER Pengfei Sui, The Chinese University of Hong Kong, Shenzhen Asset Pricing with Return Extrapolation
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| 12:00 pm | Lunch | |||
| 1:00 pm |
Nicolae B. Gârleanu, Washington University in St. Louis and NBER Stavros Panageas, University of California, Los Angeles and NBER Heterogeneity and Asset Prices: A Different Approach
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| 2:00 pm |
Frederico Belo, INSEAD Vito Gala, PIMCO Juliana Salomao, University of Minnesota and NBER Maria Ana Vitorino, INSEAD Decomposing Firm Value
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| 3:00 pm | Break | |||
| 3:15 pm |
Luca Benzoni, Federal Reserve Bank of Chicago Lorenzo Garlappi, University of British Columbia Robert Goldstein, University of Minnesota and NBER Term Structures of Credit Spreads with Dynamic Debt Issuance and Incomplete Information
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| 4:15 pm | Adjourn | |||