SI 2019 Asset Pricing
Sydney C. Ludvigson and Thomas Philippon, Organizers
July 11-12, 2019
Ballroom A
Royal Sonesta Hotel, Edwin H. Land Blvd., Cambridge, MA
| Wednesday, July 10 | ||||
| 6:00 pm |
Dinner at Hotel Marlowe (Muse Salon) (across the street from the Royal Sonesta Hotel) |
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| Thursday, July 11 | ||||
| 8:00 am | Coffee and Pastries | |||
| Morning session will be joint with Macro, Money and Financial Frictions | ||||
| 8:30 am |
Hui Chen, Massachusetts Institute of Technology and NBER Zhuo Chen, Tsinghua University Zhiguo He, Stanford University and NBER Jinyu Liu, University of International Business and Economics Rengming Xie, CITIC Securities Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets
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| 9:30 am |
Jules H. van Binsbergen, University of Pennsylvania and NBER William F. Diamond, University of Pennsylvania Marco Grotteria, London Business School Risk Free Interest Rates
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| 10:30 am | Break | |||
| 11:00 am |
Moritz Lenel, Princeton University and NBER Monika Piazzesi, Stanford University and NBER Martin Schneider, Stanford University and NBER The Short Rate Disconnect in a Monetary Economy
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| 12:00 n | Lunch | |||
| 1:00 pm |
Maarten Meeuwis, Washington University in St Louis Jonathan A. Parker, Massachusetts Institute of Technology and NBER Antoinette Schoar, Massachusetts Institute of Technology and NBER Duncan Simester, Massachusetts Institute of Technology Belief Disagreement and Portfolio Choice
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| 2:00 pm |
Ian Martin, London School of Economics Dimitrios Papadimitriou, London School of Economics Sentiment and Speculation in a Market with Heterogeneous Beliefs
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| 3:00 pm | Break | |||
| 3:15 pm |
Tyler Muir, University of California, Los Angeles and NBER Alan Moreira, University of Rochester and NBER Bernard Herskovic, University of California, Los Angeles and NBER Hedging Risk Factors
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| 4:15 pm | Adjourn | |||
| Friday, July 12 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am |
Shimon Kogan, Reichman University Tobias J. Moskowitz, Yale University and NBER Marina Niessner, Indiana University Fake News: Evidence from Financial Markets
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| 9:30 am |
Vitaly Orlov, University of St. Gallen Alexander Cochardt, University of St. Gallen Stephan Heller, Harvard Business School In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows
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| 11:00 am |
Anisha Ghosh, McGill University Christian Julliard, London School of Economics Michael Stutzer, University of Colorado The Market Cost of Business Cycle Fluctuations
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| 12:00 n | Lunch | |||
| 1:00 pm |
Harjoat Bhamra, Imperial College Business School Christian Dorion, HEC Montreal Alexandre Jeanneret, HEC Montreal Michael Weber, University of Chicago and NBER Low Inflation: High Default Risk AND High Equity Valuations
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| 2:00 pm |
Juliana Salomao, University of Minnesota and NBER Liliana Varela, London School of Economics Exchange Rate Exposure and Firm Dynamics
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| 3:00 pm | Break | |||
| 3:15 pm |
Laurent E. Calvet, EDHEC Business School John Y. Campbell, Harvard University and NBER Francisco Gomes, London Business School Paolo Sodini, Stockholm School of Economics The Cross-Section of Household Preferences
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| 4:15 pm | Adjourn | |||