SI 2021 Asset Pricing
Ralph S. J. Koijen and Sydney C. Ludvigson, Organizers
July 15-16, 2021
on Zoom.us
| Thursday, July 15 | ||||
| First two papers joint with Macro, Money and Financial Markets | ||||
| 11:00 am |
Huifeng Chang, University of California, Los Angeles Adrien d'Avernas, Stockholm School of Economics Andrea L. Eisfeldt, University of California, Los Angeles and NBER Bonds vs. Equities: Information for Investment
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| 11:50 am | Break | |||
| 12:00 noon |
Anmol Bhandari, University of Minnesota and NBER David Evans, University of Oregon Mikhail Golosov, University of Chicago and NBER Thomas J. Sargent, New York University and NBER Managing Public Portfolios
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| 12:50 pm | Break | |||
| 1:10 pm |
Alyssa G. Anderson, Federal Reserve Board Wenxin Du, Harvard University and NBER Bernd Schlusche, Federal Reserve Board Arbitrage Capital of Global Banks
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| 2:00 pm | Break | |||
| 2:10 pm |
Nicolae B. Gârleanu, Washington University in St. Louis and NBER Stavros Panageas, University of California, Los Angeles and NBER Geoffery X. Zheng, NYU Shanghai A Long Leg and a Short Leg Make For a Wobbly Equilibrium
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| 3:00 pm | Break | |||
| 3:10 pm |
Valentin Haddad, University of California, Los Angeles and NBER Paul Huebner, Stockholm School of Economics Erik Loualiche, University of Minnesota How Competitive is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing
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| 4:00 pm | Adjourn | |||
| Friday, July 16 | ||||
| 10:00 am |
Zhengyang Jiang, Northwestern University and NBER Hanno Lustig, Stanford University and NBER Stijn Van Nieuwerburgh, Columbia University and NBER Mindy Z. Xiaolan, University of Texas at Austin Bond Convenience Yields in the Eurozone Currency Union
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| 10:50 am | Break | |||
| 10:55 am |
Markus K. Brunnermeier, Princeton University and NBER Sebastian A. Merkel, University of Exeter Yuliy Sannikov, Stanford University Debt As Safe Asset
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| 11:45 am | Break | |||
| 11:50 am |
Andrew Atkeson, University of California, Los Angeles and NBER Jonathan Heathcote, Federal Reserve Bank of Minneapolis Fabrizio Perri, Federal Reserve Bank of Minneapolis The End of Privilege
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| 12:40 pm | Break | |||
| 1:00 pm |
Panel: Trends in Market Concentration, Rents, and Investment: Implications and Insights for Asset Prices" Chair: Luigi Zingales, University of Chicago and NBER Participants: Janice Eberly, Northwestern University and NBER Jan de Loecker, Katholieke Universiteit Leuven and NBER Thomas Philippon, New York University and NBER |
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| 2:00 pm | Break | |||
| 2:10 pm |
Max Miller, Harvard University James Paron, University of Pennsylvania Jessica Wachter, University of Pennsylvania and NBER Sovereign Default and the Decline in Interest Rates
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| 3:00 pm | Break | |||
| 3:10 pm |
Ricardo J. Caballero, Massachusetts Institute of Technology and NBER Alp Simsek, Yale University and NBER Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect
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| 4:00 pm | Adjourn | |||