SI 2022 Asset Pricing

Ralph S. J. Koijen and Sydney C. Ludvigson, Organizers

July 14-15, 2022

Ballroom A

Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA and zoom.us

Conference Code of Conduct

Thursday, July 14
8:00 am
Coffee and Pastries
Morning joint with MEFM
8:30 am

Credit Crunches and the Great Stagflation
Discussant: Juliane Begenau, Stanford University and NBER
9:30 am
Break
9:45 am

Monetary Policy, Segmentation, and the Term Structure
Discussant: Anna Cieslak, Duke University and NBER
10:45 am
Break
11:00 am

A Stock Return Decomposition Using Observables
Discussant: Jules H. van Binsbergen, University of Pennsylvania and NBER
12:00 pm
Lunch
1:00 pm

A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios
Discussant: Lauren Cohen, Harvard University and NBER
2:00 pm

Concealed Carry
Discussant: Hanno Lustig, Stanford University and NBER
3:00 pm
Break
3:15 pm

Dynamics of Subjective Risk Premia
Discussant: Harrison Hong, Columbia University and NBER
4:15 pm
Adjourn
Friday, July 15
8:00 am
Coffee and Pastries
8:30 am

Do Common Factors Really Explain the Cross-Section of Stock Returns? (slides)
Discussant: Bryan T. Kelly, Yale University and NBER
9:30 am

Valuing Financial Data
Discussant: Cecilia Parlatore, New York University and NBER
10:30 am
Break
10:45 am

Household Portfolios and Retirement Saving over the Life Cycle
Discussant: Sylvain Catherine, University of Pennsylvania
11:45 am
Lightning Session

Interest Rate Skewness and Biased Beliefs

Main Street's Pain, Wall Street's Gain

The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation
12:45 pm
Lunch
1:45 pm

Asset-Price Redistribution
Discussant: Stijn Van Nieuwerburgh, Columbia University and NBER
2:45 pm

Stock Market Stimulus
Discussant: Arvind Krishnamurthy, Stanford University and NBER
3:45 pm
Adjourn