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
| Thursday, July 14 | ||||
| 8:00 am | Coffee and Pastries | |||
| Morning joint with MEFM | ||||
| 8:30 am |
Credit Crunches and the Great Stagflation
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| 9:30 am | Break | |||
| 9:45 am |
Monetary Policy, Segmentation, and the Term Structure
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| 10:45 am | Break | |||
| 11:00 am |
A Stock Return Decomposition Using Observables
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| 12:00 pm | Lunch | |||
| 1:00 pm |
A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios
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| 2:00 pm |
Concealed Carry
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| 3:00 pm | Break | |||
| 3:15 pm |
Dynamics of Subjective Risk Premia
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| 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?
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| 9:30 am |
Valuing Financial Data
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| 10:30 am | Break | |||
| 10:45 am |
Household Portfolios and Retirement Saving over the Life Cycle
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| 11:45 am | Lightning Session | |||
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Interest Rate Skewness and Biased Beliefs |
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Main Street's Pain, Wall Street's Gain |
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The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation |
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| 12:45 pm | Lunch | |||
| 1:45 pm |
Asset-Price Redistribution
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| 2:45 pm |
Stock Market Stimulus
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| 3:45 pm | Adjourn | |||