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 |
Itamar Drechsler, University of Pennsylvania and NBER Alexi Savov, New York University and NBER Philipp Schnabl, New York University and NBER Credit Crunches and the Great Stagflation
|
|||
| 9:30 am | Break | |||
| 9:45 am |
Rohan Kekre, University of Chicago and NBER Moritz Lenel, Princeton University and NBER Federico Mainardi, University of Chicago Monetary Policy, Segmentation, and the Term Structure
|
|||
| 10:45 am | Break | |||
| 11:00 am |
Benjamin Knox, Federal Reserve Board Annette Vissing-Jorgensen, Federal Reserve Board and NBER A Stock Return Decomposition Using Observables
|
|||
| 12:00 pm | Lunch | |||
| 1:00 pm |
Georgij Alekseev, New York University Stefano Giglio, Yale University and NBER Quinn Maingi, New York University Julia Selgrad, New York University Johannes Stroebel, New York University and NBER A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios
|
|||
| 2:00 pm |
Spencer B. Andrews, University of North Carolina at Chapel Hill Riccardo Colacito, University of North Carolina at Chapel Hill and NBER Mariano Max Croce, Bocconi University Federico Gavazzoni, Norwegian Business School Concealed Carry
|
|||
| 3:00 pm | Break | |||
| 3:15 pm |
Stefan Nagel, University of Chicago and NBER Zhengyang Xu, City University of Hong Kong Dynamics of Subjective Risk Premia
|
|||
| 4:15 pm | Adjourn | |||
| Friday, July 15 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am |
Alejandro Lopez-Lira, University of Florida Nikolai Roussanov, University of Pennsylvania and NBER Do Common Factors Really Explain the Cross-Section of Stock Returns?
|
|||
| 9:30 am |
Maryam Farboodi, Massachusetts Institute of Technology and NBER Dhruv Singal, Columbia University Laura Veldkamp, Columbia University and NBER Venky Venkateswaran, New York University and NBER Valuing Financial Data
|
|||
| 10:30 am | Break | |||
| 10:45 am |
Jonathan A. Parker, Massachusetts Institute of Technology and NBER Antoinette Schoar, Massachusetts Institute of Technology and NBER Allison T. Cole, Arizona State University Duncan Simester, Massachusetts Institute of Technology Household Portfolios and Retirement Saving over the Life Cycle
|
|||
| 11:45 am | Lightning Session | |||
|
Michael D. Bauer, Federal Reserve Bank of San Francisco Mikhail Chernov, University of California, Los Angeles and NBER Interest Rate Skewness and Biased Beliefs |
||||
|
Nancy R. Xu, Boston College Yang You, The University of Hong Kong Main Street's Pain, Wall Street's Gain |
||||
|
Dong Lou, London School of Economics Christopher Polk, London School of Economics Spyros Skouras, Athens University of Economics and Business The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation |
||||
| 12:45 pm | Lunch | |||
| 1:45 pm |
Andreas Fagereng, BI Norwegian Business School Matthieu Gomez, Columbia University Émilien Gouin-Bonenfant, Columbia University Martin Blomhoff Holm, University of Oslo Benjamin Moll, London School of Economics Gisle Natvik, BI Norwegian Business School Asset-Price Redistribution
|
|||
| 2:45 pm |
Robin Greenwood, Harvard University and NBER Toomas Laarits, New York University Jeffrey Wurgler, New York University and NBER Stock Market Stimulus
|
|||
| 3:45 pm | Adjourn | |||