SI 2023 Asset Pricing
Ralph S. J. Koijen and Sydney C. Ludvigson, Organizers
July 13-14, 2023
Ballroom A
Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA and zoom.us
Summer Institute 2023 master schedule
| Thursday, July 13 | ||||
| 8:00 am | Coffee and Pastries | |||
| AP Joint Session with Macro, Money and Financial Frictions | ||||
| 8:30 am |
Itay Goldstein, University of Pennsylvania and NBER Ming Yang, University College London Yao Zeng, University of Pennsylvania Payments, Reserves, and Financial Fragility
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| 9:30 am | Break | |||
| 9:45 am |
Saki Bigio, University of California, Los Angeles and NBER A Theory of Payment-Chain Crises
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| 10:45 am | Break | |||
| 11:00 am |
Saleem A. Bahaj, University College London Robert Czech, Bank of England Sitong Ding, London School of Economics Ricardo Reis, London School of Economics The Market for Inflation Risk
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| 12:00 pm | Lunch | |||
| 1:00 pm |
Samuel M. Hartzmark, Boston College and NBER Kelly Shue, Yale University and NBER Counterproductive Sustainable Investing: The Impact Elasticity of Brown and Green Firms
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| 2:00 pm | Break | |||
| 2:15 pm |
Ian Dew-Becker, Northwestern University and NBER Stefano Giglio, Yale University and NBER Risk Preferences Implied By Synthetic Options
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| 3:15 pm | Break | |||
| 3:30 pm |
Juliane Begenau, Stanford University and NBER Pauline Liang, Stanford University Emil Siriwardane, Harvard University and NBER The Rise of Alternatives
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| 4:30 pm | Adjourn | |||
| Friday, July 14 | ||||
| 8:00 am | Coffee and Pastries | |||
| 8:30 am |
Victor Duarte, University of Illinois at Urbana-Champaign Julia Fonseca, University of Illinois at Urbana-Champaign Aaron S. Goodman, Vanguard Jonathan A. Parker, Massachusetts Institute of Technology and NBER Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle
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| 9:30 am | Break | |||
| 9:45 am |
Michael D. Bauer, Federal Reserve Bank of San Francisco Carolin Pflueger, University of Chicago and NBER Adi Sunderam, Harvard University and NBER Perceptions about Monetary Policy
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| 10:45 am | Break | |||
| Lightning Round | ||||
| 11:00 am |
Dmitriy Muravyev, Michigan State University Neil Pearson, University of Illinois at Urbana-Champaign Joshua Pollet, University of Illinois at Urbana-Champaign Anomalies and Their Short-Sale Costs |
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Manav Chaudhary, University of Chicago Zhiyu Fu, University of Chicago Jian Li, Columbia University Corporate Bond Multipliers: Substitutes Matter |
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Paul Tetlock, Columbia University The Implied Equity Premium |
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| 12:00 pm | Lunch | |||
| 1:00 pm |
Jules H. van Binsbergen, University of Pennsylvania and NBER Liang Ma, University of South Carolina Michael Schwert, AQR Arbitrage The Factor Multiverse: The Role of Interest Rates in Factor Discovery
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| 2:00 pm | Break | |||
| 2:15 pm |
Shimon Kogan, Reichman University Igor Makarov, London School of Economics Marina Niessner, Indiana University Antoinette Schoar, Massachusetts Institute of Technology and NBER Are Cryptos Different? Evidence from Retail Trading
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| 3:15 pm | Break | |||
| 3:30 pm |
John Y. Campbell, Harvard University and NBER Can Gao, University of St. Gallen Ian Martin, London School of Economics Debt and Deficits: Fiscal Analysis with Stationary Ratios
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| 4:30 pm | Adjourn | |||