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
| 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 and NBER 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 and Political Science (LSE) Ricardo Reis, London School of Economics and Political Science (LSE) 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, Federal Reserve Bank of Chicago 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 Urbana-Champaign Julia Fonseca, University of Illinois 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, University of Illinois Urbana-Champaign Neil Pearson, University of Illinois Urbana-Champaign Joshua Pollet, University of Illinois Urbana-Champaign Anomalies and Their Short-Sale Costs |
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Manav Chaudhary, University of Chicago Zhiyu Fu, Washington University in St Louis 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, San Diego State University 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 and Political Science (LSE) 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 and Political Science (LSE) Debt and Deficits: Fiscal Analysis with Stationary Ratios
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| 4:30 pm | Adjourn | |||