Asset Pricing Program Meeting

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• Torben Andersen, Nicola Fusari, Viktor Todorov
  The Risk Premia Embedded in Index Options
• Francesco Franzoni, Martin C. Schmalz
  Fund Flows in Rational Markets
• Clifford Asness, Andrea Frazzini, Lasse Pedersen
  Quality Minus Junk
• Robert F. Stambaugh, Jianfeng Yu, Yu Yuan
  Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
• Hui Chen, Winston Wei Dou, Leonid Kogan
  Measuring the "Dark Matter" in Asset Pricing Models
• Torben G. Andersen, Nicola Fusari, Viktor Todorov
  The Risk Premia Embedded in Index Options
• Robert F. Stambaugh, Jianfeng Yu, Yu Yuan
  Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
• Hui Chen, Wei Dou, Leonid Kogan
  Measuring the "Dark Matter" in Asset Pricing Models
• Adrien Verdelhan
  The Share of Systematic Variation in Bilateral Exchange Rates
• Andrea Frazzini, Cliff Asness, Lasse H. Pedersen
  Quality Minus Junk
• Adrien Verdelhan
  The Share of Systematic Variation in Bilateral Exchange Rates

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