SI 2015 Asset Pricing

Upload/update your conference materials

• George M. Constantinides, Anisha Ghosh
  Asset Pricing with Countercyclical Household Consumption Risk
• Darrell Duffie, Piotr Dworczak, Haoxiang Zhu
  Benchmarks in Search Markets
• Robert Novy-Marx
  Fundamentally, Momentum is Fundamental Momentum
• Jaroslav Borovicka, Lars P. Hansen, Jose A. Scheinkman
  Misspecified Recovery
• Alexandre Corhay, Howard Kung, Lukas Schmid
  Competition, Markups and Predictable Returns
• Serhiy Kozak, Stefan Nagel, Shrihari Santosh
  Interpreting Factor Models
• Bryan T. Kelly, Lubos Pastor, Pietro Veronesi
  The Price of Political Uncertainty: Theory and Evidence from the Option Market
• Benjamin Golez, Peter Koudijs
  Four Centuries of Return Predictability
• Ulf Axelson, Igor Makarov
  Informational Black Holes in Auctions
• Marianne Andries, Valentin Haddad
  Information Aversion
• Fang Yang
  Financial Intermediation and Capital Reallocation
• Itamar Drechsler, Alexi Savov, Philipp Schnabl
  The Deposits Channel of Monetary Policy

Send questions to the NBER Conference Department (confer@nber.org).