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Location/Schedule Location: Lilly Classroom
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Symposiums/Sessions for Friday | Saturday
ASSET PRICING TENTATIVE CONFERENCE SCHEDULE Titles of Symposium and Sessions |
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1:00 - 3:00 P.M. |
Session 1: Understanding Macro Shocks |
| Session 1 - Paper 1 | Examining Macroeconomic Models through the Lens of Asset Pricing |
| Jaroslav Borovicka (University of Chicago) | |
| Lars Peter Hansen (University of Chicago) | |
| Discussant | Lars Lochstoer (Columbia University) |
| Session 1 - Paper 2 | Shocks and Crashes |
| Martin Lettau (UC Berkeley) | |
| Sydney Ludvigson (NYU) | |
| Discussant | Dana Kiku (University of Pennsylvania) |
3:30 - 5:30 P.M. |
Session 2: International Financial Markets |
| Session 2 - Paper 1 | The Share of Systematic Variation in Bilateral Exchange Rate |
| Adrien Verdelhan (MIT) | |
| Discussant | Pab Jotikasthira (University of North Carolina) |
| Session 2 - Paper 2 | |
| Philippe Mueller (LSE) | |
| Andreas Stathopoulos (USC) | |
| Andrea Vedolin (LSE) | |
| Discussant | TBA |
| 7:00 P.M. | |
| Dinner | Located at Old Faculty Lounge, Fuqua School of Business |
| Key Note Speaker | Kenneth Singleton (Stanford University) |
7:00 A.M. |
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| Breakfast | Served in Thomas Center Dining Room |
8:30 - 10:30 A.M. |
Session 3: Liquidity |
| Session 3 - Paper 1 | The Equilibrium Dynamics of Liquidity and Illiquid Asset Prices |
| Adrian Buss (University of Frankfurt) | |
| Bernard Dumas (INSEAD) | |
| Discussant | Fernando Zapatero (USC) |
| Session 3 - Paper 2 | |
| Zhiguo He (University of Chicago) | |
| Konstantin Milbradt (MIT) | |
| Discussant | Barney Hartman-Glaser (Duke University) |
11:00 - 2:00 P.M. |
Session 4: Cross-Section of Returns |
| Session 4 - Paper 1 | What does the value premium tell us about the term structure of equity returns? |
| Jason Chen (University of British Columbia) | |
| Discussant | John Heaton (University of Chicago) |
| Lunch | Served in Thomas Center Dining Room |
| Session 4 - Paper 2 | |
| Filippo Ippolito (Universitat Pompeu Fabra) | |
| Roberto Steri (Bocconi) | |
| Claudio Tebaldi (Bocconi) | |
| Discussant | Lars Kuehn (Carnegie Mellon University) |
2:15 - 4:15 P.M. |
Session 5: Non-Standard Risks |
| Session 5 - Paper 1 | |
| Leonid Kogan (MIT) | |
| Dimitris Papanikolou (Northwestern University) | |
| Amit Seru (University of Chicago) | |
| Noah Stoffman (Indiana University) | |
| Discussant | Stavros Panageas (University of Chicago) |
| Session 5 - Paper 2 | |
| Lubos Pastor (University of Chicago) | |
| Pietro Veronesi (University of Chicago) | |
| Discussant | Mikhail Chernov (LSE) |
