Duke/UNC Asset Pricing Conference 2016
download program (Word)Friday, 4/22
Lunch in Esbenshade Meeting Room
1-2.30
Dansby Classroom
Session Chair: Brett Green (UC Berkeley)
- Nicolae Garleanu (UC Berkeley)
- Stavros Panageas (University of Chicago)
- Dimitris Papanikolaou (Northwestern University)
- Jianfeng Yu (University of Minnesota)
Drifting apart: The pricing of assets when the benefits of growth are not shared equally
Discussant: Hanno Lustig (Stanford University)- Jean-Noel Barrot (MIT)
- Erik Loualiche (MIT)
- Julien Sauvagnat (Toulouse School of Economics)
The Globalization Risk Premium
Discussant: Bernard Dumas (INSEAD)
3-4.30
Dansby Classroom
- Zhiguo He (University of Chicago)
- Bryan Kelly (University of Chicago)
- Asaf Manela (Washington University)
Intermediary Asset Pricing: New Evidence from Many Asset Classes
Discussant: Tobias Adrian (New York Federal Reserve Bank)
- Ali Ozdagli (Boston Federal Reserve Bank)
- Michael Weber (University of Chicago)
Monetary Policy Through Production Networks: Evidence from the Stock Market
Discussant: Anna Cieslak (Duke University)
5:15-6:15
Dansby Classroom
Keynote: Narayana Kocherlakota (University of Rochester)
Market-Based Expectations as a Tool for Policymakers
6:30 Drinks at Washington Duke7:30 Dinner at Washington Duke
Saturday, 4/23
8.30-10
Dansby Classroom
- Sergey Chernenko (Ohio State University)
- Adi Sunderam (Harvard University)
Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds
Discussant: Jules van Binsbergen (University of Pennsylvania)
- Joseph Gerakos (University of Chicago)
- Juhani Linnainmaa (University of Chicago)
- Adair Morse (UC Berkeley)
Asset Manager Funds
Discussant: Russ Wermers (University of Maryland)
10.30-12
Dansby Classroom
- Svetlana Bryzgalova (Stanford University)
- Christian Julliard (London School Economics)
The Consumption Risk of Bonds and Stocks
Discussant: Lars Lochstoer (Columbia University)
- Harjoat Bhamra (Imperial College)
- Raman Uppal (EDHEC)
Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?
Discussant: Hengjie Ai (University of Minnesota)
Lunch in Esbenshade Meeting Room
1.30-3
Dansby Classroom
- Cedric Ehouarne (Carnegie Mellon University)
- Lars-Alexander Kuehn (Carnegie Mellon University)
- David Schreindorfer (Arizona State University)
The Market Price of Capital Misallocation
Discussant: Yasser Boualam (University of North Carolina)
- Lubos Pastor (University of Chicago)
- Pietro Veronesi (University of Chicago)
Income Inequality and Asset Prices under Redistributive Taxation
Discussant: Joao Gomes (University of Pennsylvania)