University of Pennsylvania
Jon M. Huntsman Hall
Room 240
THURSDAY, NOVEMBER 9:
6:30 PM Group Dinner
Brasserie Perrier
1619 Walnut Street
Philadelphia, PA
FRIDAY, NOVEMBER 10:
8:10 AM Penn Transit Coach Bus from the Radisson Plaza Warwick Hotel to the Wharton School, University of Pennsylvania
8:30 PM Continental Breakfast
9:00 AM STIJN VAN NIEUWERBURGH, New York University and NBER
PIERRE-OLIVIER WEILL, UC, Los Angeles
Why Has House Price Dispersion Gone Up?
Discussant: MARKUS K. BRUNNERMEIER, Princeton University and NBER
10:00 AM Break
10:15 AM ROBERT NOVY MARX, University of Chicago
Investment Cash Flow Sensitivity and the Value Premium
Discussant: JOAO GOMES, University of Pennsylvania
11:15 AM ARVIND KRISHNAMURTHY and ANNETTE VISSING JORGENSEN,
Northwestern University and NBER
Discussant: MONIKA PIAZZESI, University of Chicago and NBER
12:30 PM Lunch- 2nd Floor Huntsman Hall Lounge
1:30 PM MARTIJN CREMERS and ANTTI PETAJISTO, Yale University
How Active is Your Fund Manager? A New Measure That Predicts Performance
Discussant: JONATHAN BERK, UC, Berkeley and NBER
ASSET PRICING PROGRAM, PAGE 2:
2:15 PM LONG CHEN, Michigan State University
XINLEI ZHAO, Kent State University
Discussant: JOHN HEATON, University of Chicago and NBER
3:15 PM Break
3:30 PM LUBOS PASTOR, University of Chicago and NBER
ROBERT STAMBAUGH, University of Pennsylvania and NBER
Predictive Systems: Living with Imperfect Predictors
Discussant: JONATHAN LEWELLEN, Dartmouth College and NBER
4:30 PM Adjourn
10/26/06