|
Thursday, July 12:
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|
8:00
am
|
Coffee
and Pastries
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|
8:30 am
|
Ian Martin, Stanford University and NBER
Simple
Variance Swaps
Discussant: Itamar Drechsler,
New York University
|
|
9:30 am
|
Pierre Collin-Dufresne, Columbia University and
NBER
Michael Johannes, Columbia University
Lars Lochstoer, Columiba
University
Parameter
Learning in General Equilibrium: The Asset Pricing Implications
Discussant: Lars P. Hansen, University of Chicago and NBER
|
|
10:30 am
|
Break
|
|
11:00 am
|
Jonathan B. Berk, Stanford University and NBER
Jules H. van Binsbergen, Northwestern University
and NBER
Measuring Economic Rents in the Mutual
Funds Industry
Discussant: Robert Stambaugh, University of
Pennsylvania and NBER
|
|
12:00 n
|
Jakub W. Jurek, Princeton
University and NBER
Erik Stafford, Harvard University
The
Cost of Capital for Alternative Investments
Discussant: Andrew Lo, Massachusetts Institute of Technology and NBER
|
|
1:00 pm
|
Lunch
|
|
2:00 pm
|
Scott Condie, Cornell University
Jayant Ganguli,
University of Nottingham
Philipp Illeditsch, University of Pennsylvania
Information
Inertia
Discussant: Martin Schneider, Stanford University and NBER
|
|
3:00 pm
|
Break
|
|
3:30 pm
|
Songzi Du, Stanford GSB
Haoxiang Zhu, Stanford University
Are CDS
Auctions Biased??
Discussant: Mikhail Chernov, London School of
Economics
|
|
4:30 pm
|
Adjourn
|
|
6:00 pm
|
Group Dinner at the Hotel Marlowe
|
|
Friday, July 13:
|
|
8:00
am
|
Coffee
and Pastries
|
|
8:30 am
|
Zhiguo He, University of Chicago and NBER
Konstantin Milbradt, Massachusetts Institute of
Technology
Endogenous Liquidity and Defaultable
Bonds
Discussant: Richard Green, Carnegie Mellon University and NBER
|
|
9:30 am
|
Hui Chen, Massachusetts Institute of Technology and
NBER
Yu Xu, Massachusetts Institute of Technology
Jun Yang, Bank of Canada
Systematic
Risk, Debt Maturity, and the Term Structure of Credit Spreads
Discussant: Ilya Strebulaev,
Stanford University and NBER
|
|
10:30 am
|
Break
|
|
11:00 am
|
Thomas Philippon, New York University and NBER
Alexi Savov, New York University
Jennie Bai, Federal Reserve Bank of New York
Have
Financial Markets Become More Informative?
Discussant: Robert Novy-Marx, University of
Rochester and NBER
|
|
12:00 n
|
Lars-Alexander Kuehn, Carnegie Mellon University
Nicolas Petrosky-Nadeau, Carnegie Mellon University
Lu Zhang, Ohio State University and NBER
An
Equilibrium Asset Pricing Model with Labor Market Search
Discussant: Francois Gourio Boston University and
NBER
|
|
1:00 pm
|
Lunch
|
|
2:00 pm
|
Jason Chen, University of British Columbia
Do Cash Flows
of Growth Stocks Really Grow Faster?
Discussant: Ravi Bansal Duke University and NBER
|
|
3:00 pm
|
Break
|
|
3:30 pm
|
Ralph Koijen, University of Chicago and NBER
Tobias Moskowitz, University of Chicago and NBER
Lasse Pedersen, New York University and NBER
Evert Vrugt, VU University Amsterdam, PGO-IM
Carry
Discussant: Owen Lamont, Harvard
University
|
|
4:30
pm
|
Adjourn
|