Asset Pricing Program Meeting
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Dong Lou, Christopher Polk
Comomentum: Inferring Arbitrage Capital from Return Correlations -
Tyler Muir, Tobias Adrian, Erkko Etula
Financial Intermediaries and the Cross Section of Asset Returns -
David Lucca, Emanuel Moench
The Pre-FOMC Announcement Drift -
Lubos Pastor, Pietro Veronesi
Political Uncertainty and Risk Premia -
Tobias Adrian, Erkko Etula, Tyler Muir
Financial Intermediaries and the Cross Section of Asset Returns -
Snehal Banerjee, Jeremy Graveline
Trading in Derivatives when the Underlying is Scarce -
Lubos Pastor, Pietro Veronesi
Political Uncertainty and Risk Premia -
Snehal Banerjee, Jeremy Graveline
Trading in Derivatives when the Underlying is Scarce -
Snehal Banerjee, Brett Green
Learning whether other Traders are Informed -
Jack Favilukis, Xiaoji Lin
Wage Rigidity: A Solution to Several Asset Pricing Puzzles -
Jack Favilukis, Xiaoji Lin
Wage Rigidity: A Solution to Several Asset Pricing Puzzles -
Dong Lou, Christopher Polk
Comomentum: Inferring Arbitrage Capital from Return Correlations
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