THURSDAY, NOVEMBER 7:
6:30 PM Dinner
Legal Sea Foods Restaurant
(Kendall Square)
5 Cambridge Center
Cambridge, MA
FRIDAY, NOVEMBER 8:
8:30 AM Continental Breakfast
9:00 AM JOHN Y. CAMPBELL and TUOMO VUOLTEENAHO, Harvard University and NBER
Discussant: JAY SHANKEN, Emory University and NBER
10:00 AM Break
10:15 AM JING-ZHI HUANG, Pennsylvania State University
MING HUANG, Stanford University
How much of the Corporate-Treasury Yield Spread is Due to Credit Risk?
Discussant: JUN PAN, MIT
11:15 AM PETER DEMARZO, Stanford University
RON KANIEL, University of Texas, Austin
LIAN KREMER, Stanford University
Diversification as a Public Good: Community Effects in Portfolio Choice
Discussant: STEPHEN SHORE, Harvard University
12:15 PM Lunch
Royal Sonesta Hotel
Room-University B &C Over, Please!
Asset Pricing Meeting Program, Page 2:
FRIDAY, NOVEMBER 8, 2002, Continued:
1:15 PM JONATHAN BERK, UC, Berkeley and NBER
RICHARD GREEN, Carnegie Mellon University
Mutual Fund Flows and Performance in Rational Markets
Discussant: HARRISON HONG, Stanford University
2:15 PM Break
2:30 PM BERNARD DUMAS, INSEAD and NBER
PASCAL MAENHOUT, INSEAD
A Central Planning Approach to Dynamic Incomplete- Market Equilibrium
Discussant: DEBORAH LUCAS, Northwestern University and NBER
3:30 PM ELI OFEK and MATTHEW RICHARDSON, New York University
ROBERT WHITELAW, New York University and NBER
Limited Arbitrage and Short Sales Restrictions: Evidence From the Options Market
Discussant: OWEN LAMONT, University of Chicago and NBER
4:30 PM Adjourn
11/7/02