NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.
ASSET PRICING PROGRAM MEETING
John H. Cochrane and Tobias Moskowitz, Organizers
November 14, 2003
Royal Sonesta Hotel
5 Cambridge Parkway
Cambrige, MA 02142
PRELIMINARY PROGRAM
THURSDAY, NOVEMBER 13, 2003
7:00 PM Davio's Restaurant
(Royal Sonesta Hotel)
5 Cambridge Parkway
Cambridge, MA 02142
FRIDAY, NOVEMBER 14, 2003
8:00 AM Continental Breakfast
8:30 AM LUBOS PASTOR and PIETRO VERONESI, University of Chicago and NBER
Discussant: DEBORAH LUCAS, Northwestern University and NBER
9:30 AM Break
9:45 AM ANNA PAVLOVA, MIT
ROBERTO RIGOBON, MIT and NBER
Asset Prices and Exchange Rates
Discussant: PEDRO SANTA-CLARA, UC, Los Angeles
10:45 AM STANLEY ZIN, Carnegie Mellon University and NBER
BRYAN ROUTLEDGE, Carnegie Mellon University
Generalized Disappointment Aversion and Asset Prices
Discussant: THOMAS KNOX, University of Chicago
11:45 AM Lunch
12:45 PM ROBERT HODRICK and ANDREW ANG, Columbia University and NBER
YUHANG XING, Rice University
XIAOYAN ZHANG, Cornell University
The Cross-Section of Volatility and Expected Returns
Discussant: JUN PAN, MIT
Over, Please!
ASSET PRICING MEETING PROGRAM, PAGE 2:
1:45 PM Break
2:00 PM MICHAEL BRANDT, Duke University
ALESSANDRO BERBER, HEC
The Effect of Macroeconomic News on Beliefs and Preferences:
Evidence from the Options Market
Discussant: ANDREW LO, MIT and NBER
3:00 PM WEI XIONG, Princeton University
HARRISON HONG, Stanford University
JOE SCHEINKMAN,
Asset Float and Speculative Bubbles
Discussant: LASSE PEDERSEN, New York University
4:00 PM Adjourn
10/8/03