FRIDAY, APRIL 11, 2003:
8:30 AM Continental Breakfast
9:00 AM JESSICA WACHTER, New York University and NBER
Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors
Discussant: KENNETH SINGLETON, Stanford University and NBER
10:00 AM Break
10:15 AM JUN PAN, MIT
ALLAN POTESHMAN, University of Illinois
The Information in Option Volume for Stock Prices
Discussant: MICHAEL BRANDT, University of Pennsylvania and NBER
11:15 AM ROBERT STAMBAUGH, University of Pennsylvania and NBER
Discussant: CHRISTOPHER JONES, University of Southern California
12:15 PM Lunch- Room 350
1:15 PM YUHANG XING and MARIA VASSALOU, Columbia University
Default Risk in Equity Returns
Discussant: RAVI JAGANNATHAN, Northwestern University and NBER
2:15 PM Break
2:30 PM CHRISTIAN LUNDBLAD, Indiana University
RAVI BANSAL, Duke University
ROBERT DITTMAR, Indiana University
Interpreting Risk Premia Across Size, Value and Industry Portfolios
Discussant: LARS HANSEN, University of Chicago and NBER Over, Please!
Asset Pricing Meeting Program, Page 2:
FRIDAY, APRILL 11, 2003, Continued:
3:30 PM OWEN LAMONT, University of Chicago and NBER
Go Down Fighting: Short Sellers vs Firms
Discussant: WILLIAM GOETZMANN, Yale University and NBER
4:30 PM Adjourn
6:30 PM Joint Group Dinner
University of Chicago
Gleacher Center
Room 621
450 North Cityfront Plaza Drive
Chicago, IL 60611
3/5/03