NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.
BEHAVIORAL FINANCE PROGRAM MEETING
November 15, 2003
Robert J. Shiller and Richard H. Thaler, Organizers
Royal Sonesta Hotel
Room- Skyline ABC
5 Cambridge Parkway
Cambridge, MA
PRELIMINARY PROGRAM
FRIDAY, NOVEMBER 14:
6:30 PM Dinner
Legal Sea Foods
(Kendall Square)
5 Cambridge Center
Cambridge, MA
SATURDAY, NOVEMBER 15:
8:30 AM Continental Breakfast
9:00 AM JOHN Y. CAMPBELL and TUOMO VUOLTEENAHO, Harvard University and NBER
CHRISTOPHER POLK, Northwestern University
Discussant: KENT DANIEL, Northwestern University and NBER
10:00 AM JOSEF LAKONISHOK, University of Illinois and NBER
ALLEN POTESHMAN, University of Illinois
Option Market Activity and Behavioral Finance
Discussant: NICHOLAS BARBERIS, University of Chicago and NBER
11:00 AM Break
11:15 AM MALCOLM BAKER, Harvard University and NBER
JEFFREY WURGLER, New York University and NBER
Investor Sentiment and the Cross-Section of Stock Returns
Discussant: OWEN LAMONT, Yale University and NBER
12:15 PM Lunch
Royal Sonesta Hotel
Room-Skyline DE Over Please!
Behavioral Finance Program, Page 2, Continued:
1:15 PM STEFANO DELLA VIGNA, UC, Berkeley
JOSHUA POLLET, Harvard University
Attention, Demographics and the Stock Market
Discussant: ZHIWU CHEN, Yale University
2:15 PM ULRIKE MALMENDIER, Stanford University
DEVIN SHANTHIKUMAR, Stanford University
Discussant: CHARLES LEE, Cornell University
3:15 PM Break
3:30 PM ALON BRAV and JOHN GRAHAM, Duke University
CAMPBELL R. HARVEY, Duke University and NBER
RONI MICHAELY, Cornell University
Payout Policy in the 21st Century
Discussant: JEREMY STEIN, Harvard University and NBER
4:30 PM Adjourn
10/29/03