NATIONAL
BUREAU OF ECONOMIC RESEARCH, INC. |
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SUMMER
INSTITUTE 2003 |
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Asset
Pricing Workshop |
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John
Heaton and Leonid Kogan, Organizers |
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Royal
Sonesta Hotel |
5
Cambridge Parkway |
Cambridge,
Massachusetts |
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July 17 -
18, 2003 |
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PRELIMINARY
PROGRAM |
WEDNESDAY, JULY 16: |
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6:00 PM |
Clambake, Harvard Faculty Club,
20 Quincy Street, Cambridge, MA |
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THURSDAY, JULY 17: |
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10:00 AM |
M. FATIH GUVENEN, University of
Rochester |
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11:00 AM |
LU ZHANG and RALITSA PETKOVA,
University of Rochester |
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12:00 N |
Lunch |
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1:00 PM |
JONATHAN PARKER, Princeton
University and NBER |
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CHRISTIAN JULLIARD, Princeton
University |
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Discussant: KENT DANIEL,
Northwestern University and NBER |
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2:00 PM |
JONATHAN LEWELLEN, MIT and NBER |
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STEFAN NAGEL, London
Business School |
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The Conditional CAPM Does Not
Explain Asset-Pricing Anomalies |
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Discussant: MARTIN LETTAU, New
York University and NBER |
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3:00 PM |
Break |
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3:15 PM |
BLAKE LEBARON, Brandeis
University and NBER |
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Discussant: BRYAN ROUTLEDGE,
Carnegie Mellon University |
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4:15 PM |
Adjourn |
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FRIDAY, JULY 18: |
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8:30
AM |
Coffee and Pastries |
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9:00 AM |
ROBERT NOVY-MARX, UC, Berkeley |
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Discussant: JANICE EBERLY, Northwestern University and
NBER |
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10:00 AM |
Break |
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10:15 AM |
HANNO LUSTIG, University of Chicago |
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STIJN VAN NIEUWERBURGH, Stanford University |
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Discussant: MARTIN SCHNEIDER, UC, Los Angeles |
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11:15 AM |
MASSIMO MASSA, INSEAD |
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ANDREI SIMONOV, Stockholm School of Economics |
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Discussant: FRANCISCO GOMES, London School of Business |
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12:15 PM |
Lunch |
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1:15 PM |
STEVE KAPLAN, University of Chicago and NBER |
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ANTOINETTE SCHOAR, MIT |
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Private Equity Performance: Returns, Persistence and Capital Flows |
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Discussant: JOSHUA LERNER, Harvard University and NBER |
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2:15 PM |
JOHN CAMPBELL, Harvard University and NBER |
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MOTOHIRO YOGO, Harvard University |
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Discussant: ROBERT STAMBAUGH, University of Pennsylvania
and NBER |
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3:15 PM |
Adjourn |
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6/23/03 |
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