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NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC. |
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Universities Research Conference |
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Asset Pricing with Imperfect
Trading |
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May 13-14, 2005 |
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Darrell Duffie and Owen Lamont,
Organizers |
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Royal Sonesta Hotel |
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5 Cambridge Parkway |
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Cambridge, MA |
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PRELIMINARY PROGRAM |
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FRIDAY,
MAY 13, 2005: |
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8:30 a.m. |
Registration
and Continental Breakfast |
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9:00 a.m. |
LAUREN
COHEN, University of Chicago |
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KARL DIETHER,
Ohio State University |
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CHRISTOPHER
MALLOY, London Business School |
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Discussant: TYLER HENRY, University of Washington |
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10:15
a.m. |
Break |
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10:30
a.m. |
RONNIE
SADKA, University of Washington |
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ANNA
SCHERBINA, Harvard University |
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Discussant:
ADAM REED, University of North Carolina at Chapel Hill |
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11:45
a.m. |
Lunch |
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1:00 p.m. |
ROBERT
NOVY-MARX, University of Chicago |
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Discussant:
ROBERT STAMBAUGH, University of Pennsylvania and NBER |
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2:15 p.m. |
Break |
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2:30 p.m. |
NICOLAE
GARLEANU, University of Pennsylvania |
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LASSE
HEJE PEDERSEN, New York University |
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ALLEN
POTESHMAN, University of Illinois at Urbana-Champaign |
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Discussant: JOSHUA COVAL, Harvard University and NBER |
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3:45 p.m. |
Break |
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4:00 p.m. |
HARRISON
HONG, Princeton University |
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JIALIN
YU, Columbia University |
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Gone
Fishin: Seasonality in Speculative Trading and Asset Prices |
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Discussant: KENT DANIEL, Northwestern University and
NBER |
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5:15 p.m. |
Adjourn |
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6:00 p.m. |
Reception
and Group Dinner |
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Royal
Sonesta Hotel |
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5
Cambridge Parkway |
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Cambridge,
MA |
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SATURDAY,
MAY 14: |
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8:15 a.m. |
Continental
Breakfast |
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8:30 a.m. |
ANTTI
PETAJISTO, Yale University |
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Discussant:
ARVIND KRISHNAMURTHY, Northwestern University |
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9:45 a.m. |
Break |
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10:00
a.m. |
SANDRO
ANDRADE, UC, Berkeley |
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CHARLES
CHANG, Cornell University |
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MARK
SEASHOLES, UC, Berkeley |
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Discussant:
MALCOLM BAKER, Harvard University and NBER |
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11:15
a.m. |
ANDREA
FRAZZINI, Yale University |
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OWEN
LAMONT, Yale University and NBER |
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Dumb
Money: Mutual Fund Flows and the Cross-Section
of Stock Returns |
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Discussant: STEFAN NAGEL, Stanford University |
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12:30
p.m. |
Adjourn |
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4/20/05 |
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