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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.

Asset Pricing Program Meeting

Arvind Krishnamurthy and Annette Vissing-Jorgensen, Organizers

April 29, 2011

University of Chicago
Gleacher Center, Booth School of Business (Downtown Chicago)
Room 406
450 North Cityfront Plaza Drive
Chicago, IL

PROGRAM

Friday, April 29, 2011
8:00 am	Continental Breakfast
8:30 am	Anna Cieslak, Northwestern University Understanding Bond Risk Premia Discussant: Kenneth Singleton, Stanford University
9:30 am	Break
9:45 am	Matthias Fleckenstein, UC, Los Angeles Francis A. Longstaff, and Hanno Lustig, UC, Los Angeles Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle Discussant: Luis Viceira, Harvard University and NBER
10:45 am	Break
10:40 am	Michael Johannes, Lars Lochstoer, Yiqun Mou, Columbia University Learning about Consumption Dynamics Discussant: Lubos Pastor, University of Chicago and NBER
12:00 pm	Lunch- Lounge 450
1:15 pm	Xing Hu, Princeton University Jun Pan and Jiang Wang, MIT and NBER Noise as Information for Illiquidity Discussant: Darrell Duffie, Stanford University and NBER
2:15 pm	Break
2:30 pm	Harrison Hong, Princeton University and NBER David Sraer, Princeton University A Taxonomy of Bubbles Discussant: Itay Goldstein, University and Pennsylvania
3:30 pm	Break
3:45 pm	Jack Favilukis, London School of Economics Sydney C. Ludvigson, New York University and NBER Stijn Van Nieuwerburgh, New York University Risk-Sharing in General Equilibrium Discussant: Stavros Panageas, University of Chicago and NBER
4:45 pm	Adjourn
6:00 pm	Joint Reception and Dinner University of Chicago Gleacher Center, Room 621 450 North Cityfront Plaza Drive Chicago, IL
3/15/11