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SI 2020 Asset Pricing

Summer Institute 2020

SI 2020 Asset Pricing

July 9-10, 2020

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ORGANIZERS: Ralph S. Koijen and Sydney Ludvigson

on Zoom.us, , Times are eastern daylight time, ,

Agenda

Please see NBER's Conference Code of Conduct.

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Participants

Below is a list of conference attendees.

Andrew Abel, University of Pennsylvania and NBER

Simona Abis, Columbia University

Gara Afonso, Federal Reserve Bank of New York

Hengjie Ai, University of Minnesota

Jennie Bai, Georgetown University and NBER

Ravi Bansal, Duke University and NBER

Nicholas Barberis, Yale University and NBER

Marco Bassetto, Federal Reserve Bank of Minneapolis

David Bates, University of Iowa and NBER

Michael Bauer, Universität Hamburg

Juliane Begenau, Stanford University and NBER

Frederico Belo, INSEAD

Itzhak Ben-David, Ohio State University and NBER

Francesco Bianchi, Duke University and NBER

Peter Blair, Harvard University and NBER

Tim Bollerslev, Duke University and NBER

Jaroslav Borovička, New York University and NBER

Markus Brunnermeier, Princeton University and NBER

Svetlana Bryzgalova, London Business School

Laurent Calvet, EDHEC Business School

John Campbell, Harvard University and NBER

David Chapman, University of Virginia

Hui Chen, Massachusetts Institute of Technology and NBER

Mikhail Chernov, University of California, Los Angeles and NBER

Alexander Chinco, University of Illinois at Urbana-Champaign

Gabriel Chodorow-Reich, Harvard University and NBER

Anna Cieslak, Duke University and NBER

Marco Cipriani, Federal Reserve Bank of New York

João Cocco, London Business School

John Cochrane, Stanford University and NBER

Pierre Collin-Dufresne, Ecole Polytechnique Federale de Lausanne

William Cong, Cornell University

George Constantinides, University of Chicago and NBER

Ricardo Correa, Federal Reserve Board

Mariano Max Croce, Bocconi University

Robert Czech, Bank of England

Kent Daniel, Columbia University and NBER

Olivier Darmouni, Columbia University

Eduardo Dávila, Yale University and NBER

Peter DeMarzo, Stanford University and NBER

Robert Dittmar, University of Michigan

Kathryn Dominguez, University of Michigan and NBER

Winston Wei Dou, University of Pennsylvania

Itamar Drechsler, University of Pennsylvania and NBER

Wenxin Du, University of Chicago and NBER

Gregory Duffee, Johns Hopkins University

Darrell Duffie, Stanford University and NBER

Bernard Dumas, INSEAD (France) and NBER

Janice Eberly, Northwestern University and NBER

Mark Egan, Harvard University and NBER

Andrea Eisfeldt, University of California, Los Angeles and NBER

Vadim Elenev, Johns Hopkins University

Kenneth French, Dartmouth College and NBER

Xavier Gabaix, Harvard University and NBER

Lorenzo Garlappi, University of British Columbia

Nicolae Gârleanu, University of California, Berkeley and NBER

Shan Ge, New York University

Stefano Giglio, Yale University and NBER

Thomas Gilbert, University of Washington

Paul Goldsmith-Pinkham, Yale University

Francisco Gomes, London Business School

João Gomes, University of Pennsylvania

Matthieu Gomez, Columbia University

Niels Joachim Gormsen, University of Chicago

Emilien Gouin-Bonenfant, Columbia University

Pierre-Olivier Gourinchas, University of California, Berkeley and NBER

François Gourio, Federal Reserve Bank of Chicago

Daniel Greenwald, Massachusetts Institute of Technology

Robin Greenwood, Harvard University and NBER

Mark Grinblatt, University of California, Los Angeles and NBER

Sermin Gungor, Bank of Canada

Valentin Haddad, University of California, Los Angeles and NBER

James Hamilton, University of California, San Diego and NBER

Lars Hansen, University of Chicago and NBER

Samuel Hanson, Harvard University and NBER

Barney Hartman-Glaser, University of California at Los Angeles

Samuel Hartzmark, University of Chicago and NBER

Tarek Alexander Hassan, Boston University and NBER

Zhiguo He, University of Chicago and NBER

Benjamin Hébert, Stanford University and NBER

Bernard Herskovic, University of California at Los Angeles

Robert Hodrick, Columbia University and NBER

Harrison Hong, Columbia University and NBER

Sabrina Howell, New York University and NBER

Christopher Hrdlicka, University of Washington

Sasha Indarte, University of Pennsylvania

Ravi Jagannathan, Northwestern University and NBER

Urban Jermann, University of Pennsylvania and NBER

Zhengyang Jiang, Northwestern University

Christian Julliard, London School of Economics

Ron Kaniel, University of Rochester

Narayana Kocherlakota, University of Rochester and NBER

Ralph S. Koijen, University of Chicago and NBER

Arthur Korteweg, University of Southern California

Peter Koudijs, Stanford University and NBER

Anna Kovner, Federal Reserve Bank of New York

Arvind Krishnamurthy, Stanford University and NBER

Lars-Alexander Kuehn, Carnegie Mellon University

Camelia Kuhnen, University of North Carolina at Chapel Hill and NBER

Rafael La Porta, Brown University and NBER

Gabriele La Spada, Federal Reserve Bank of New York

Toomas Laarits, New York University

Owen Lamont, Wellington Management

Tim Landvoigt, University of Pennsylvania and NBER

Eben Lazarus, Massachusetts Institute of Technology

Moritz Lenel, Princeton University

Jonathan Lewellen, Dartmouth College and NBER

Karen Lewis, University of Pennsylvania and NBER

Jiacui Li, University of Utah

Wenhao Li, University of Southern California, Marshall School of Business

Gordon Liao, Federal Reserve Board

Ernest Liu, Princeton University

Yukun Liu, University of Rochester

Dmitry Livdan, University of California at Berkeley

Lars Lochstoer, University of California at Los Angeles

Dong Lou, London School of Economics

Erik Loualiche, University of Minnesota

Deborah Lucas, Massachusetts Institute of Technology and NBER

David Lucca, Federal Reserve Bank of New York

Sydney Ludvigson, New York University and NBER

Christian Lundblad, University of North Carolina

Hanno Lustig, Stanford University and NBER

Sai Ma, Federal Reserve Board

Yiming Ma, Columbia University

Yueran Ma, University of Chicago

Matteo Maggiori, Stanford University and NBER

Christopher Malloy, Harvard University and NBER

William Mann, Emory University

Adrien Matray, Princeton University

Timothy McQuade, Stanford University

Rajnish Mehra, Arizona State University and NBER

Thomas Mertens, Federal Reserve Bank of San Francisco

Alexander Michaelides, Imperial College London

Indrajit Mitra, Federal Reserve Bank of Atlanta

John Mondragon, Federal Reserve Bank of San Francisco

Alan Moreira, University of Rochester

Adair Morse, University of California, Berkeley and NBER

Tobias Moskowitz, Yale University and NBER

Tyler Muir, University of California, Los Angeles and NBER

Stefan Nagel, University of Chicago and NBER

Charles Nathanson, Northwestern University

Marina Niessner, AQR Capital Management

Robert Novy-Marx, University of Rochester and NBER

Martin Oehmke, London School of Economics

Christian Opp, University of Rochester and NBER

Michaela Pagel, Columbia University and NBER

Emiliano Pagnotta, Imperial College London

Christopher Palmer, Massachusetts Institute of Technology and NBER

Jun Pan, Shanghai Jiao Tong University

Dimitris Papanikolaou, Northwestern University and NBER

Jonathan Parker, Massachusetts Institute of Technology and NBER

Cecilia Parlatore, New York University and NBER

Lubos Pastor, University of Chicago and NBER

Anna Pavlova, London Business School

Markus Pelger, Stanford University

George Pennacchi, University of Illinois

Carolin Pflueger, University of Chicago and NBER

Thomas Philippon, New York University and NBER

Monika Piazzesi, Stanford University and NBER

Tomasz Piskorski, Columbia University and NBER

Christopher Polk, London School of Economics

James Poterba, Massachusetts Institute of Technology and NBER

Pavol Povala, Norges Bank Investment Management

Tarun Ramadorai, Imperial College London

Walker Ray, London School of Economics

Hélène Rey, London Business School and NBER

Matthew Richardson, New York University and NBER

Robert Richmond, New York University

Claudia Robles Garcia, Stanford University

Andrea Rossi, University of Arizona

Nikolai Roussanov, University of Pennsylvania and NBER

Juliana Salomao, University of Minnesota

Tano Santos, Columbia University and NBER

Alexi Savov, New York University and NBER

José Scheinkman, Columbia University and NBER

Lukas Schmid, University of Southern California

Martin Schneider, Stanford University and NBER

Antoinette Schoar, Massachusetts Institute of Technology and NBER

Eduardo Schwartz, University of California, Los Angeles and NBER

G. William Schwert, University of Rochester and NBER

Gill Segal, University of North Carolina at Chapel Hill

Ishita Sen, Harvard University

Jay Shanken, Emory University and NBER

Andrei Shleifer, Harvard University and NBER

Clemens Sialm, University of Texas at Austin and NBER

Alp Simsek, Massachusetts Institute of Technology and NBER

Kenneth Singleton, Stanford University and NBER

Emil Siriwardane, Harvard University

Paolo Sodini, Stockholm School of Economics

Dongho Song, Johns Hopkins University

Yang Song, University of Washington

Chester Spatt, Carnegie Mellon University and NBER

Robert Stambaugh, University of Pennsylvania and NBER

Jeremy Stein, Harvard University and NBER

Johannes Stroebel, New York University and NBER

Per Stromberg, Stockholm School of Economics

René Stulz, Ohio State University and NBER

Amir Sufi, University of Chicago and NBER

Adi Sunderam, Harvard University and NBER

Lars Svensson, Stockholm School of Economics and NBER

Ahmed Tahoun, London Business School

Viktor Todorov, Northwestern University

Christopher Tonetti, Stanford University and NBER

Stephen Utkus, Vanguard

Rossen Valkanov, University of California at San Diego

Boris Vallee, Harvard University

Jules van Binsbergen, University of Pennsylvania and NBER

Stijn Van Nieuwerburgh, Columbia University and NBER

Victoria Vanasco, CREI

Dimitri Vayanos, London School of Economics and NBER

Andrea Vedolin, Boston University and NBER

Laura Veldkamp, Columbia University and NBER

Adrien Verdelhan, Massachusetts Institute of Technology and NBER

Emil Verner, Massachusetts Institute of Technology

Luis Viceira, Harvard University and NBER

Annette Vissing-Jorgensen, University of California, Berkeley and NBER

Jessica Wachter, University of Pennsylvania and NBER

Neng Wang, Columbia University and NBER

Olivier Wang, New York University

Michael Weber, University of Chicago and NBER

Kenneth West, University of Wisconsin at Madison and NBER

Jeffrey Wurgler, New York University and NBER

Kairong Xiao, Columbia University

Mindy Xiaolan, University of Texas at Austin

Wei Xiong, Princeton University and NBER

Mao Ye, University of Illinois at Urbana-Champaign and NBER

Motohiro Yogo, Princeton University and NBER

Stephen Zeldes, Columbia University and NBER

Yao Zeng, University of Pennsylvania

Alexander Zentefis, Yale University

Anthony Lee Zhang, University of Chicago

Guihai Zhao, Bank of Canada

Haoxiang Zhu, Massachusetts Institute of Technology and NBER

Stanley Zin, New York University and NBER

Eric Zwick, University of Chicago and NBER

Programs

Asset Pricing

Papers

Inside the Mind of a Stock Market Crash
The U.S. Public Debt Valuation Puzzle

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