Summer Institute 2020

SI 2020 Asset Pricing

DATE July 9-10, 2020
LOCATION on Zoom.us
ORGANIZERS Ralph S. J. Koijen and Sydney C. Ludvigson

NBER conferences are by invitation. All participants are expected to comply with the NBER's Conference Code of Conduct.

Summer Institute master schedule

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Participants

Andrew B. 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 C. Barberis, Yale University and NBER
Marco Bassetto, Federal Reserve Bank of Minneapolis
David S. Bates, University of Iowa and NBER
Michael D. Bauer, Universität Hamburg
Juliane Begenau, Stanford University and NBER
Frederico Belo, INSEAD
Itzhak Ben-David, The Ohio State University and NBER
Francesco Bianchi, Duke University and NBER
Peter Q. Blair, Harvard University and NBER
Tim Bollerslev, Duke University and NBER
Jaroslav Borovička, New York University and NBER
Markus K. Brunnermeier, Princeton University and NBER
Svetlana Bryzgalova, London Business School
Laurent E. Calvet, EDHEC Business School
John Y. 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 M. Chinco, Baruch College
Gabriel Chodorow-Reich, Harvard University and NBER
Anna Cieslak, Duke University and NBER
Marco Cipriani, Federal Reserve Bank of New York
João F. Cocco, London Business School
John H. Cochrane, Stanford University and NBER
Pierre Collin-Dufresne, École Polytechnique Fédérale de Lausanne
Lin William Cong, Cornell University
George M. Constantinides, University of Chicago and NBER
Ricardo Correa, Federal Reserve Board
Mariano Max Croce, Bocconi University
Robert Czech, Bank of England
Kent D. Daniel, Columbia University and NBER
Olivier Darmouni, Columbia University
Eduardo Dávila, Yale University and NBER
Peter M. DeMarzo, Stanford University and NBER
Robert Dittmar, University of Michigan
Kathryn M.E. 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 C. Eberly, Northwestern University and NBER
Mark L. Egan, Harvard University and NBER
Andrea L. Eisfeldt, University of California, Los Angeles and NBER
Vadim Elenev, Johns Hopkins University
Kenneth R. French, Dartmouth College and NBER
Xavier Gabaix, Harvard University and NBER
Lorenzo Garlappi, University of British Columbia
Nicolae B. Gârleanu, University of California, Berkeley and NBER
Shan Ge, New York University
Stefano Giglio, Yale University and NBER
Thomas J. Gilbert, University of Washington
Paul Goldsmith-Pinkham, Yale University
Francisco Gomes, London Business School
João F. Gomes, University of Pennsylvania
Matthieu Gomez, Columbia University
Niels Joachim Gormsen, University of Chicago
Émilien 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 D. Hamilton, University of California, San Diego and NBER
Lars P. Hansen, University of Chicago and NBER
Samuel Hanson, Harvard University and NBER
Barney Hartman-Glaser, University of California at Los Angeles
Samuel M. Hartzmark, University of Chicago and NBER
Tarek Alexander Hassan, Boston University and NBER
Zhiguo He, University of Chicago and NBER
Benjamin M. Hébert, Stanford University and NBER
Bernard Herskovic, University of California, Los Angeles and NBER
Robert J. Hodrick, Columbia University and NBER
Harrison Hong, Columbia University and NBER
Sabrina T. Howell, New York University and NBER
Christopher M. 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 R. Kocherlakota, University of Rochester and NBER
Ralph S. J. Koijen, University of Chicago and NBER
Arthur Korteweg, University of Southern California
Peter Koudijs, University of Rotterdam
Anna Kovner, Federal Reserve Bank of New York
Arvind Krishnamurthy, Stanford University and NBER
Lars-Alexander Kuehn, Carnegie Mellon University
Camelia M. 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 Asset 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 K. Lewis, University of Pennsylvania and NBER
Jiacui Li, University of Utah
Wenhao Li, University of Southern California
Gordon Y. Liao, Federal Reserve Board
Ernest Liu, Princeton University
Yukun Liu, University of Rochester
Dmitry Livdan, University of California at Berkeley
Lars A. Lochstoer, University of California, Los Angeles
Dong Lou, London School of Economics
Erik Loualiche, University of Minnesota
Deborah J. Lucas, Massachusetts Institute of Technology and NBER
David Lucca, Federal Reserve Bank of New York
Sydney C. 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 and NBER
Matteo Maggiori, Stanford University and NBER
Christopher Malloy, Harvard University and NBER
William Mann, Emory University
Adrien Matray, Princeton University
Timothy McQuade, University of California, Berkeley
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 A. Mondragon, Federal Reserve Bank of San Francisco
Alan Moreira, University of Rochester and NBER
Adair Morse, University of California, Berkeley
Tobias J. Moskowitz, Yale University and NBER
Tyler Muir, University of California, Los Angeles and NBER
Stefan Nagel, University of Chicago and NBER
Charles G. Nathanson, Northwestern University
Marina Niessner, University of Pennsylvania
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 A. 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 M. Poterba, Massachusetts Institute of Technology and NBER
Pavol Povala, Norges Bank Investment Management
Tarun Ramadorai, Imperial College London
Walker D. Ray, London School of Economics
Hélène Rey, London Business School and NBER
Matthew P. Richardson, New York University and NBER
Robert J. 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 and NBER
Tano Santos, Columbia University and NBER
Alexi Savov, New York University and NBER
José A. Scheinkman, Columbia University and NBER
Martin Schneider, Stanford University and NBER
Antoinette Schoar, Massachusetts Institute of Technology and NBER
Eduardo S. 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 A. 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 J. Singleton, Stanford University and NBER
Emil Siriwardane, Harvard University and NBER
Paolo Sodini, Stockholm School of Economics
Dongho Song, Johns Hopkins University
Yang Song, University of Washington
Chester S. Spatt, Carnegie Mellon University and NBER
Robert F. Stambaugh, University of Pennsylvania and NBER
Jeremy C. Stein, Harvard University and NBER
Johannes Stroebel, New York University and NBER
Per Stromberg, Stockholm School of Economics
René M. Stulz, The Ohio State University and NBER
Amir Sufi, University of Chicago and NBER
Adi Sunderam, Harvard University and NBER
Lars E.O. Svensson, Stockholm School of Economics and NBER
Ahmed Tahoun, London Business School
Viktor Todorov, Northwestern University
Christopher Tonetti, Stanford University and NBER
Stephen Utkus, University of Pennsylvania
Rossen Valkanov, University of California at San Diego
Boris Vallee, Harvard University
Jules H. 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 M. Viceira, Harvard University and NBER
Annette Vissing-Jorgensen, University of California, Berkeley and NBER
Jessica Wachter, University of Pennsylvania
Neng Wang, Columbia University and NBER
Olivier Wang, New York University
Michael Weber, University of Chicago and NBER
Kenneth D. West, University of Wisconsin-Madison and NBER
Jeffrey Wurgler, New York University and NBER
Kairong Xiao, Columbia University
Mindy Z. 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 P. Zeldes, Columbia University and NBER
Yao Zeng, University of Pennsylvania
Alexander K. Zentefis, Yale University
Anthony Lee Zhang, University of Chicago
Guihai Zhao, Bank of Canada
Haoxiang Zhu, Massachusetts Institute of Technology and NBER
Stanley E. Zin, New York University and NBER
Eric Zwick, University of Chicago and NBER

Related

Programs

Asset Pricing

Papers

Inside the Mind of a Stock Market Crash
The U.S. Public Debt Valuation Puzzle
Ratings-Driven Demand and Systematic Price Fluctuations

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