Schedule

Thursday, October 24

Presentations take place in Room 408; Lunch and the poster session are in room 420 Lounge.

Time Title
8:30 am - 9:00 am                                                                              BREAKFAST                                                                                                                          
9:00 am - 10:00 am

Origins of International Factor Structures
Zhengyang Jiang, Kellogg School of Management, Northwestern University (view slides)

Discussant: Adrien Verdelhan, MIT Sloan School of Management (view slides)

10:00 am - 10:20 am BREAK
10:20 am - 11:20 am

Risk-free Interest Rates
William Diamond, Wharton, University of Pennsylvania

Discussant: Greg Duffee, Johns Hopkins (view slides)

11:20 am - 11:40 am BREAK
11:40 am - 12:40 pm

Term Structure of Risk in Expected Returns
Irina Zviadadze, Stockholm School of Economics

Discussant: Lars Peter Hansen, University of Chicago (view slides)

12:40 pm - 2:10 pm

LUNCH (420 Lounge)

Poster Session (420 lounge)
The conference will feature a poster session of graduate students from around the U.S. presenting their recent research pertaining to asset pricing and substantive applications.

Seyed Ehsan Azarmsa
PhD Candidate, University of Chicago Booth School of Business
Paper title: Investment Sophistication and Wealth Inequality

Mikhail Galashin
PhD Candidate, UCLA
Paper title: Macroeconomic Expectations and Consumption: Evidence from a Field Experiment

Stefano Pegoraro
PhD Candidate, University of Chicago Booth School of Business
Paper title: Flows and Performance with Optimal Money Management Contracts

2:10 pm - 3:10 pm

IQ, Expectations, and Choice
Francesco D'Acunto, Boston College, Carroll School of Management

Discussant: Itzhak Ben-David, The Ohio State University, Fisher College of Business (view slides)

3:10 pm - 3:30 pm BREAK
3:30 pm - 4:30 pm

Five Facts about Beliefs and Portfolios
Johannes Stroebel, NYU Leonard N. Stern School of Business

Discussant: Ricardo Perez-Truglia, UCLA Anderson School of Management (view slides)

5:00 pm - 6:30 pm

Drinks at Proxi
565 W Randolph Street
Chicago, IL 60661

7:00 pm - 10:00 pm Dinner at Avec
615 W Randolph Street
Chicago, IL 60661

Friday, October 25

Presentations take place in Room 408; Lunch in room 420 Lounge.

 
Time Title
8:30 am - 9:00 am                         BREAKFAST                                                                                                                        
9:00 am - 10:00 am

Forest through the Trees: Building Cross-Sections of Stock Returns
Svetlana Bryzgalova, London Business School and Markus Pelger, Stanford University (view slides)

Discussant: Dacheng Xiu, University of Chicago Booth School of Business

10:00 am - 10:20 am BREAK
10:20 am - 11:20 am

Equity Term Structures without Dividend Strips Data
Serhiy Kozak, University of Maryland

Discussant: Jessica Wachter, Wharton, University of Pennsylvania (view slides)

11:20 am - 11:40 am

BREAK

11:40 am - 12:40 pm

Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation
Kairong Xiao, Columbia Business School (view slides)

Discussant: Ali Hortaçsu, University of Chicago

12:40 pm - 2:00 pm LUNCH (420 Lounge)