Schedule

Thursday, December 6

Presentations take place in Room 206; Lunch and the poster session are in room 220 Lounge.

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

Incompleteness Shocks
*Eduardo Dávila, NYU Leonard N. Stern School of Business
Thomas Philippon, NYU Leonard N. Stern School of Business

Discussant:  Fernando Alvarez (University of Chicago)

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

Stock Market Returns and Consumption
*Marco Di Maggio, Harvard Business School
Amir Kermani, UC Berkeley
Kaveh Majlesi, Lund University

Discussant: Luigi Pistaferri (Stanford)

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

Front Page News: The Effect of News Positioning on Financial Markets
Anastassia Fedyk, University of California Berkely

Discussant: Brad Barber (UC Davis)

12:40 pm - 2:10 pm

LUNCH (220 Lounge)

Poster Session (220 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.

  • Roxana Mihet
    PhD candidate in economics
    New York University
    Paper title: Are New Information Technologies Making the Rich Richer?
  • Jincheng Tong
    PhD candidate in finance, Job Market Candidate
    University of Minnesota
    Paper title: A Dynamic Agency Based Asset Pricing Model with Production
  • Christian Wolf
    PhD candidate in economics
    Princeton University
    Paper title: Investment Stimulus: From Micro Elasticities to Macro Counterfactuals
2:10 pm - 3:10 pm

Shale Shocked: The Long Run Effect of Income on Household Debt
Erik Gilje, University of Pennsylvania, Wharton

Discussant: John Campbell (Harvard)

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

Higher-Moment Risk
Niels Joachim Gormsen, University of Chicago Booth School of Business
*Christian Skov Jensen, Bocconi University

Discussant: John Heaton (Chicago Booth)

5:00 pm - 6:30 pm Drinks
7:00 pm - 10:00 pm

Dinner at Blackbird
619 West Randolph
Chicago, Illinois 60661


Friday, December 7

Presentations take place in Room 206; Lunch in room 220 Lounge.

 

 

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

Discount Rates, Debt Maturity, and the Fiscal Theory
Alexandre Corhay, University of Toronto
*Howard Kung, London Business School
Gonzalo Morales, University of Alberta

Discussant: Lars Hansen (University of Chicago)

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

Disaster on the Horizon: The Price Effect of Sea Level Rise
Asaf Bernstein, University of Colorado, Boulder
Matthew Gustafson, Pennsylvania State University, Smeal College of Business
*Ryan Lewis, University of Colorado, Boulder

Discussant: Stefano Giglio (Yale)

11:20 am - 11:40 am

BREAK

11:40 am - 12:40 pm

The Aggregate Demand for Bank Capital
Milton Harris, University of Chicago
*Christian C. Opp, University of Pennsylvania, The Wharton School
Marcus Opp, Stockholm School of Economics

Discussant: Guido Lorenzoni (Northwestern)

12:40 pm - 2:00 pm LUNCH (220 Lounge)