Chicago Booth Asset Pricing Conference
   

Chicago Booth Recent Advances in
Empirical Asset Pricing Conference

November 17-18, 2017

Gleacher Center

 450 N. Cityfront Plaza Drive, Chicago, Illinois 60611

 

 

Sponsored by the University of Chicago Booth School of Business

Fama-Miller Center for Research in Finance

 

SCHEDULE

 

FRIDAY, NOVEMBER 17, 2017

 

8:30 – 9:00 am            Breakfast      

 

Room 204

Time

Title

Presenter

Discussant

9:00 – 10:00 am

"The Economics of the 'Fed Put'"

Anna Cieslak,
Duke University

Robert Novy-Marx
University of Rochester

10:00 – 10:15 am

BREAK

 

 

10:15 – 11:15 am

Expectations Management and Stock Returns

Eric So

MIT Sloan

Owen Lamont

Wellington Management

11:15 – 11:30 am

BREAK

 

 

11:30 am – 12:30 pm

Risk Reallocation in OTC Derivatives Networks

Not available for distribution

Bernard Herskovic

UCLA Anderson

Francisco Gomes

London Business School

12:30 – 1:30 pm

LUNCH 220 LOUNGE

 

 

1:30 – 2:30 pm

Central Bank Communication and the Yield Curve

Andrea Vedolin

Boston University

David Lucca

Federal Reserve Bank of New York

2:30 – 3:00 pm

BREAK

 

 

3:00 – 4:00 pm

The Federal Reserve and Market Confidence

Valentin Haddad

UCLA Anderson

Jules van Binsbergen

The Wharton School

 

Watering Hole - TBD

 

 

7:00 pm

DINNER

Blackbird

619 West Randolph

 

 

 

SATURDAY, NOVEMBER 18, 2017

 

8:30 – 9:00 am                 Breakfast 

Room 100

Time

Title

Presenter

Discussant

9:00 – 10:00 am  

Investment-Horizon Spillovers

Alex Chinco

University of Illinois at Urbana-Champaign

Pete Kyle

University of Maryland

10:0010:15 am

BREAK

 

 

10:15 – 11:15 am

Mortgage Design in an Equilibrium Model of the Housing Market

Tim McQuade

Stanford GSB

Alexei Tchistyi

University of Illinois at Urbana-Champaign

11:15 – 11:30 am

BREAK

 

 

11:30 am – 12:30 pm

Should Long-Term Investors Time Volatility?

Tyler Muir

UCLA Anderson

Ian Dew-Becker

Northwestern University

12:30 – 1:30 pm

LUNCH 100 FOYER

 

 

 

 

 

 

 

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