Conference Agenda

Money Market Funds and the Pricing of Near-Money Assets

Sebastian Doerr¹, Egemen Eren¹, Semyon Malamud²

1: Bank for International Settlements; 2: EPFL

Understanding the Strength of the Dollar

Zhengyang Jiang¹, Robert Richmond², Tony Zhang³

1: Northwestern University; 2: New York University; 3: Federal Reserve Board

The Dollar, US Fiscal Capacity and the US Safety Puzzle

Sun Yong Kim

Northwestern University, United States of America

The Present Value of Future Market Power

Thummim Cho¹, Marco Grotteria², Lukas Kremens³, Howard Kung²

1: London School of Economics, United Kingdom; 2: London Business School, United Kingdom; 3: University of Washington, United States

The Demand for Large Stocks

Huaizhi Chen

University of Notre Dame, United States of America

Equity Prices in a Granular Economy

Ali Abolghasemi¹, Harjoat Bhamra², Christian Dorion^3,4, Alexandre Jeanneret⁵

1: Saint Mary’s University; 2: Imperial College London; 3: HEC Montreal, Canada; 4: Canadian Derivatives Institute; 5: University of New South Wales

Demand in the Option Market and the Pricing Kernel

Caio Almeida¹, Gustavo Freire²

1: Princeton University; 2: Erasmus School of Economics, Erasmus University Rotterdam, Netherlands, The

No Max Pain, No Max Gain: Stock Return Predictability at Options Expiration

Ilias Filippou¹, Pedro Garcia-Ares², Fernando Zapatero³

1: Washington University, Saint Louis; 2: ITAM, Mexico City; 3: Questrom School of Business, Boston University, United States of America

Pricing Event Risk: Evidence from Concave Implied Volatility Curves

Lykourgos Alexiou¹, Amit Goyal², Alexandros Kostakis¹, Leonidas Rompolis³

1: University of Liverpool; 2: Swiss Finance Institute, University of Lausanne; 3: Athens University of Economics and Business

A Real Investment-based Model of Asset Pricing

Frederico Belo^1,2, Xinwei Li¹

1: INSEAD, France; 2: CEPR

Asset Growth Effect and Q Theory of Investment

Leonid Kogan¹, Jun Li², Xiaotuo Qiao³

1: MIT Sloan; 2: University of Texas at Dallas, United States of America; 3: Zhongnan University of Economics and Law

Leasing as a Mitigation Channel of Capital Misallocation

Weiwei Hu¹, Kai Li¹, Yiming Xu²

1: Peking University; 2: Cambridge University

Asset Pricing with Optimal Under-Diversification

Vadim Elenev¹, Tim Landvoigt²

1: Johns Hopkins; 2: Wharton

Value Without Employment

Simcha Barkai¹, Stavros Pa²

1: Boston College, United States of America; 2: UCLA Anderson School of Management

Who Bears the Cost of Aggregate Fluctuations and Why?

Maarten Meeuwis¹, Dimitris Papanikolaou², Jonathan Rothbaum³, Lawrence Schmidt⁴

1: Washington University in St. Louis; 2: Kellogg School of Management and NBER; 3: U.S. Census Bureau; 4: MIT Sloan School of Management

A Financial Contracting-Based Capital Asset Pricing Model

Roberto Steri

University of Luxembourg, Luxembourg

Dr Jekyll and Mr Hyde: Feedback and welfare when hedgers can acquire information

Jacques Olivier

HEC Paris, France

Disclosing and Cooling-Off: An Analysis of Insider Trading Rules

Jun Deng¹, Huifeng Pan¹, Hongjun Yan², Liyan Yang³

1: University of International Business and Economics, China; 2: DePaul University; 3: University of Toronto

US Interest Rate Surprises and Currency Returns

Juan Antolin-Diaz¹, Gino Cenedese², Shangqi Han², Lucio Sarno³

1: London Business School; 2: Fulcrum Asset Management; 3: University of Cambridge

U.S. Monetary Policy and International Bond Markets

Tobias Adrian¹, Gaston Gelos¹, Nora Lamersdorf², Emanuel Moench²

1: International Monetary Fund, United States of America; 2: Frankfurt School of Finance & Management

Wealth Inequality, Aggregate Risk, and the Equity Term Structure

Harjoat Bhamra, Marco Francischello, Clara Martinez-Toledano

Imperial College Business School, United Kingdom

Missing Financial Data

Svetlana Bryzgalova^1,5, Sven Lerner², Martin Lettau², Markus Pelger^3,4,5

1: London Business School, United Kingdom; 2: Stanford University; 3: Berkeley Haas; 4: NBER; 5: CEPR

When do cross-sectional asset pricing factors span the stochastic discount factor?

Serhiy Kozak¹, Stefan Nagel²

1: University of Maryland, United States of America; 2: University of Chicago, United States of America

Non-Standard Errors in Portfolio Sorts

Dominik Walter¹, Rüdiger Weber^1,2, Patrick Weiss^2,3

1: Vienna Graduate School of Finance, Austria; 2: Vienna University of Economics and Business, Austria; 3: Reykjavik University, Iceland