May 28-30, 2019

Savannah, GA, USA

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Conference Time: 15/Dec/2019 6:51am EST
 

Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

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Session Overview
Session
1.4: Asset Pricing 2
Time:
Tuesday, 28/May/2019:
3:30pm - 5:45pm

Session Chair: Lorenzo Bretscher, London Business School Finance Department
 Location: Room 106

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Presentations

Foreseen Risks

Joao Gomes, Marco Grotteria, Jessica Wachter

The Wharton School, United States of America

Discussant: Vadim Elenev (John Hopkins University Carey Business School)

Gomes-Foreseen Risks-870.pdf

Market Power and Price Informativeness

Marcin Kacperczyk1, Jaromir Nosal2, Savitar Sundaresan1

1Imperial College London; 2Boston College, United States of America

Discussant: Matthijs Breugem (Collegio Carlo Alberto)

Kacperczyk-Market Power and Price Informativeness-185.pdf

News Shocks and Asset Prices

Aytek Malkhozov1, Lorenzo Bretscher2, Andrea Tamoni3

1Federal Reserve Board, United States of America; 2LBS; 3LSE

Discussant: Nicolas Crouzet (Kellogg School of Management)

Malkhozov-News Shocks and Asset Prices-768.pdf

The Maturity Premium

Maria Chaderina1,2, Patrick Weiss2, Josef Zechner1,2

1WU Vienna, Austria; 2VGSF

Discussant: Lukas Schmid (Duke University)

Chaderina-The Maturity Premium-754.pdf


 
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