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).

 
Session Overview
Session
5.4: Asset Pricing 4
Time:
Thursday, 30/May/2019:
2:00pm - 4:15pm

Session Chair: Hengjie Ai, University of Minnesota
Location: Room 106

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Presentations

The Time Variation in Risk Appetite and Uncertainty

Geert Bekaert1, Eric Engstrom2, Nancy Xu3

1Columbia University, Graduate School of Business; 2Federal Reserve Board; 3Boston College, Carroll School of Management

Discussant: Gill Segal (UNIV OF NORTH CAROLINA-CHAPEL HILLUNC Chapel Hill)

Bekaert-The Time Variation in Risk Appetite and Uncertainty-568.pdf


Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets

Hui Chen1, Zhuo Chen2, Zhiguo He3, Jinyu Liu4, Rengming Xie5

1MIT Sloan; 2Tsinghua University, China, People's Republic of; 3Chicago Booth; 4University of International Business and Economics; 5CITIC Securities

Discussant: Kai Li (Hong Kong University of Science and Technology)

Chen-Pledgeability and Asset Prices-667.pdf


A Model of the Macroeconomic Announcement Premium with Production

Hengjie Ai1, Ravi Bansal2, Jay Im2, Chao Ying1

1Carlson School of Management, University of Minnesota; 2Fuqua School of Business, Duke University

Discussant: Dongho Song (Johns Hopkins Carey Business School)

Ai-A Model of the Macroeconomic Announcement Premium with Production-416.pdf


Asset Prices and Portfolios with Externalities

Steven Baker1, Burton Hollifield2, Emilio Osambela3

1University of Virginia; 2Carnegie Mellon University; 3Federal Reserve Board

Discussant: Mete Kilic (USC)

Baker-Asset Prices and Portfolios with Externalities-1116.pdf


 
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