Asset pricing.
Position | Program and Working Group Meetings - National Bureau of Economic Research meetings on asset pricing - Conference news - Brief article |
The NBER's Program on Asset Pricing met at the University of Chicago on April 11, 2014. Faculty Research Fellows Lauren Cohen and Christopher Malloy of the Harvard Business School organized the meeting and chose these papers to discuss:
* Lubos Pastor, University of Chicago and NBER; Robert Stambaugh, University of Pennsylvania and NBER; and Lucian Taylor, University of Pennsylvania, "Scale and Skill in Active Management"
* Ralph Koijen, London Business School, and Motohiro Yogo, Federal Reserve Bank of Minneapolis, "Shadow Insurance"
* Matthew Baron, Princeton University, and Wei Xiong, Princeton University and NBER, "Credit Expansion and Financial Instability: Evidence from Stock Prices"
* Marcin Kacperczyk, Imperial College and NBER; Jaromir Nosal, Columbia University; and Luminita...
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