Asset Pricing.
Position | Program and Working Group Meetings |
Members of the NBER's Asset Pricing Program met on April 6 in Chicago. Research Associate Ravi Bansal of Duke University and Faculty Research Fellow Camelia M. Kuhnen of the University of North Carolina at Chapel Hill organized the meeting. These researchers' papers were presented and discussed:
* Mariano Massimiliano Croce, University of North Carolina at Chapel Hill; Tatyana Marchuk, BI Norwegian Business School; and Christian Schlag, Goethe University Frankfurt, "The Leading Premium"
* Darrell Duffie, Stanford University and NBER, and Samuel Antill, Stanford University, "Augmenting Markets with Mechanisms" (NBER Working Paper No. 24146)
* Jiangze Bian, University of International Business and Economics; Zhiguo He, University of Chicago and NBER; Kelly Shue, Yale University and NBER; and Hao Zhou, Tsinghua University, "Leverage-Induced Fire Sales and Stock Market Crashes"
* Itamar Drechsler...
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