Asset Pricing program meeting.
Position | Program and Working Group Meetings - Discussion - Brief article |
The NBER's Program on Asset Pricing met at Stanford University's Graduate School of Business on November 4, 2011. NBER Research Associates Andrew Ang and and Tano Santos of Columbia's Graduate School of Business organized the meeting and chose these papers to discuss:
* Lars-Alexander Kuehn, Carnegie Mellon University, and Lukas Schmid, Duke University, "Investment Based Corporate Bond Pricing"
* Dirk Hackbarth, University of Illinois, Urbana-Champaign, and Timothy Johnson, London Business School, "Real Options and Risk Dynamics: Implications for the Cross-Section and Time-Series of Expected Returns"
* Gara Afonso, Federal Reserve Bank of NY, and Ricardo Lagos, New York University and NBER, "Trade Dynamics in the Market for Federal Funds"
* Tim Bollerslev, Duke University and NBER, and Natalia M. Sizova and George Tauchen, Duke University, "Volatility in Equilibrium...
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