Asset pricing with imperfect trading.
Position | Conferences |
An NBER-Universities Research Conference on "Asset Pricing with Imperfect Trading" was held in Cambridge on May 13 and 14. NBER Research Associates Darrell Duffle of Stanford Business School and Owen A. Lamont of Yale School of Management organized this program:
Lauren B. Cohen, University of Chicago; Karl B. Diether, Ohio State University; and Christopher J. Malloy, London Business School, "Supply and Demand Shifts in the Shorting Market"
Discussant: Tyler Henry, University of Washington
Ronnie Sadka, University of Washington, and Anna Scherbina, Harvard University, "Analyst Disagreement, Mispricing, and Liquidity"
Discussant: Adam Reed, University of North Carolina at Chapel Hill
Robert Novy-Marx, University of Chicago, "On the Excess Returns to Illiquidity"
Discussant: Robert F. Stambaugh, NBER and University of Pennsylvania
Nicolae Garleanu, University of Pennsylvania; Lasse Heje Pedersen, New York University; and Allen M. Poteshman, University of Illinois at Urbana-Champaign; "Demand-Based Option Pricing"
Discussant: Joshua D. Coval, NBER and Harvard University
Harrison Hong, Princeton University, and Jialin Yu, Columbia...
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