Virtual, July 6-8, 2022

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Session

New Perspectives in Asset Pricing

Time:Wednesday, July 6, 2022 8:00 - 9:45Location:Stream 8Session Chair:Roger Loh, Singapore Management University Zoom:

Macroeconomic Perceptions and Asset Prices

Zhiwei Su; Tsinghua University

  Presenter: Zhiwei Su, Tsinghua University

  Discussant: Quan Wen, Georgetown University

Labor Force Telework Flexibility and Asset Prices: Evidence from the Covid-19 Pandemic

Jack Favilukis; University of British Columbia

Xiaoji Lin; University of Minnesota

Ali Sharifkhani; Northeastern University

Xiaofei Zhao; Georgetown University

  Presenter: Ali Sharifkhani, Northeastern University

  Discussant: Kai Li, Peking University

Context Is Everything: Cross-Learning in the Digital Age of Capital Markets

Andrew Bird; Chapman University

Stephen Karolyi; U.S. Department of the Treasury

Thomas Ruchti; Carnegie Mellon University

Phong Truong; Pennsylvania State University

  Presenter: Andrew Bird, U.S. Department of the Treasury

  Discussant: Si Cheng, The Chinese University of Hong Kong

Machine Forecast Disagreement and Equity Returns

Ran Chang; Shanghai Jiao Tong University

  Presenter: Ran Chang, Shanghai Jiao Tong University

  Discussant: Yen-Cheng Chang, National Taiwan University

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