Virtual, July 6-8, 2022

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Session

Asset Pricing

Time:Thursday, July 7, 2022 8:00 - 9:45Location:Stream 1Session Chair:Ravi Jagannathan, Northwestern University Zoom:

Intermediary-Based Equity Term Structure

Kai Li; Peking University

Chenjie Xu; Shanghai University of Finance and Economics

  Presenter: Kai LiPeking University

  Discussant: Wenhao Li, University of Southern California

Uncertainty, Risk, and Capital Growth

Gill Segal; The University of North Carolina at Chapel Hill

Ivan Shaliastovich; University of Wisconsin-Madison

  Presenter: Gill Segal, The University of North Carolina at Chapel Hill

  Discussant: Naveen Gondhi, INSEAD

Liquidity and Risk in OTC Markets: A Theory of Asset Pricing and Portfolio Flows

Mahyar Kargar; University of Illinois at Urbana-Champaign

Juan Passadore; Einaudi Institute for Economics and Finance

Dejanir Silva; Purdue University

  Presenter: Juan Passadore, Einaudi Institute for Economics and Finance

  Discussant: Alexander Zentefis, Yale University

Asset Pricing with Slope Factors: Model and Evidence of Outperformance

Siddhartha Chib; Washington University in St. Louis

Yi Chun Lin; Washington University in St. Louis

Kuntara Pukthuanthong; University of Missouri

Xiaming Zeng; Olin Business School

  Presenter: Siddhartha Chib, Washington University in St. Louis

  Discussant: Shrihari Santosh, University of Colorado Boulder

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