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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.

Asset Pricing Program Meeting

Adrien Verdelhan and Deborah J. Lucas, Organizers

April 8, 2016

University of Chicago
Gleacher Center, Booth School of Business (Downtown Chicago)
Room 408

450 North Cityfront Plaza Drive, Chicago, IL

PROGRAM

Friday, April 08
8:00 am	Continental Breakfast
8:30 am	Lars P. Hansen, University of Chicago and NBER Thomas J. Sargent, New York University and NBER Sets of Models and Prices of Uncertainty Discussant: Stavros Panageas, University of Chicago and NBER
9:30 am	Break
9:45 am	Robert Novy-Marx, University of Rochester and NBER Testing Strategies Based on Multiple Signals Discussant: Motohiro Yogo, Princeton University and NBER
10:45 am	Break
11:00 am	Nina Boyarchenko, Federal Reserve Bank of New York David Lucca, Federal Reserve Bank of New York Laura Veldkamp, New York University and NBER Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets Discussant: Darrell Duffie, Stanford University and NBER
12:00 pm	Lunch-Executive Dining Room 621
1:15 pm	Brian Weller, Northwestern University Measuring Tail Risks at High Frequency Discussant: Mikhail Chernov, University of California at Los Angeles
2:15 pm	Break
2:30 pm	Michael D. Bauer, Federal Reserve Bank of San Francisco James D. Hamilton, University of California at San Diego and NBER Robust Bond Risk Premia Discussant: Gregory Duffee, John Hopkins University
3:30 pm	Break
3:45 pm	Erik P. Gilje, University of Pennsylvania Robert C. Ready, University of Rochester Nikolai Roussanov, University of Pennsylvania and NBER Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution Discussant: Wei Xiong, Princeton University and NBER
4:45 pm	Adjourn
5:00 pm	Jonathan Sokobin, Chief Economist, FINRA An Overview of FINRA Data (slides)
6:00 pm	Joint Reception and Dinner University of Chicago Gleacher Center-Executive Dining Room 621 450 North Cityfront Drive Chicago, IL

3/22/16