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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.

Asset Pricing Program Meeting

Hanno Lusting and Stefan Nagel, Organizers

October 26, 2012

SIEPR
Gunn Building
Korbet Taube-Room 130
366 Galvez Street
Stanford, CA 94305

PROGRAM

Thursday, October 25, 2012
6:30 pm	Dinner Joya Restaurant 339 University Avenue Palo Alto, CA
Friday, October 26, 2012
8:00 am	Continental Breakfast
8:30 am	David Lucca and Emanuel Moench, Federal Reserve Bank of New York The Pre-FOMC Announcement Drift Discussants: Annette Vissing-Jorgensen, Northwestern University and NBER
9:30 am	Break
9:45 am	Lubos Pastor and Pietro Veronesi,University of Chicago and NBER Political Uncertainty and Risk Premia Discussants: Nicholas Bloom, Stanford University and NBER
10:45 am	Break
11:00 am	Jack Favilukis, London School of Economics Xiaoji Lin, Ohio State University Wage Rigidity: A Solution to Several Asset Pricing Puzzles Discussants: Lars Lochstoer, Columbia University
12:00 pm	Lunch
1:15 pm	Tobias Adrian, Federal Reserve Bank of New York Erkko Etula, Harvard University Tyler Muir, Northwestern University Financial Intermediaries and the Cross Section of Asset Returns Discussant: Bryan Kelly, University of Chicago and NBER
2:15 pm	Break
2:30 pm	Snehal Banerjee, Northwestern University Jeremy Graveline, University of Minnesota Trading in Derivatives When the Underlying is Scarce Discussants: Nicolae Garleanu, University of California at Berkeley and NBER
3:30 pm	Break
3:45 pm	Dong Lou and Christopher Polk, London School of Economics Comomentum: Inferring Arbitrage Capital from Return Correlations Discussants: Robert Novy-Marx, University of Rochester and NBER
4:45 pm	Adjourn
10/11/12