Skip to end of metadata
Go to start of metadata



DateTimeRoomAuthorAffiliationPaper
1/22/20204:00 PM5120 Shane MillerDuke UniversityThe Term Structures of Equity Risk Premia in the Cross Section of Equities
1/24/202011:15 AM4349Gaurav KankanhalliCornell UniversityBetting on Disruption: How Uncertainty Shapes the US Startup Ecosystem
1/27/20204:00 PM5120Yao DengUniversity of MinnesotaExtrapolative Expectations, Corporate Activities, and Asset Prices
1/29/20204:00 PM5120Maarten MeeuwisMITWealth Fluctuations and Risk Preferences: Evidence from U.S. Investor Portfolios
1/31/202011:15 AM4349Jing HuangDuke UniversityOptimal Stress Tests in Financial Networks
2/3/20204:00 PM5120Jonathan WallenStanford UniversityMarkups to Financial Intermediation in Foreign Exchange Markets
2/7/202011:15 AM4349Pingle WangUniversity of RochesterDemand for Information and Stock Returns: Evidence from EDGAR
2/10/20204:00 PM3180Nuno ClaraLondon Business SchoolDemand Elasticities, Nominal Rigidities and Asset Prices
2/14/202011:15 AM4349Zhaneta TanchevaTilburg UniversityOptimal Risk Sharing with Time Inconsistency and Long-Run Risk
2/17/20204:00 PM4151Sean MyersStanford UniversityPublic Employee Pensions and Municipal Insolvency
3/13/202011:15 AM4349Martin SzydlowskiUniversity of MinnesotaPivots and Prestige: Venture Capital Contracts with
Experimentation
  • No labels