July 6-9, 2021, Online and Onsite in Shanghai, China

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Risk, Uncertainty, and Asset Pricing

Time:Wednesday, July 7, 2021 8:00 - 9:45Location:Stream 8Session Chair:Ravi Jagannathan, Northwestern University Zoom:

Can Risk Be Shared Across Investor Cohorts? Evidence from a Popular Savings Product

Victor Lyonnet; The Ohio State University

Johan Hombert; HEC Paris

  Presenter: Victor Lyonnet, The Ohio State University

  Discussant: Ishita Sen, Harvard University

Number of Numbers: Does Quantitative Disclosure Reduce Uncertainty in Quarterly Earnings Conference Calls?

John Campbell; University of Georgia

Xin Zheng; University of British Columbia

Dexin Zhou; Baruch College, The City University of New York

  Presenter: Dexin Zhou, Baruch College, The City University of New York

  Discussant:  Anna Scherbina, Brandeis University

Test Assets and Weak Factors

Stefano Giglio; Yale University

Dacheng Xiu; University of Chicago

Dake Zhang; University of Chicago

  Presenter: Stefano Giglio, Yale University

  Discussant: Georgios Skoulakis, University of British Columbia

Asymptotic Variances for Tests of Portfolio Efficiency and Factor Model Comparisons with Conditioning Information

Wayne Ferson; University of Southern California

Andrew Siegel; University of Washington

Junbo Wang; Louisiana State University

  Presenter: Junbo Wang, Louisiana State University

  Discussant:  Raymond Kan, University of Toronto

Put Away