July 6-9, 2023, Online and Onsite in Shanghai, China

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Session

Advances in Asset Pricing Theory

Time:Sunday, July 9, 2023 8:00 - 9:45Location:Stream 1Session Chair:Hui Chen, Massachusetts Institute of Technology Zoom:

Identifying Preference for Early Resolution from Asset Prices

Hengjie Ai, University of Wisconsin

Ravi Bansal, Duke University

Hongye Guo, The University of Hong Kong

Amir Yaron, The Wharton School

 Presenter: Hongye Guo, The University of Hong Kong

 Discussant: Jaroslav Borovicka, New York University

Market Power in the Securities Lending Market

Shuaiyu Chen, Purdue University

Ron Kaniel, University of Rochester

Christian Opp, University of Rochester

 Presenter: Christian Opp, University of Rochester

 Discussant: Wenxi Jiang, The Chinese University of Hong Kong

Asset Pricing with

Semyon Malamud, Ecole Polytechnique Federale de Lausanne

Neng Wang, Columbia University

Yuan Zhang, Shanghai University of Finance and Economics

 Presenter: Yuan Zhang, Shanghai University of Finance and Economics

 Discussant: Yan Ji, Hong Kong University of Science and Technology

Whence LASSO? A Rational Interpretation

Wen Chen, The Chinese University of Hong Kong, Shenzhen

Bo Hu, George Mason University

Liyan Yang, University of Toronto

 Presenter: Wen Chen, The Chinese University of Hong Kong, Shenzhen

 Discussant: Semyon Malamud, Ecole Polytechnique Federale de Lausanne

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