10th Workshop on Investment and Production-Based Asset Pricing
- Starts:08:30, 22 August 2022
- Ends:20:00, 22 August 2022
- Location:BI - campus Oslo, auditorium A2-080 (by invitation only)
- Contact:Federico Gavazzoni (federico.gavazzoni@bi.no)
The Center for Asset Pricing Research (CAPR) at BI Norwegian Business School is hosting its 10th annual workshop on investment and production-based asset pricing. The workshop will be in person.
Organizers:
Paul Ehling and Federico Gavazzoni
Program:
Each paper has 45 minutes, which are divided as follows:
- 25 minutes for the presentation,
- 15 minutes for the discussant,
- 5 minutes for the presenter to reply to the discussant and take questions from the audience.
Programme
- Time
- Title
-
Sunday, August 21
-
Pre Conference Dinner (by invitation only), Ekebergrestauranten
-
Monday, August 22
-
Welcome address
by Federico Gavazzoni (BI)
-
Session I
Chair: TBA
-
The Value of Intangible Capital across the Globe
Authors and Presenter: Frederico Belo, Yu Li, Juliana Salomao and Maria Ana Vitorino
Discussant: Espen Henriksen
doc.link - The Value of Intangible Capital across the Globe -
Equilibrium Value and Profitability Premiums
Authors and Presenter: Hengjie Ai, Jun E. Li and Jincheng Tong
Discussant: Zhaneta Tancheva
doc.link - Equilibrium Value and Profitability Premiums -
Coffee break
-
Session II
Chair: Patrick Konermann
-
Uncertainty, Risk, and Capital Growth
Authors and Presenter: Gill Segal and Ivan Shaliastovich
Discussant: Yifan Zhu
doc.link - Uncertainty, Risk, and Capital Growth -
Credit Market Equivalents and the Valuation of Private Firms
Authors and Presenter: Niklas Huther, Lukas Schmid and Roberto Steri
Discussant: Tatyana Marchuk
doc.link - Credit market Equivalents and the Valuation of Private Firms -
Lunch
-
Session III
Chair: TBA
-
Firm Product Concentration and Asset Prices
Authors and Presenter: Nuno Clara, Alexandre Corhay and Howard Kung
Discussant: Stig Lundeby
doc.link - Firm Product Concentration and Asset Prices -
Estimating and Testing Investment-based Asset Pricing Models
Authors and Presenter: Frederico Belo, Yao Deng and Juliana Salomao
Discussant: Costas Xiouros
doc.link - Estimating and Testing Investment-based Asset Pricing Models -
Conference Dinner (by invitation only), Solsiden Restaurant