The Centre for Asset Pricing Research (CAPR) at BI Norwegian Business School is hosting the 2023 Annual Workshop on Investment- and Production-Based Asset Pricing.
See the programme down below.
Local organizers: Iván Alfaro and Paul Ehling.
Calendar
11th Workshop on Investment and Production-Based Asset Pricing
Friday
11
August
- Starts:08:00, 11 August 2023
- Ends:17:30, 11 August 2023
- Location:BI - campus Oslo, Room A2-080
- Contact: Iván Alfaro (ivan.alfaro@bi.no)
Programme
Each paper has 45 minutes, 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. Presenters and discussants are kindly asked to load their slides on the computer prior to the sessions.
Programme
- Time
- Title
-
Thursday 10 August 2023
-
Pre-conference Dinner (by invitation only)
Departure from the lobby of the Thon Hotel Storo at 17:10. For those going on their own, please be at Ekebergrestauranten Restaurant by 17:50 (see directions under Travel & Accommodation).
-
Friday 11 August 2023
-
Registration and welcome
-
Session 1
Chair: Iván Alfaro (BI)
08:30 - 09:15: Innovation Networks and R&D Allocation
- Ernest Liu (Princeton) and Song Ma (Yale)
- Discussant: Christian Heyerdahl-Larsen (BI)
09:15 - 10:00: Productivity Shocks and Inflation in Incomplete Markets
- Qiushi Huang (Shanghai), Leonid Kogan (MIT), Dimitris Papanikolaou (Northwestern)
- Discussant: Federico Gavazzoni (BI)
-
Coffee Break
-
Session 2
Chair: Costas Xiouros (BI)
10:20 - 11:05: Production-Based Exchange Rates
- Iván Alfaro (BI)
- Discussant: Kevin Schneider (Cambridge)
11:05 - 11:50: An Alternative Test of the Production Based Asset Pricing Model
- Richard Priestley (BI), Kevin Schneider (Cambridge)
- Discussant: Zhaneta K. Tancheva (BI)
-
Lunch
-
Session 3
Chair: Paul Ehling (BI)
13:00 - 13:45: Corporate Taxation and Carbon Emissions
- Luigi Iovino (Bocconi), Thorsten Martin (Bocconi), Julien Sauvagnat (Bocconi)
- Discussant: Costas Xiouros (BI)
13:45 - 14:30: Dynamic Competition and Expected Returns
- Ilona Babenko (ASU), Oliver Boguth (ASU), and Yuri Tserlukevich (ASU)
- Discussant: Alexandre Corhay (Toronto)
-
Coffee Break
-
Session 4
Chair: Thomas Poulsen (BI)
14:50 - 15:35: Markup Shocks and Asset Prices
- Alexandre Corhay (Toronto), Jun E. Li (Shangai), and Jincheng Tong (Toronto)
- Discussant: Yifan Zhu (BI)
15:35 - 16:20: Appropriated Growth
- Yuchen Chen (Minnesota), Xuelin Li (Columbia Business School), Richard T. Thakor (Minnesota), and Colin Ward (Minnesota)
- Discussant: Stig Roar Lundeby (BI)
-
Coffee Break
-
Session 5
Chair: Tatyana Marchuk (BI)
16:40 - 17:25: Asset-Price Redistribution
- Andreas Fagereng (BI), Matthieu Gomez (Columbia), Emilien Gouin-Bonenfant (Columbia), Martin Holm (UiO), Benjamin Moll (LSE), and Gisle Natvik (BI)
- Discussant: Julien Sauvagnat (Bocconi)
-
Conference Dinner (by invitation only)
Departure from the lobby of the Thon Hotel Storo at 18:50. For those going on their own, please be at Solsiden Restaurant by 19:20 (see directions under Travel & Accommodation).