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Conference

The 2019 Annual Workshop on Investment and Production-Based Asset Pricing

Tuesday
04
June
  • Starts:08:30, 4 June 2019
  • Ends:17:00, 4 June 2019
  • Location:BI - campus Oslo
  • Price:There is no participation fee
  • Contact:Iván Alfaro (ivan.alfaro@bi.no)

The Centre for Asset Pricing Research (CAPR) at BI Norwegian Business School is hosting the 2019 Annual Workshop on Investment and Production-Based Asset Pricing

We are excited to have the following confirmed speakers:

Francesco Bianchi, Duke
Andres Donangelo, UT Austin
Haitao Mo, Louisiana State University
Kai Li, HKUST
Juliana Salomao, Minnesota
Jianfeng Yu, Tsinghua
Federico Gavazzoni, INSEAD

Programme

  • Time
  • Title

  • Monday June 3

  • Pre-conference Dinner (by invitation only)

    Departure from the lobby of the Thon Hotel Storo at 16:20. For those going on their own, please be at Solsiden Restaurant by 16:50 (see directions below)

  • Tuesday June 4

  • Registration and welcome address

  • Session 1.

    Chair: Paul Ehling (BI)

  • Untangling the Value Premium with Labor Shares

    See paper here.

    Speaker: Andres Donangelo (UT Austin)

    Discussant: Bernard Dumas (INSEAD)

  • The Origins and Effects of Macroeconomic Uncertainty

    See paper here.

    Speakers: Francesco Bianchi (Duke), Howard Kung (LBS), and Mikhail Tirskikh (LBS)

    Discussant: Alessandro Graniero (BI)

  • Coffee break

  • Session 2.

    Chair. Costas Xiouros (BI)

  • Aggregate Expected Investment Growth and Stock Market Returns

    Speakers: Jun Li (UT Dallas), Huijun Wang (Delaware), and Jianfeng Yu (Tsinghua)

    Discussant: Ilan Cooper

  • Decomposing Firm Value

    See paper here.

    Frederico Belo (Minnesota), Vito Gala (Wharton), Juliana Salomao (Minnesota), and Maria Ana Vitorino (INSEAD)
    Discussant: Iván Alfaro (BI)

  • Lunch

  • Session 3.

    Chair: Iván Alfaro (BI)

  • q5

    See paper here.

    Speakers: Kewei Hou (The Ohio State), Haitao Mo (Louisiana State), Chen Xue (University of Cincinnati, and Lu Zhang (The Ohio State)

    Discussant: Tatyana Marchuk (BI)

  • The Leased Capital Premium

    See paper here.

    Speakers: Kai Li (HKUST and Chi-Yang Tsou (HKUST)

    Discussant: Espen Henriksen (BI)

  • Coffee break

  • Session 4

  • International R&D Spillovers and Asset Prices

    See paper here.

    Speakers: Federico Gavazzoni (INSEAD) and Ana Maria Santacreu (Federal Reserve Bank of St.Louis)

    Discussant: Tong Zhang (BI)

  • Conference Dinner (by invitation only)

    Departure from the lobby of the Thon Hotel Storo at 18:20. For those going on their own, please be at Tjuvholmen Sjømagasin by 18:50 (see directions below)