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Conference

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

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

Practical information

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

Lunch is open to all participants.

Conference dinner on June 4 is by invitation only.

Organizers: Iván Alfaro, Ilan Cooper, Paul Ehling and Costas Xiouros

Accommodation:

Thon Hotel Storo, Vitaminveien 23, 0485 Oslo Phone: (+47) 23400200.
The hotel is within close walking distance from BI, where the conference will take place. Accommodation and economy travel for speakers and discussants covered by BI.

Transportation:

BI is proud of being environmentally certified by Eco-Lighthouse. We encourage everybody traveling to BI to use public transport, to minimize the environmental impact from events and conferences here.

How to get to Nydalen:

From Oslo Airport: The airport train (Flytoget) departs every 20 minutes from Oslo Airport to Oslo S Central Station. The route takes about 20 minutes.

From Oslo S to Nydalen: Take Metro (T-bane) line #4 or line #5 to Nydalen station. It takes about 14 minutes from Oslo S to Nydalen.

By bus from Oslo S to Nydalen: Take either line 37 or line 30, both stop right outside BI.

Information about public transportation:

Travel planner/timetables: https://ruter.no/

Line map metro (T-bane): https://ruter.no/globalassets/rutetabeller/t-bane/t-banen-linjekart-03042016.pdf
Line map bus: https://ruter.no/reise/rutetabeller-og-linjekart/buss-i-oslo/

Previous programs:

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)

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