The following papers will be presented at the informal evening sessions. Please see the Asset Pricing Evening Programme for further details.

Aggregate Investment and Stock Returns
Dmitry Livdan, Fernando Duarte, and Leonid Kogan

Can Expectations Be Informative about Interest Rate Volatility?
Anh Le, Scott Joslin

Estimating Heterogeneity in Risk Preferences from Trading Data
Paul Sengmueller

Fiscal Policy and the Distribution of Consumption Risk
Max Croce, Lukas Schmid

Fiscal Policy, Consumption, and Individual Firms
Mitch Warachka, Zhi Da, and Hayong Yu

High Frequency Traders and Asset Prices
Jaksa Cvitanic

International Currency Wars: The Effects of Capital Inflow Taxes
Adrian Buss

Optimal Incentives and Securitization of Defaultable Assets
Semyon Malamud

Predicting the market using information from equity portfolio returns
Alex Taylor, Michael Brennan

Predictable Risks and Predictive Regression in Present-Value Models
Fabio Trojani, Ilaria Piatti

Price Support in the Stock Market
Benjamin Golez, Jose M. Marin

Short-Run Bond Risk Premia
Andrea Vedolin, Philippe Mueller, and Hao Zhou

The Cross-Section of Expected Stock Returns: Learning about Distress and Predictability in Heterogeneous Orchards
Andrea Buraschi, Paolo Porchia, and Fabio Trojani

Tobin's Q in the Theory of Labor Search
Andrew Glover

Two Trees the EZ Way
Nicole Branger, Christian Schlag, Ioana Dumitrescu, Vesela Ivanova

Why Does the Equally Weighted Portfolio Outperform the Value- and Price-Weighted Portfolios?
Yulya Plyakha, Raman Uppal, and Grigory Vilkov