Identifying S-Shaped Consumption Utility and Solving the Equity Premium Puzzle

Gaosheng Ju; Fudan University

Qi Li; Texas A&M University

  Presenter: Gaosheng Ju, Fudan University

  Discussant: Pedro Barroso, Universidade Católica Portuguesa

The Risks of Safe Assets

Yang Liu; The University of Hong Kong

Lukas Schmid; University of Southern California

Amir Yaron; University of Pennsylvania

  Presenter: Yang Liu, The University of Hong Kong

  Discussant: Yuchen Chen, University of Minnesota

The Volatility Puzzle of the Low-risk Anomaly

Pedro Barroso; Universidade Católica Portuguesa

Andrew Detzel; University of Denver

Paulo Maio; Hanken School of Economics

  Presenter: Pedro Barroso, Universidade Católica Portuguesa

  Discussant: Yang Liu, The University of Hong Kong

Do Bankers Matter for Main Street? The Financial Intermediary Labor Channel

Yuchen Chen; University of Minnesota

Jack Favilukis; University of British Columbia

Xiaoji Lin; University of Minnesota

Xiaofei Zhao; Georgetown University

  Presenter: Yuchen Chen, University of Minnesota

  Discussant: Jun Li, Shanghai Advanced Institute of Finance, Shanghai Jiaotong University