Getting to the Core: Inflation Risks Within and Across Asset Classes

Xiang Fang; The University of Hong Kong

Yang Liu; The University of Hong Kong

Nikolai Roussanov; University of Pennsylvania

  Presenter: Xiang Fang, The University of Hong Kong

  Discussant: Carolin Pflueger, University of Chicago

Institutional Trading around Scheduled Announcements

Marco Di Maggio; Harvard Business School and NBER

Francesco Franzoni; University of Lugano

Shimon Kogan; University of Pennsylvania

Ran Xing; Aarhus University

  Presenter: Ran Xing, Aarhus University

  Discussant: Anna Cieslak, Duke University

Information Acquisition and the Pre-Announcement Drift

Hengjie Ai; University of Minnesota

Ravi Bansal; Duke University

Leyla Jianyu Han; The University of Hong Kong

  Presenter: Leyla Jianyu Han, The University of Hong Kong

  Discussant: Haoxiang Zhu, Massachusetts Institute of Technology

Recovering the FOMC Risk Premium

Hong Liu; Washington University in St. Louis

Xiaoxiao Tang; University of Texas at Dallas

Guofu Zhou; Washington University in St. Louis

  Presenter: Xiaoxiao Tang, University of Texas at Dallas

  Discussant: Ivan Shaliastovich, University of Wisconsin-Madison