Date	Time	Room	Author	Affiliation	Paper
1/22/2020	4:00 PM	5120	Shane Miller	Duke University	The Term Structures of Equity Risk Premia in the Cross Section of Equities
1/24/2020	11:15 AM	4349	Gaurav Kankanhalli	Cornell University	Betting on Disruption: How Uncertainty Shapes the US Startup Ecosystem
1/27/2020	4:00 PM	5120	Yao Deng	University of Minnesota	Extrapolative Expectations, Corporate Activities, and Asset Prices
1/29/2020	4:00 PM	5120	Maarten Meeuwis	MIT	Wealth Fluctuations and Risk Preferences: Evidence from U.S. Investor Portfolios
1/31/2020	11:15 AM	4349	Jing Huang	Duke University	Optimal Stress Tests in Financial Networks
2/3/2020	4:00 PM	5120	Jonathan Wallen	Stanford University	Markups to Financial Intermediation in Foreign Exchange Markets
2/7/2020	11:15 AM	4349	Pingle Wang	University of Rochester	Demand for Information and Stock Returns: Evidence from EDGAR
2/10/2020	4:00 PM	3180	Nuno Clara	London Business School	Demand Elasticities, Nominal Rigidities and Asset Prices
2/14/2020	11:15 AM	4349	Zhaneta Tancheva	Tilburg University	Optimal Risk Sharing with Time Inconsistency and Long-Run Risk
2/17/2020	4:00 PM	4151	Sean Myers	Stanford University	Public Employee Pensions and Municipal Insolvency
3/13/2020	11:15 AM	4349	Martin Szydlowski	University of Minnesota	Pivots and Prestige: Venture Capital Contracts with Experimentation