Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets
Patrick Gagliardini (University of Lugano and Swiss Finance Institute)
- Seminars Econometric Institute
Patrick Gagliardini (University of Lugano and Swiss Finance Institute)
Mathijs van Dijk (RSM)
Chris Malloy (Harvard Business School)
Josef Zechner (University of Vienna)
Parida Obulqasim (iBMG)
Natalya Martynova
Sanne Lise Blauw (Erasmus University Rotterdam)
Sergeij Gubens (VU University Amsterdam)
Milan Pleus (University of Amsterdam)
David Kopanyi (University of Amsterdam)
Tomasz Makerewicz (University of Amsterdam)
Tiantian Huang (Erasmus University Rotterdam)
Moshe Buchinsky (UCLA)
Pedro Robalo (University of Amsterdam)
Keynote speaker: Frank Schorfheide (University of Pennsylvania)
Guangyuan Yang (EUR)
Massimiliano Marcellino (European University Institute)
Renee Adams (University of New South Wales)
Sudheer Chava (The College of Management, Georgia Tech)
Bert de Bruijn