Subprojects

o KIT
A11

Investment Managers and Intermediary Asset Pricing

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o
A12

Fragmented Intermediation, Bond Risk Premia, and Market Stability

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o KIT
A13

Exchange Traded Funds and Tail Risk

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o KIT
A14

Passive Investing, Intermediaries, and Asset Prices

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o
A21

Monetary Policy, Intermediaries, and Asset Prices

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o
A22

Intermediary Frictions, Dealer Positions and Option Prices

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o KIT
A23

Characterizing Asset Pricing Anomalies

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o KIT
B01

Flexible Theoretical Models of Intermediary Asset Pricing

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o
B02

Econometric Analysis of Intermediary Asset Pricing Models

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