Causal Inference for Asset Pricing
We thank Steven Berry, Mikhail Chernov, Carter Davis, Zhiyu Fu, William Fuchs, Satoshi Fukuda, Xavier Gabaix, Sergei Glebkin, Paul Goldsmith-Pinkham, Elise Gourier, Lars Peter Hansen, Kristy Jansen, Ralph Koijen, Jane Li, Lira Mota, Daniel Neuhann, Anna Pavlova, Aleksandra Rzeźnik, Milena Wittwer, Hanbin Yang, Motohiro Yogo, and seminar and conference participants at Minnesota Carlson, Chicago Booth Alumni Insights, UCLA Anderson, Stockholm School of Economics, Demand in Asset Markets Working Group, USC Macro-Finance Workshop, Adam Smith Workshop, Spring Finance Workshop, SFS Cavalcade, FIRS, CFF Asset Pricing and Machine Learning, LBS Summer Symposium, SoFiE Pre-Conference, Gerzensee, NBER Summer Institute, USC, SAFE Asset Pricing Workshop, Chicago Booth, Harvard, Baruch, Yale, University of Zurich, Duke, CEPR Paris Symposium, Imperial College, AFA Annual Meeting, MIT, Toronto Rotman, HEC-McGill Winter Finance, University of Bonn, Boston College, and Princeton Conference on Asset Demand for helpful comments and suggestions. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.
