Academic Sessions


Session 22 - Empirical Asset Pricing

Thursday, August 22, 16:30 - 18:00, Room A

Chairperson: Richard Stapleton (University of Strathclyde)


Presentations

Output and Expected Returns - A Multicountry Study

Jesper Rangvid (Copenhagen Business School)

Discussant: Christian T. Lundblad (Indiana University)

Investors' Activity and Trading Behavior

Petri Kyröläinen (University of Oulu)
Jukka Perttunen (University of Oulu)

Discussant: Ning Gong (University of Melbourne)

Do Macroeconomic Announcements Cause Asymmetric Volatility?

Peter De Goeij (Katholieke Universiteit Leuven)
Wessel Marquering (Erasmus University Rotterdam)

Discussant: Charlotte Christiansen (Aarhus School of Business)

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