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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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