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Academic Sessions |
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Downside Correlation and Expected Stock Returns Joseph Chen (University of Southern California)
Andrew Ang (Columbia University and NBER)
Yuhang Xing (Columbia University)
Discussant: Lubos Pastor (University of Chicago)
Bankruptcy Happens: A Study of the Mechanics of Distress-driven CAPM Anomalies Carlos A. Mello-e-Souza (Seattle University)
Discussant: Frans De Roon (Tilburg University)
Market Integration and Contagion Geert Bekaert (Columbia University)
Angela Ng (Hong Kong University of Science & Technology)
Campbell R. Harvey (Duke University)
Discussant: Joseph Chen (University of Southern California)
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