Academic Sessions


Session 28 - Market Efficiency

Friday, August 23, 08:30 - 10:00, Room A

Chairperson: Elroy Dimson (London Business School)


Presentations

Testing Weak-form Efficiency of the Russian Stock Market

Natalja V. Abrosimova (University of Cambridge)
Dirk Linowski (University of Nijmegen)

Discussant: Peter Hecht (Harvard University)

Does Risk or Mispricing Explain the Cross-section of Stock Prices?

Tuomo Vuolteenaho (Harvard University)
Randolph Cohen (Harvard University)
Christopher Polk (Northwestern University)

Discussant: Thierry Post (Erasmus University)

Behavior and Performance of Investment Newsletters Analysts

Vicente Pons (Yale School of Manegement)
Alok Kumar (Cornell University)

Discussant: Raghavendra P. Rau (Purdue University)

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