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Session 42 - Stock Markets and the Macroeconomy

Friday, August 23, 14:30 - 16:00, Room C

Chairperson: George M. von Furstenberg (Fordham University)
Presentations
Idiosyncratic Consumption Risk and the Cross-section of Asset Returns

Kris Jacobs (McGill University)
Kevin Q. Wang (University of Toronto)
 Discussant: Yuming Li (City University of Hong Kong)
Consumption Habit and International Stock Returns

Yuming Li (City University of Hong Kong)
Maosen Zhong (University of Texas at Brownsville)
 Discussant: Jesper Rangvid (Copenhagen Business School)
Growth Volatility and Equity Market Liberalization

Christian T. Lundblad (Indiana University)
Geert Bekaert (Columbia University)
Campbell R. Harvey (Duke University)
 Discussant: Gaston Gelos (International Monetary Fund)
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