Discussions

2023 The Case of the Disappearing Skewness
Matthieu Gomez, Valentin Haddad, and Erik Loualiche
AFA Annual Meeting, New Orleans
2023 Does the Market Understand Time Variation in the Equity Risk Premium?
Mihir Gandhi, Niels Joachim Gormsen, and Eben Lazarus
AFA Annual Meeting, New Orleans
2022 Investor Betas
Ryan Lewis and Shrihari Santosh
EFA Annual Meeting, Barcelona
2022 Geographic Links and Predictable Returns
Zuben Jin and Frank Weikai Li
CICF, Virtual
2022 ``Buy the Rumor, Sell the News”: Liquidity Provision by Bond Funds Following Corporate News Events
Alan Huang, Russ Wermers, and Jinming Xue
AsianFA Annual Meeting, Virtual |
2022 Sources of Return Predictability
Beata Gafka, Pavel Savor and Mungo Wilson
FIRS Annual Meeting, Budapest
2022 Heterogeneous Investors and Stock Market Fluctuations
Sebastian Hillenbrand and Odhrain McCarthy
NBER Behavioral Finance Working Group Meeting Spring 2022, Chicago
2022 When Do Subjective Expectations Explain Asset Prices?
Ricardo de La O and Sean Myers
MFA Annual Meeting, Chicago
2021 Arbitrage in the Binary Option Market: Distinguishing Behavioral Biases
Aaron Goodman and Indira Puri
FMA Annual Meeting, Virtual
2021 Topic Similarity and Return Predictability
Zuben Jin
China International Risk Forum, Virtual
2020 Loan Choice of Local Governments in the United Kingdom
Davide Avino and Dennis De Widt
FMA Annual Meeting, Virtual
2019 Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion
David Hirshleifer, Chong Huang, and Siew Hong Teoh
SFS Cavalcade North America, CMU
2016 The Term Structure of Short Selling Costs
Greg Weitzner
Trans-Atlantic Doctoral Conference, LBS