Virtual, July 6-8, 2022

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Session

Empirical Asset Pricing: Equity Returns

Time:Thursday, July 7, 2022 10:15 - 12:00Location:Stream 5Session Chair:Jack Bao, University of Delaware Zoom:

Conditional Leverage and the Term Structure of Option-implied Equity Risk Premia

Fousseni Chabi-Yo; Isenberg School of Management

Hugues Langlois; HEC Paris

  Presenter: Fousseni Chabi-Yo, Isenberg School of Management

  Discussant: Kevin Crotty, Rice University

Dynamic Asset (Mis)Pricing: Build-up versus Resolution Anomalies

Jules van Binsbergen; The Wharton School

Martijn Boons; Tilburg University

Christian Opp; University of Rochester

Andrea Tamoni; Rutgers Business School

  Presenter: Christian Opp, University of Rochester

  Discussant: Chen Xue, University of Cincinnati Lindner College

Term Structure of Equity in the Cross Section

Sipeng Chen; The Hong Kong Polytechnic University

Gang Li; The Hong Kong Polytechnic University

K. C. John Wei; The Hong Kong Polytechnic University

Linti Zhang; The Hong Kong Polytechnic University

  Presenter: Gang Li, The Hong Kong Polytechnic University

  Discussant: Xiaoxia Lou, University of Delaware

Are Foreign Investors Informed? Trading Experiences of Foreign Investors in China

Christian T. Lundblad; The University of North Carolina at Chapel Hill

Donghui Shi; Fudan University

Xiaoyan Zhang; PBC School of Finance, Tsinghua University

Zijian Zhang; PBC School of Finance, Tsinghua University

  Presenter: Zijian Zhang, PBC School of Finance, Tsinghua University

  Discussant: Pedro Matos, University of Virginia

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