Sessions for Rose Rossiter

Friday
3:15 - 5:00 p.m.
Session 67D
Equity Prices I

Session Chairs:

Linus Wilson, University of Cincinnati

Papers:

"Inter-Asset Comparisons of Betas and Returns to Small and Large Firms' Stocks"
Scott Gilbert, Southern Illinois University - Carbondale
Petr Zemcik, CERGE-EI

"Volatility Transmission and Structural Breaks in Variance for Sector Indexes"
S. Aun Hassan, Texas Tech University (Contact Author)

"Persistence in Stock Return Volatility in Emerging Stock Markets"
Samila A. Jayasuriya, Ohio University (Contact Author)
Rose Rossiter, Ohio University
William Shambora, Ohio University

"Consumption, Portfolio Rules, and Equity Prices Under Rational Directed Cognition"
Diego Nocetti, University of Memphis (Contact Author)

Discussants:

Syed M. Harun, Texas A&M University - Kingsville
Kevin Rogers, Mississippi State University


<