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" "Volatility Transmission and Structural Breaks in Variance for Sector Indexes" "Persistence in Stock Return Volatility in Emerging Stock Markets" "Consumption, Portfolio Rules, and Equity Prices Under Rational Directed Cognition" |
Discussants: |
Syed M. Harun, Texas A&M University - Kingsville |