2006 Sessions for Alexei V. Egorov

 
Saturday
3:15 - 5:00 p.m.
Session 66D
Something in the Way She Moves: Stock Market Analyses

Session Chairs:

O. David Gulley, Bentley College

Papers:

"Short and Long Run Dynamic Relationship Between Stock Prices and Equity Mutual Fund Flows"
Heung-Joo Cha, University of St. Thomas
Jaebeom Kim, Oklahoma State University (Contact Author)

"Financial Markets and Terrorist Attacks"
O. David Gulley, Bentley College (Contact Author)
Jahangir Sultan, Bentley College

"A Consumption Based Decomposition of Stock Price Movements"
Nathan S. Balke, Southern Methodist University (Contact Author)
Stefan Avdjiev, Southern Methodist University

"What Drives Country iShares Discounts: Principal Component Analysis?"
Jawad Salimi, West Virginia University (Contact Author)
Alexei V. Egorov, West Virginia University

"Equity Premium Under Heterogeneous Forecasts and Endogenous Prospect Theory: Empirical Evidence"
Liping Zheng, University of New Hampshire (Contact Author)

Discussants:

Linda M. Hooks, Washington and Lee University


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