2009 Sessions for Graeme Guthrie

 
Sunday
10:00 - 11:45 a.m.
SEA
Session 13G
Asset Pricing Under Imperfect Markets

Session Chairs:

Sermin Gungor, Emory University

Papers:

"Collaterality and the Housing Wealth Effect"
Sheng Guo, Florida International University (Contact Author)

"Commodity Price Behaviour Resulting from Transaction-Cost Frictions"
Lewis T. Evans, Victoria University (Contact Author)
Graeme Guthrie, Victoria University

"Testing for Stochastic Dominance with Uncertain Time Horizon"
Raul Ibarra-Ramirez, Texas A&M University (Contact Author)

"Illiquidity and Predictability of Expected Returns"
Sermin Gungor, Emory University (Contact Author)

Discussants:

Raul Ibarra-Ramirez, Texas A&M University
Xing Chen, Oklahoma State University
Lewis T. Evans, Victoria University
Sheng Guo, Florida International University

 

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