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" "Commodity Price Behaviour Resulting from Transaction-Cost Frictions" "Testing for Stochastic Dominance with Uncertain Time Horizon" "Illiquidity and Predictability of Expected Returns" |
Discussants: |
Raul Ibarra-Ramirez, Texas A&M University |