Sunday 4:15 - 5:45 p.m. SEA |
Session 26I Studies in Asset Pricing |
Session Chairs: |
Liping Zheng, Drake University |
Papers: |
"Equity Premium During Bull and Bear Markets: Do Investors Expect to Earn Less by Investing in Stocks?" "Taxing the Volume: Trading Frictions Added to Incomplete Markets" "Liquidity, Asset Pricing, and the Macroeconomy" |
Discussants: |
Shalini Nageswaran, University of California, San Diego |