2011 Sessions for Liping Zheng

 
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?"
Liping Zheng, Drake University (Contact Author)

"Taxing the Volume: Trading Frictions Added to Incomplete Markets"
Giandomenico Sarolli, Drew University (Contact Author)

"Liquidity, Asset Pricing, and the Macroeconomy"
Shalini Nageswaran, University of California, San Diego (Contact Author)

Discussants:

Shalini Nageswaran, University of California, San Diego
Giandomenico Sarolli, Drew University
Swati Kumari, University of Wisconsin-Milwaukee

 

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Monday
3:00 - 4:45 p.m.
SEA
Session 11M
Studies in Portfolio Choice

Session Chairs:

Olga Ukhaneva, Georgetown University

Papers:

"The Additive Logistic Normal Distribution of the Market Portfolio of Risk Assets and the Regressive Equations of Asset Pricing"
Huiwen Zou, Fuzhou University (Contact Author)
Chao Zou, Michigan Technological University

"Demand in a Portfolio-Choice Environment: The Evolution of Telecommunications"
Jeffrey T. Macher, Georgetown University
John W. Mayo, Georgetown University (Contact Author)
Olga Ukhaneva, Georgetown University
Glenn Woroch, University of California, Berkeley

Discussants:

Huiwen Zou, Fuzhou University
Liping Zheng, Drake University
John W. Mayo, Georgetown University

 

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