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 |
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" "Demand in a Portfolio-Choice Environment: The Evolution of Telecommunications" |
Discussants: |
Huiwen Zou, Fuzhou University |