2012 Sessions for Juan Marcelo Ochoa

 
Sunday
1:00 - 2:45 p.m.
SEA
Session 20L
Uncertainty and Market Inefficiency

Session Chairs:

Randall E. Parker, East Carolina University

Papers:

"Loss Firms, Forecast Dispersion and Issues of Asymmetric Information"
Jorida Papakroni, West Virginia University (Contact Author)

"Late Money and Betting Market Efficiency: Evidence from Australia"
Randall E. Parker, East Carolina University (Contact Author)
Marshall K. Gramm, Rhodes College
Carl Nicholas McKinney, Rhodes College

"Impact of Idiosyncratic Volatility on Stock Returns: A Cross-Sectional Study"
Serguey Khovansky, Clark University
Oleksandr Zhylyevskyy, Iowa State University (Contact Author)

"Turnover Costs, Uncertainty, and Expected Equity Returns"
Juan Marcelo Ochoa, Duke University (Contact Author)

Discussants:

Oleksandr Zhylyevskyy, Iowa State University
Jorida Papakroni, West Virginia University
Juan Marcelo Ochoa, Duke University
Deepa Datta, Board of Governors of the Federal Reserve System

 

Back to top


<