TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com

Co-Author: Dean Karlan, Yale University
THE POTENTIAL OF SOCIAL IDENTITY FOR EQUILIBRIUM
SELECTION
Yan Chen, University of Michigan
Co-Author: Roy Chen, University of Michigan
PROFIT-SEEKING PUNISHMENT CORRUPTS NORM OBEDIENCE
Erte Xiao, Carnegie Mellon University
11:15 - 12:45 MARKET MICROSTRUCTURE I (FIN)
Chairperson: Paul Ma, Stanford University
INFORMATIONAL EFFICIENCY AND ORDER IMBALANCE IN LIMIT
ORDER MARKETS
Wataru Ohta, Osaka University
Co-Author: Nabil Maghrebi, Wakayama University
SHORT-TERM REVERSALS,RETURNS TO LIQUIDITY PROVISION
AND THE COSTS OF IMMEDIACY
Kalle Rinne, Aalto University (formerly Helsinki School of Economics)
Co-Author: Matti Suominen, Aalto University (formerly Helsinki School of
Economics)
THE IMPACT OF HIGH FREQUENCY ARBITRAGEURS UPON
MARKET LIQUIDITY: EVIDENCE FROM EXCHANGE OUTAGES
Paul Ma, Stanford University
Co-Author: Matthew Harding, Stanford University
11:15 - 12:45 CONTRACT THEORY I (FIN)
Chairperson: Peter Swan, University of New South
Wales
A CONTINUOUS-TIME ANALYSIS OF OPTIMAL CONTRACTS WITH
RESTRUCTURING IN AN ENVIRONMENT WITH COSTLY
INFORMATION DISCLOSURE: THEORY AND APPLICATIONS
Hisashi Nakamura, University of Tokyo
OPTIMAL SECURITIZATION WITH HETEROGENEOUS INVESTORS
Semyon Malamud, EPF Lausanne and Swiss Finance Institute
Co-Authors: Huaxia Rui, The University of Texas at Austin and Andrew
Whinston, University of Texas at Austin
CEO INCENTIVES AND INSTITUTIONAL TRADER MONITORING ARE
SUBSTITUTES: THEORY AND EVIDENCE
Peter Swan, University of New South Wales
11:15 - 12:45 ASSET PRICING I (FIN)
Chairperson: Giovanni Cespa, Queen Mary
University of London
PSYCHOLOGICAL ANCHORS, UNDERREACTION, OVERREACTION,
AND ASSET PRICES
Jun Li, university of minnesota
Co-Author: Jianfeng Yu, University of Minnesota
FIGHTING HUMAN NATURE: PROSPECT THEORY AND MOMENTUM
ON THE OSLO STOCK EXCHANGE
Room 5B
Room 5C
Room 5H