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

Bent Jesper Christensen, University of Aarhus
Co-Author: Michel Van der Wel, Erasmus University Rotterdam
DYNAMIC ASSET PRICING FOR QUADRATIC JUMP--DIFFUSION
PROCESSES
Weiping Li, Oklahoma State University
TERM STRUCTURE OF INTEREST RATES IN A REGIME SWITCHING
DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODEL
Srikanth Ramamurthy, Loyola University
Co-Authors: Siddhartha Chib, Washington University in St. Louis and Kyu
Ho Kang, Washington University in St. Louis
EXPLOITING TERM STRUCTURE DYNAMICS IN IMMUNIZATION
STRATEGIES
Torben Rasmussen, Aarhus University
Co-Author: Bent Jesper Christensen, University of Aarhus and
CREATES
14:15 - 16:15 ASSET PRICING IV (FIN)
Chairperson: Peter DeMarzo, Stanford University
LIMITED ASSET MARKET PARTICIPATION AND THE VARIATION OF
REAL RISK PREMIA
Francisco Rivadeneyra, Bank of Canada
A THEORY OF TRADING ON THE FX SINGLE-DEALER PLATFORM
Luca Gelsomini, IESEG School of Management; CNRS - LEM (UMR
8179); CRETA, University of Warwick.
Co-Author: Jonathan Cave, Department of Economics and CRETA,
University of Warwick; RAND Europe
ASSET RETURNS WITH EARNINGS MANAGEMENT
Sun Bo, Federal Reserve Board
ENDOGENOUS INFORMATION FLOWS AND THE CLUSTERING OF
ANNOUNCEMENTS
Peter DeMarzo, Stanford University
Co-Authors: Viral Acharya, nyu and Ilan Kremer, stanford
14:15 - 16:15 PRICING: THEORY - I (IND)
Chairperson: Leonard J. Mirman, University of
Virginia
Room 5C
Room Gran Melia B3
AIRPORT CONGESTION PRICING AND PASSENGER TYPES
Achim I. Czerny, WHU - Otto Beisheim School of Management
Co-Author: Anming Zhang, University of Britsh Columbia, Sauder School
of Business
THE MARKET FOR SURPRISES: SELLING SUBSTITUTE GOODS
THROUGH LOTTERIES.
Filippo Balestrieri, HP Labs
Co-Author: Joao Leao, ISCTE
ADD-ON PRICING, CONSUMER MYOPIA AND REGULATORY
INTERVENTION
Ulrich Schuewer, Goethe-University Frankfurt