TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com
TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com
TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
STRUCTURE<br />
Adlai Fisher, University of British Columbia<br />
Co-Authors: Laurent Calvet, HEC Paris and Liuren Wu, Baruch College<br />
NEWS SHOCKS AND THE SLOPE OF THE TERM STRUCTURE OF<br />
INTEREST RATES<br />
Christopher Otrok, University of Virginia<br />
Co-Author: Andre Kurmann, University-Quebec Montreal<br />
14:15 - 16:15 ASSET PRICING V (FIN)<br />
Chairperson: M. Hashem Pesaran, Cambridge<br />
University and USC<br />
BEAUTY CONTESTS AND ASSET PRICES UNDER ASYMMETRIC<br />
INFORMATION<br />
Noritaka Kudoh, Hokkaido University<br />
Co-Author: Ryuichiro Ishikawa, University of Tsukuba<br />
HIGHER ORDER BELIEFS AND ASSET MARKET DYNAMICS<br />
Liangfei Qiu, Department of Economics, UT Austin<br />
Co-Author: Ho-Mou Wu, CCER, NSD, Peking University<br />
A SENTIMENT-BASED EXPLANATION OF THE FORWARD PREMIUM<br />
PUZZLE<br />
Jianfeng Yu, University of Minnesota<br />
OPTIMALITY AND DIVERSIFIABILITY OF MEAN VARIANCE AND<br />
ARBITRAGE PRICING PORTFOLIOS<br />
M. Hashem Pesaran, Cambridge University and USC<br />
Co-Author: Paolo Zaffaroni, Imperial College, UK<br />
14:15 - 16:15 CRISES / CRASHES (FIN)<br />
Chairperson: Ferre De Graeve, Sveriges Riksbank<br />
CREDIT CONDITIONS AND RECOVERIES FROM RECESSIONS<br />
ASSOCIATED WITH FINANCIAL CRISES<br />
Prakash Kannan, IMF<br />
A LARGE TRADER IN BUBBLES AND CRASHES: AN APPLICATION<br />
TO CURRENCY ATTACKS<br />
Mei Li, Economics department, University of Guelph<br />
Co-Author: Frank Milne, Queen's University<br />
FINANCIAL CRISES AND THE EVAPORATION OF TRUST<br />
Kartik Anand, Abdus Salam International Centre for Theoretical Physics<br />
Co-Authors: Prasanna Gai, The Australian National University, Crawford<br />
School of Economics and Government and Matteo Marsilii, ICTP Trieste<br />
INFORMATION-BASED BANK RUNS OR PANICS?<br />
Ferre De Graeve, Sveriges Riksbank<br />
14:15 - 16:15 TWO-SIDED MARKETS I (IND)<br />
Chairperson: Matthieu BOUVARD, McGill<br />
University, Desautels Faculty of Management<br />
WHEN TO ALLOW BUYERS TO SELL? BUNDLING IN MIXED TWO-<br />
SIDED MARKETS<br />
Room 5C<br />
Room 5F<br />
Room 3D