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

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

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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

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