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
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LONG-RUN CROSS-SECTIONAL RETURNS AND MARKET<br />
VARIANCE<br />
Benoit Perron, Universite de Montreal<br />
Co-Author: Federico Bandi, Johns Hopkins University<br />
SKEWNESS MEASURES AND IMPLIED VOLATILITY SKEW<br />
José Fajardo, Getulio Vargas Foundation<br />
Co-Author: Ernesto Mordecki, Universida de la republica del uruguay<br />
THE ECONOMIC VALUE OF REALIZED VOLATILITY<br />
Nour Meddahi, Toulouse School of Economics<br />
Co-Authors: Peter Christoffersen, McGill University, Bruno Feunou, Duke<br />
University and Kris Jacobs, McGill University<br />
11:15 - 12:<strong>45</strong> ASSET PRICING VI (FIN)<br />
Chairperson: Pablo Beker, University of Warwick -<br />
Department of Economics<br />
FEAR OF DEFAULT AND VOLATILITY IN A DYNAMIC FINANCIAL-<br />
MARKET EQUILIBRIUM<br />
Emilio Osambela, Tepper School of Business, Carnegie Mellon<br />
University<br />
THE PUZZLING INVENTORY GROWTH RISK PREMIUM<br />
Xiaoji Lin, London School of Economics and Political Science<br />
Co-Author: Frederico Belo, University of Minnesota<br />
A GENERAL EQUILIBRIUM EXPLANATION FOR FINANCIAL<br />
MARKETS ANOMALIES: BELIEF HETEROGENEITY UNDER LIMITED<br />
ENFORCEABILITY<br />
Pablo Beker, University of Warwick - Department of Economics<br />
Co-Author: Emilio Espino, Universidad Torcuato Di Tella<br />
11:15 - 12:<strong>45</strong> TWO-SIDED MARKETS II (IND)<br />
Chairperson: Renato Gomes, Northwestern<br />
University<br />
TYING IN TWO-SIDED MARKETS<br />
Ting Li, School of Economics, Fudan University<br />
TWO-SIDED CERTIFICATION: THE MARKET FOR RATING<br />
AGENCIES<br />
Erik Fasten, Humboldt University Berlin<br />
Co-Author: Hofmann Dirk, Humboldt University Berlin<br />
MECHANISM DESIGN IN TWO-SIDED MARKETS: AUCTIONING<br />
USERS<br />
Renato Gomes, Northwestern University<br />
11:15 - 12:<strong>45</strong> TRADE AND LABOR MARKETS (INT)<br />
Chairperson: Ronald Jones, University of Rochester<br />
Room 5B<br />
Room 3H<br />
Room Yellow River Hall<br />
TRADE AND UNEMPLOYMENT: WHAT DO THE DATA SAY?<br />
Hans-Jörg Schmerer, University of Tübingen and Hohenheim<br />
Co-Authors: Gabriel Felbermayr, University of Stuttgart-Hohenheim and<br />
Julien Prat, IAE-CSIC, Barcelona<br />
WAGE BARGAINING AND THE BOUNDARIES OF THE