Past Conferences

Asset Pricing Retreat

Published 8 April 2009

Past Conferences

Please find below the programmes of the previously held conferences

Attachments

Conference 2009

Conference 2008

Conference 2007

Conference 2006

Conference 2005

Please find below the papers that were presented during last year's (2009) retreat

Attachments

Lustig - A Multiplier Approach to Understanding Macro Implications of Household Finance

Lyandres - Understanding Investment Sentiment: The Case of Soccer

van Nieuwerburgh - The Cross-Section and Time-Series of Stock and Bond Returns

Sarno - Carry Trades and Global FX Volatility

Schmid - Equilibrium Credit Spreads

Seasholes - Market Predictability and Non-Informational Trading

Whitelaw- Time-Varying Risk Aversion and the Risk-Return

Source: Finance Group