Empirical Asset Pricing

Speaker(s) Type Length Chair
Chao Ying Amirabas Salarkia Zhiting Wu Parallel
17:30
120
mins
Jean-Pierre Zigrand

Papers

(Listed in order of speakers above)

The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance

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Which Asset Pricing Model Do Firm Managers Use? Evidence from Equity Issuance Decisions

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Firm Heterogeneity in Production-Based Asset Pricing: the Role of Habit Sensitivity and Lumpy Investment

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