| FIN 532 Discussion Assignments | |||
| Date (approximate) | Paper | Discussion Leader | |
| 3/26/2008 | Intro/Efficient Markets | Schwert | |
| 4/3/2008 | Efficient Markets/Asset Pricing | Schwert | |
| 4/9/2008 | Kothari's "Capital Markets Research in Accounting" Journal of Accounting & Economics, September 2001/Asset Pricing | Minye Tang/Schwert | |
| 4/16/2008 | Anomalous price behavior around repurchase tender offers, Josef Lakonishok and Theo Vermaelen/Asset Pricing | Ivan Ivanov/Schwert | |
| 4/23/2008 | Kothari, S., Lewellen, J., Warner, J., 2006, "Stock Returns, Aggregate Earnings Surprises, and Behavioral Finance"/Asset Pricing | Sudhir Jaiswall/Schwert | |
| 4/30/2008 | Interest Rates & Inflation | Schwert | |
| 5/1/2008 (noon-1:30, G120) | Lewellen, Jonathan and Stefan Nagel, The Conditional CAPM Does Not Explain Asset-Pricing Anomalies, and Lewellen, Jonathan, Stefan Nagel, and Jay Shanken, A Skeptical Appraisal of Asset Pricing Tests | Jon Lewellen | |
| 5/7/2008 | Campbell and Cochrane (1999), Yogo (2006), Lettau and Ludvigson (2001) | Efdal Ulas Misirli | |
| 5/7/2008 | Cochrane, John H., Financial Markets and the Real Economy | Beau Page | |
| 5/14/2008 | Bansal, Ravi and Amir Yaron, Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles | Egor Matveyev | |
| 5/14/2008 | Kandel, Eugene and Neil D. Pearson, Differential Interpretation of Public Signals and Trade in Speculative Markets | Shunlan Fang | |
| 5/14/2008 | Do Fama-French Factors Proxy for Innovations in Predictive Variables ? |
Stanislav Kornienko | |
| 5/21/2008 | Francis, J., R. LaFond, P. Olsson, and K. Schipper, 2005, “The
Market Pricing of Accruals Quality,” Journal of Accounting and Economics 39
(2), pp. 295-327. Core, J., W. Guay, and R. Verdi, 2008, “Is Accruals Quality a Priced Risk Factor,” forthcoming Journal of Accounting and Economics. |
Svenja Gudell | |
| 5/21/2008 | Time varying volatility | Schwert | |
| 5/28/2008 | Time varying volatility | Schwert | |
| This list will be updated as we progress through the course. | |||
| New topics and/or assignments may be added. | |||
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