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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