Date (approximate)	Paper	Discussion Leader
27-Sep	Nelson & Schwert	Schwert
4-Oct	Bekaert, Hodrick and Marshall	Schwert
4-Oct	Hamilton	Schwert
11-Oct	Hentschel	Hentschel
11-Oct	Gray	Schwert
18-Oct	Huberman & Schwert	Schwert
18-Oct	Turner, Startz and Nelson	Yong Zhang
18-Oct	Schwert [JF (1989)]	Schwert
25-Oct	Variance decomposition/duration models	Andreas Gintschel
25-Oct	Schwert [JF (1989)] (continued)	Schwert
25-Oct	Pagan & Schwert	Schwert
1-Nov	Stambaugh	Ralitsa Petkova
1-Nov	Fama & French (JF 96)	Ana Albuquerque
8-Nov	Campbell & Shiller RFS 88	Fred Hood
8-Nov	Richardson & Stock JFE 89	Claudine Mangen
15-Nov	Maddala	Ying Fei
15-Nov	Holmstrom and Milgrom (AER 1994)	Leo Camara
15-Nov	Tufano (JF 1996)	Leo Camara
29-Nov	Pearson and Sun (1994) [Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model, JF, vol XLIX, No. 4, September 1994]	Mariano Kruskevich
29-Nov	Comment & Schwert	Eran Mostich
29-Nov	Harford - repurchases	Evgeny Lyandres
6-Dec	Lowry & Shu - litigation insurance	Gennaro Bernile
6-Dec	Acharya	Hiu Lam Choy
6-Dec	Lo & MacKinlay (Data snooping)	Sugato Roychowdhury
13-Dec	Barber & Lyon (1997) [Detecting long-run abnormal stock returns: The empirical power and specification of test-statistics, JFE, 43]	Rich Mathews
13-Dec	Barber & Lyon (1996) [Detecting abnormal operating performance: The empirical power and specification of test statistics, JFE, 41]	Shailendra Pandit

This list will be updated as we progress through the course. New topics and/or assignments may be added.

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