Winter Term 2006

Peter Swan (UNSW) - Optimal portfolio balancing under conventional preferences and transaction costs explains the equity premium puzzle
Ashley Wang (UC Irvine) - Asset Pricing and Mispricing
Xavier Freixas (Pompeu Fabra) - How can emerging market economies benefit from a corporate bond market?
Marcin Kacperczyk (University of British Columbia) - Labor Unions, Operating Leverage, and Expected Stock Returns
Will Goetzman (Yale) - Risk Aversion and Clientele Effects
Dirk Hackbarth (Washington University in St. Louis) - Corporate Bond Credit Spreads and Forecast Dispersion
Erik Theissen (University of Bonn) - Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory
Nicole Branger (University of Münster) - Rational Laymen versus Over-Confident Experts: Who Survives in the Long Run?
Youchang Wu (University of Vienna) - Intermediated Investment Management
Peter Bossaerts (California Institute of Technology) - Equilibration under Competition in Smalls: Theory and Experimental Evidence
Denis Gromb (London Business School) - Financially Constrained Arbitrage and the Cross-section of Market Liquidity
Leopold Sögner (Vienna University of Technology) - Jumps and Recovery Rates Inferred from Corporate CDS Premia
Massimo Massa (INSEAD)
Pedro Santa-Clara (UCLA)