| Papers Luxembourg , October 2nd – 4th 2011 |
| The papers below will be presented at the seminar and are only available for the members of Inquire Europe. | ||
| Author |
Topic |
Download |
|
Rene Stulz,
Everett D. ReeseChair of Banking and Monetary Economics, The Ohio State
University
|
Key note
address: Risk and returns after the crisis
|
4Biography 4Presentation
|
| Lorán Chollete University of Stavanger * and Ching-Chih Lu at National Chengchi University, Taiwan | The market premium for dynamic tail risk |
4Biography 4Paper 4Summery 4Presentation |
| Stefan Ruenzi * and Florian Weigert, University of Mannheim | Extreme dependence structures and the cross section of expected returns |
4Biography 4Paper 4Summery 4Presentation |
|
Dion Bongaerts * (Erasmus University), Frank de Jong (Tilburg University) and Joost Driessen (Tilburg University) |
An asset pricing approach
to liquidity effects in corporate bond markets |
4Biography 4Paper 4Summery 4Presentation |
|
Ludovic Phalippou * (Oxford University) and Francesco Franzoni (Univerity of Lugano), Eric Nowak (University of Lugano) |
Private
equity performance and liquidty risk
|
4Biography 4Paper 4Summery 4Presentation |
| Ronnie Sadka * (Boston College), Xi Dong (INSEAD) and Shu Feng (Clark University) | Liquidity risk and mutual fund returns |
4Biography 4Paper 4Summery 4Presentation |
| Charoula Daskalaki and George Skiadopoulos * (University of Piraeus) | Should investors include commodities in their portfolios after all? New evidence |
4Biography 4Paper 4Summery 4Presentation |
| Kent Daniel (Columbia University) | Tutorial on developments in behavioural finance |
4Biography 4Presentation |
| Tim Bollerslev * (Duke University), James Marone (Federal Reserve Board), Lai Xu (Duke University) and Hao Zhou (Federal Reserve Board) |
Stock return
predictability and variance risk premia: statistical inference and
international evidence |
4Biography 4Paper 4Summery 4Presentation |