Conditional Leverage and the Term Structure of Option-implied Equity Risk Premia

Fousseni Chabi-Yo; Isenberg School of Management

Hugues Langlois; HEC Paris

  Presenter: Fousseni Chabi-Yo, Isenberg School of Management

  Discussant: Kevin Crotty, Rice University

Dynamic Asset (Mis)Pricing: Build-up versus Resolution Anomalies

Jules van Binsbergen; The Wharton School

Martijn Boons; Tilburg University

Christian Opp; University of Rochester

Andrea Tamoni; Rutgers Business School

  Presenter: Christian Opp, University of Rochester

  Discussant: Chen Xue, University of Cincinnati Lindner College

Term Structure of Equity in the Cross Section

Sipeng Chen; The Hong Kong Polytechnic University

Gang Li; The Hong Kong Polytechnic University

K. C. John Wei; The Hong Kong Polytechnic University

Linti Zhang; The Hong Kong Polytechnic University

  Presenter: Gang Li, The Hong Kong Polytechnic University

  Discussant: Xiaoxia Lou, University of Delaware

Are Foreign Investors Informed? Trading Experiences of Foreign Investors in China

Christian T. Lundblad; The University of North Carolina at Chapel Hill

Donghui Shi; Fudan University

Xiaoyan Zhang; PBC School of Finance, Tsinghua University

Zijian Zhang; PBC School of Finance, Tsinghua University

  Presenter: Zijian Zhang, PBC School of Finance, Tsinghua University

  Discussant: Pedro Matos, University of Virginia