Saturday, August 20, 2011, 8:30-10:15 am; International Finance
International Asset Pricing - C3

Session Chair: Mathijs van Dijk, Erasmus University

  • The Asset Growth Effect: Insights from International Equity Markets PDF
    Akiko Watanabe1, Yan Xu2, Tong Yao3, Tong Yu2
    University of Alberta1;University of Rhode Island2; University of Iowa3
    • Discussant: Joseph S. Chen, University of California, Davis
  • Equity Yields PDF
    Wouter Hueskes1, Ralph S. Koijen2, Jules H. van Binsbergen3, Evert B. Vrugt4
    APG Asset Management1; University of Chicago2; Northwestern University3; Hedge Fund in Singapore4
    • Discussant: Ian Cooper, London Business School
  • Dividend Predictability Around the World PDF
    Jesper Rangvid1, Maik Schmeling2, Andreas Schrimpf3
    Copenhagen Business School1; Leibniz Universit├Ąt Hannover2; Aarhus University3
    • Discussant: Jack Favilukis, London School of Economics