Thursday, August 18, 2011,10:30-12:15 pm; Asset Pricing Empirical
Financial Crisis - B1

Session Chair: Robert L. McDonald, Northwestern University

  • Hard Times PDF 
    John Y. Campbell1, Stefano Giglio1, Christopher Keith Polk2
    Harvard University1; London School of Economics2
    • Discussant: Lubos Pastor, University of Chicago
  • The Determinants of the CDS-Bond Basis During the Financial Crisis of 2007-2009 PDF
    Jennie Bai
    1, Pierre Collin-Dufresne2
    Federal Reserve Bank of New York; Columbia University2
    • Discussant: Alessandro Fontana, Geneva Finance Research Institute
  • Hedge Fund Stock Trading in the Financial Crisis of 2007-2009 PDF
    Itzhak Ben-David1, Francesco Franzoni2, Rabih Moussawi3,
    The Ohio State University1; Swiss Finance Institute and University of Lugano2, University of Pennsylvania3
    • Discussant: Robert Kosowski, Imperial College London