Friday, August 19, 2011, 8:30-10:15 am; Asset Pricing Empirical
Asset Management I - C1

Session Chair: Scott Weisbenner, University of Illinois at Urbana-Champaign

  • Do Mutual Fund Managers Trade on Stock Intrinsic Values? PDF
    Rui Shen, Marno Verbeek, Yu Wang
    Erasmus University
    • Discussant: Noah Stoffman, Indiana University
  • The Certification Effect of Sovereign Wealth Funds on the Credit Risk of Portfolio Companies PDF
    Fabio Bertoni, Stefano Lugo
    Politecnico di Milano
    • Discussant: Thomas Post, Maastricht University
  • Sovereign Wealth Fund Portfolios PDF
    Alexandre Dyck, Adair Morse
    University of Toronto; University of Chicago
    • Discussant: Stephen G. Dimmock, Nanyang Technological University