Thursday, August 18, 2011, 10:30-12:15 pm; Asset Pricing Theoretical
Asymmetric Information - C1

Session Chair: Christine Parlour, University of California - Berkeley

  • The Social Cost of Near-Rational Investment PDF
    Tarek A. Hassan, Thomas M. Mertens
    University of Chicago; New York University
    • Discussant: Albert S. Kyle, University of Maryland
  • Short-Sale Constraints and Creditor Runs PDF
    Gyuri Venter
    London School of Economics
    • Discussant: Katya Malinova, University of Toronto
  • Speculation and Hedging in Segmented Markets PDF
    Itay Goldstein1, Yan Li 2, Liyan Yang3
    University of Pennsylvania1; Temple University2; University of Toronto3
    • Discussant: Marcus Opp, University of California - Berkeley