Saturday, August 20, 2011, 10:30-12:15 pm; Behavioral Finance
Behavioral Asset Pricing II - C2

Session Chair: Marcin Kacperczyk, New York University

  • Retail Investor’s Active Attention and Stock Liquidity PDF
    Rong Ding, Wenxuan Hou
    Middlesex University; Durham University
    • Discussant: Michela Verardo, London School of Economics
  • Streaks in Earnings Surprises and the Cross-Section of Stock Returns PDF
    Roger Loh, Mitch Warachka
    Singapore Management University
    • Discussant: Alexi Savov, New York University

  • Innovative Efficiency and Stock Returns PDF
    David Hirshleifer1, Po-Hsuan Hsu2, Dongmei Li3
    University of California - Irvine1; University of Connecticut2; University of California - San Diego
    • Discussant: Zoran Ivković, Michigan State University