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
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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
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Roger Loh, Mitch Warachka
Singapore Management University
- Discussant: Alexi Savov, New York University
- Innovative Efficiency and Stock Returns
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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
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