Saturday, August 20, 2011, 8:30-10:15 am; International Finance
International Asset Pricing - C3

Session Chair: Mathijs van Dijk, Erasmus University

• The Asset Growth Effect: Insights from International Equity Markets PDF
  Akiko Watanabe¹, Yan Xu², Tong Yao³, Tong Yu²
  University of Alberta¹;University of Rhode Island²; University of Iowa³
  • Discussant: Joseph S. Chen, University of California, Davis

• Equity Yields PDF
  Wouter Hueskes¹, Ralph S. Koijen², Jules H. van Binsbergen³, Evert B. Vrugt⁴
  APG Asset Management¹; University of Chicago²; Northwestern University³; Hedge Fund in Singapore⁴
  • Discussant: Ian Cooper, London Business School

• Dividend Predictability Around the World PDF
  Jesper Rangvid¹, Maik Schmeling², Andreas Schrimpf³
  Copenhagen Business School¹; Leibniz Universität Hannover²; Aarhus University³
  • Discussant: Jack Favilukis, London School of Economics