Friday, August 19, 2011, 8:30-10:15 am; Market Microstructure
Leverage and Price Discovery - C7

Session Chair: Michael Gallmeyer, University of Virginia

  • Is There Price Discovery In Equity Options? PDF
    John Broussard1, Dmitriy Muravyev2, Neil Pearson2
    Rutgers University-Camden1; University of Illinois at Urbana-Champaign2
    • Discussant: Greg Bauer, Bank of Canada
  • Capital Structure, Derivatives and Equity Market Quality PDF
    Ekkehart Boehmer1, Sudheer Chava 2, Heather Tookes3
    EDHEC Business School1; Georgia Institute of Technology2 ; Yale University 3
    • Discussant: Marc Lipson, University of Virginia

  • Leverage and Liquidity: Evidence from the Closed-End Fund Industry PDF
    Yuehua Tang
    Georgia State University
    • Discussant: Spencer Martin, University of Melbourne