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Session Overview
Session
APE 10: Understanding stock returns
Time:
Friday, 27/Aug/2021:
1:30pm - 3:00pm

Session Chair: Massimo Guidolin, Bocconi University
Location: Stream 03

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Presentations
ID: 660

A Stock Return Decomposition Using Observables

Benjamin Knox1, Annette Vissing-Jorgensen2

1Copenhagen Business School; 2University of California Berkeley

Discussant: Tolga Cenesizoglu (HEC Montreal)

660-APE-EFA2021-A Stock Return Decomposition Using Observables.pdf


ID: 144

Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility

Jules H. van Binsbergen

The University of Pennsylvania, United States of America

Discussant: Andrei Goncalves (University of North Carolina at Chapel Hill)

144-APE-EFA2021-Duration-Based Stock Valuation.pdf


ID: 1376

Market Return Around the Clock: A Puzzle

Oleg Bondarenko2, Dmitriy Muravyev1

1Michigan State University, United States of America; 2University of Illinois at Chicago

Discussant: Yixin Chen (University of Rochester Simon Business School)

1376-APE-EFA2021-Market Return Around the Clock.pdf


 
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