68th International Atlantic Economic Conference

October 08 - 11, 2009 | Boston, USA

G10-5 Return Predictability

Friday, October 9, 2009: 4:15 PM-6:15 PM
Organizer:
David Rapach, Saint Louis University—USA
Chair:
David Rapach, Saint Louis University—USA
Let's Do It Again: Bagging Equity Premium Predictors
Eric T. Hillebrand, Louisiana State University—USA; Tae-Hwy Lee, University of California-Riverside—USA; Marcelo C. Medeiros, Pontifical Catholic University of Rio de Janeiro—Brazil
The Relation Between Aggregate Stock Illiquidity and Expected Excess Market Returns
Hui Guo, University of Cincinnati—USA; Sandra Mortal, University of Memphis—USA; Robert Savickas, George Washington University—USA; Robert A. Wood, University of Memphis—USA
The Dynamic Interaction of Trading Flows, Macroeconomic Announcements, and Exchange Rates
Nikola Gradojevic, Lakehead University—Canada; Christopher J. Neely, Federal Reserve Bank of St. Louis—USA
International Stock Return Predictability and Business-Cycle Fluctuations
David Rapach, Saint Louis University—USA; Jack K. Strauss, Saint Louis University—USA; Guofu Zhou, Washington University in St. Louis—USA
<< Previous Session | Next Session >>