202
Stock Markets

Saturday, October 12, 2013: 9:00 AM-11:00 AM
Organizer:
M. Peter van der Hoek, Erasmus University—Netherlands
Gold, oil, and stocks
Jozef Barunik, Academy of Sciences of the Czech Republic—Czech Republic; Evzen Kocenda, Charles University—Czech Republic; Lukas Vacha, Academy of Sciences of the Czech Republic—Czech Republic
Risk factors and value at risk in publicly traded companies of the energy sector
Marcelo Bianconi, Tufts University—USA; Joe A. Yoshino, School of Economics, Business and Accounting of the University of Sao Paulo (FEA-USP)—Brazil
A comparative performance of econometric and heuristic forecasts of asset returns
Massimo Guidolin, Bocconi University—Italy; Alexei G. Orlov, Radford University—USA
Efficiency of stock exchanges: A comparative approach
Ovidiu Stoica, Alexandru Ioan Cuza University of Iasi—Romania; Seyed Mehdian, University of Michigan-Flint—USA; Alina Camelia Sargu, Alexandru Ioan Cuza University of Iasi—Romania
Discussants:
Ovidiu Stoica, Alexandru Ioan Cuza University of Iasi—Romania ; Evzen Kocenda, Charles University—Czech Republic ; Marcelo Bianconi, Tufts University—USA and Alexei G. Orlov, Radford University—USA
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