Empirical
Finance (PHDBA239C)
Spring 2009
Tips for giving
presentations and writing papers
Some papers that
might be hard to find
Problem
Sets:
Problem
Set 1 (due Feb. 3) [Solutions]
Problem
Set 2 (due Feb. 10) [PS2data.txt] [Solutions]
Problem
Set 3 (due Feb. 24) [PS3data_cy.txt]
[PS3data_pd.txt]
Problem
Set 4 (due March 3) [PS4data.txt] [gamma_orth.txt]
Problem
Set 5 (due March 24) [Solutions]
Problem
Set 6 (due April 7) [Solutions]
Problem
Set 7 (due April 14) [Solutions]
Problem
Set 8 (due April 28) [Solutions][Data]
Presentations:
Deadline to sign up for registered
students: Fr, January 30
|
Predictability 2/24 |
Presenter |
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1 |
Goyal-Welch |
Pratish Patel |
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2 |
Campbell-Thompson |
Sung Bin Sohn |
|
3 |
Cochrane |
Boris Albul |
|
4 |
Boudoukh et al |
Adam Yonce |
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Long run risk, habits 4/7 |
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|
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1 |
Bansal-Yaron |
Su Jeong Lee |
|
2 |
Hansen-Heaton-Li |
Matteo Maggiori |
|
3 |
Campbell-Cochrane |
|
|
4 |
Menzly-Santos-Veronesi |
Xing Huang |
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Term structure 4/21 |
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1 |
Cochrane-Piazzesi |
Paulo Issler |
|
2 |
Campbell-Sunderam-Viceira |
Nathan George |
|
3 |
Ang-Piazzesi |
Reid Stevens |
|
4 |
Piazzesi-Schneider |
Gil Shallom |