FIN 533 Discussion Assignments


Date (approximate)

Paper

Person

1/24

Nelson & Schwert

Schwert

1/31 (perhaps 2/7)

Ferson & Jagannathan
Kang

Ludger Hentschel

2/7 (perhaps 2/14)

Bekaert, Hodrick & Marshall
Ferson & Foerster
Richardson & Stock

Schwert

2/14

Dechow & Sloan
Abel & Mishkin
Pagan

Jon Lewellen

2/14

Engle & Granger
Cointegration Primer
Lowry

Michelle Lowry

2/21

Hentschel

Schwert

2/21

Schwert [JF (1989)]

Chris Hinkelmann

2/21 (and continuation on 2/28)

Turner, Startz & Nelson

Peter Wysocki

2/28

Pagan & Schwert

Keith Vorkink

2/28

Izenman
Boudoukh, Richardson, Stanton & Whitelaw

Greg Bauer

3/7

Maddala

Susan Shu

3/7

Acharya

Denis Suvorov

3/7 (perhaps 3/11)

Comment & Schwert

Ganapathi Narayanamoorthy

Tuesday, 3/11 9 AM

Harford

Jarrad Harford

3/14

Harford

Jarrad Harford

3/14

Huberman & Schwert

Schwert

This list will be updated as we progress throught the course. New topics and/or assignments may be added. We may use some Tuesadys to cover all of the topics before th Quarter ends, or we may extend beyond the end of the Quarter.


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