Time: Sunday, 8 July, 8am - 9:30am
Room: C
Chair: Anthony Hughes
Papers to be presented:
Abeyewardene, Kevin (Monash University): A Comparison of Equity Pricing Models using Australian Data
Barnes, Michelle L. (UC Berkeley): Conditional Beta Estimation and Forecasting with Panel Data Methods
Brooks, Robert (RMIT University): The Impact of Sovereign Rating Changes on National Stock Market Risk and Return
Hall, A. D. (University of Technology, Sydney): Value at Risk for Australian Electricity Markets
Click the author's name to view the details of the paper.