Session details for Asset Prices II

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.