Asset Pricing

EEA
Presenter(s) Type Length Chair Room Number Add to calendar
Mykola Babiak Max Bondatti Minxing Zhu Louis Raffestin Contributed Sessions 26/08 14:00 CEST
90
mins
Louis Raffestin
H1-209
Add to Calendar 2025-08-26 14:00:00 2025-06-25 20:02:13 EEA-ESEM 2024: Asset Pricing. Room: H1-209 EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public
Presenter(s) Mykola Babiak Max Bondatti Minxing Zhu Louis Raffestin
TypeContributed Sessions
Date 26/08
Time14:00 CEST
Length
90
mins
Chair
Louis Raffestin
Room Number
H1-209
Add to calendar
Add to Calendar 2025-08-26 14:00:00 2025-06-25 20:02:13 EEA-ESEM 2024: Asset Pricing. Room: H1-209 EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

The Common Factor in Volatility Risk Premia

Read paper

Commodity Returns: Lost in Financialization

Read paper

Non-Fundamental Information in Social Networks: Information Acquisition and Asset Prices

Read paper

High-frequency trading and price efficiency: a unified model

Presentations

The Common Factor in Volatility Risk Premia

Commodity Returns: Lost in Financialization

Non-Fundamental Information in Social Networks: Information Acquisition and Asset Prices

High-frequency trading and price efficiency: a unified model