Firm Fundamentals and the Cross Section of Implied Volatility Shapes

Ding Chen; University of Sussex

Biao Guo; Renmin University of China

Guofu Zhou; Washington University in St. Louis

  Presenter: Biao Guo, Renmin University of China

  Discussant: Zhan Shi, Tsinghua University

What is the time series regression of the stock market return?

Yueliang Lu; University of North Carolina at Charlotte

Weidong Tian; University of North Carolina at Charlotte

  Presenter: Yueliang Lu, University of North Carolina at Charlotte

  Discussant: Junye Li, Fudan University

Expected and Realized Returns on Volatility

Guanglian Hu; University of Sydney

Kris Jacobs; University of Houston

  Presenter: Guanglian Hu, University of Sydney

  Discussant: Jan Ericsson, McGill University

Macro news and long-run volatility expectations

Anders Vilhelmsson; Lund University

  Presenter: Anders Vilhelmsson, Lund University

  Discussant: Grace Xing Hu, PBC School of Finance, Tsinghua University