Harrison Hong, Stanford University and Jeremy Stein, MIT and NBER
"Forecasting Crashes: Trading Volume, Past Returns, and Conditional Skewness in Stock
Discussant: Kent Daniel, Northwestern University and NBER
Jegadeesh, University of Illinois and Sheridan Titman, University of
Texas and NBER
"Profitability of Momentum Strategies: An Evaluation of Alternative
Discussant: Werner De Bondt, University of Wisconsin
Malcom Baker, Harvard University and Jeffrey Wurgler, Yale University
"The Equity Share in New Issues and Aggregate Stock Returns"
Discussant: Robert Shiller, Yale University and NBER
Shlomo Benartzi, UC, Los Angeles
"Why Do Employees Invest their Retirement Savings in Company Stock?"
Discussant: Andrei Shleifer, Harvard University and NBER
and Terrance Odean,
"Online Investors: Do the Slow Die First?"
Discussant: Kenneth French, MIT and NBER
Randall Morck, Harvard University; Bernard Yeung,
University of Michigan; and Wayne Yu, Queens University
"The Information Content of Stock Markets: Why Do Emerging Markets Have Synchronous
Discussant: Kenneth Froot, Harvard University and NBER