Workshop in Behavioral Finance
April 5, 2005

Robert J. Shiller and Richard Thaler, Organizers

Andrea Frazzini, Yale University and Owen Lamont, Yale University & NBER
"Dumb Money: Mutual Fund Flows and the Cross Section of Stock Returns"
    Discussant: David Musto, University of Pennsylvania

Alok Kumar, University of Notre Dame
"Who Gambles in the Stock Market?"
    Discussant: Stefan Nagel, Stanford University

Lauren Cohen, University of Chicago, Karl B. Diether, Ohio State University and Christopher J. Malloy, London Business School
"Supply and Demand Shifts in the Shorting Market"
    Discussant: Jeremy Stein, Harvard University & NBER

Harrison Hong, Princeton University and Jialin Yu, Columbia University
"Gone Fishin: Seasonality in Speculative Trading and Asset Prices"
    Discussant: Narasimhan Jegadeesh, Emory University

Nicolae Garleanu, University of Pennsylvania, Lasse Pedersen, New York University & NBER and Allen M. Poteshman, University of Illinois
"Demand-Based Option Pricing"
    Discussant: Oleg Bondarenko, University of Illinois

Pedro Santa-Clara, UC, Los Angeles & NEBER and Alessio Saretto, UC, Los Angeles
"Option Strategies: Good Deals and Margin Calls"
    Discussant: Stephen Figlewski, New York University

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Conference sponsored by
Bracebridge Capital, Fuller & Thaler Asset Management and
LSV Asset Management
under the auspices of the National Bureau of Economic Research