Workshop in Behavioral Finance
November 11, 2006

Robert J. Shiller and Richard Thaler, Organizers

Tal Fishman and Harrison Hong, Princeton University, and Jeffrey D. Kubik, Syracuse University
"Do Arbitrageurs Amplify Economic Shocks?"
    Discussant: Michael Rashes, Bracebridge Capital

John Campbell, Harvard University and NBER and Jens Hilscher and Jan Szilagyi, Harvard University
"In Search of Distress Risk"
    Discussant: Tyler Shumway, University of Michigan

Andrea Frazzini, University of Chicago and Owen Lamont, Yale University of NBER
"The Earnings Announcement Premium and Trading Volume"
    Discussant: Steven Heston, University of Maryland

David Hirshleifer, UC, Irvine, Sonya Seongyeon Lim, DePaul University, and Siew Hong Teoh, UC, Irvine
"Driven to Distraction: Extraneous Events and Underreaction to Earnings News"
    Discussant: Stefano Della Vigna, UC, Berkeley and NBER

Robin Greenwood, Harvard University and Stefan Nagel, Stanford University and NBER
"Inexperienced Investors and Speculative Bubbles"
    Discussant: Jeremy Stein, Harvard University and NBER

Massimo Massa and Lei Zhang, INSEAD
"Cosmetic Mergers: The Effect of Style Investing on the Market for Corporate Control"
    Discussant: Malcolm Baker, Harvard University and NBER

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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