Dept. Seminar - Zongwu Cai

Monday, February 26, 2018 - 4:10pm to 5:00pm
Event Type: 

Zongwu Cai
Department of Economics
University of Kansas


Models on Testing Predictability of Asset Returns


Testing predictability of asset returns is a cornerstone issue in modern asset pricing

and the related fields. It has been one of the hottest research topics in asset pricing

field in the recent two decades. In this talk, I will combine several of my own papers

(published papers and ongoing projects) on testing predictability of asset returns and

review the recent developments in this area. In particular, I will outline some future

research topics in this area.


Refreshments at 3:45pm in Snedecor 2101.