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March 2021
Michael Young – Missouri – Brown Bag Series
Hiding in Plain Sight: The Global Implications of Manager Disclosure (joint with Richard Evans, Miguel Ferreira, and Pedro Matos)
Find out more »Robert Parham – McIntire – Brown Bag Series
Revisiting Roll's R2 Puzzle (with Brent Kitchens and Chris Yung) Abstrac: We resolve Roll's R2 puzzle. Before legislation enacted to prevent such practices, information leakage through selective disclosure could be incorporated into market prices prior to public release of news. I.e., "news days" did not deliver news to the stock…
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