Friday 3:15 - 5:00 p.m. |
Session 67D Equity Prices I |
Session Chairs: |
Linus Wilson, University of Cincinnati |
Papers: |
"Inter-Asset Comparisons of Betas and Returns to Small and Large Firms' Stocks" "Volatility Transmission and Structural Breaks in Variance for Sector Indexes" "Persistence in Stock Return Volatility in Emerging Stock Markets" "Consumption, Portfolio Rules, and Equity Prices Under Rational Directed Cognition" |
Discussants: |
Syed M. Harun, Texas A&M University - Kingsville |
Saturday 8:00 - 9:45 a.m. |
Session 95G Equity Prices II |
Session Chairs: |
Felix Rioja, Georgia State University |
Papers: |
"Firm Liquidity and the Stock Returns" "The Impact of Job Outsourcing on the Stock Market" |
Discussants: |
Clifford F. Thies, Shenandoah University |
Sunday 10:00 - 11:45 a.m. |
Session 191P Topics in Financial Economics |
Session Chairs: |
Nathan J. Ashby, West Virginia University |
Papers: |
"Education and Participation in the Subprime Mortgage Market" "Have the REIT Markets Experienced Periodically Collapsing Bubbles?" "Realized Volatility and Realized Betas of Crude Oil and Natural Gas Futures" "Horizon-Sensitivity of the Forward Premium Puzzle: Evidence From In-Sample Fit and Out-of-Sample Forecast" "Business Stealing and Bankruptcy" |
Discussants: |
Fang Wang, West Virginia University |