Sessions for Linus Wilson

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"
Scott Gilbert, Southern Illinois University - Carbondale
Petr Zemcik, CERGE-EI

"Volatility Transmission and Structural Breaks in Variance for Sector Indexes"
S. Aun Hassan, Texas Tech University (Contact Author)

"Persistence in Stock Return Volatility in Emerging Stock Markets"
Samila A. Jayasuriya, Ohio University (Contact Author)
Rose Rossiter, Ohio University
William Shambora, Ohio University

"Consumption, Portfolio Rules, and Equity Prices Under Rational Directed Cognition"
Diego Nocetti, University of Memphis (Contact Author)

Discussants:

Syed M. Harun, Texas A&M University - Kingsville
Kevin Rogers, Mississippi State University


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"
Fang Wang, West Virginia University (Contact Author)

"The Impact of Job Outsourcing on the Stock Market"
Syed M. Harun, Texas A&M University - Kingsville (Contact Author)

Discussants:

Clifford F. Thies, Shenandoah University
Linus Wilson, University of Cincinnati


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"
Caroline H. Downing, Rhodes College
Teresa Beckham Gramm, Rhodes College (Contact Author)

"Have the REIT Markets Experienced Periodically Collapsing Bubbles?"
James E. Payne, Illinois State University
George A. Waters, Illinois State University (Contact Author)

"Realized Volatility and Realized Betas of Crude Oil and Natural Gas Futures"
Jingtao Wu, Iowa State University (Contact Author)

"Horizon-Sensitivity of the Forward Premium Puzzle: Evidence From In-Sample Fit and Out-of-Sample Forecast"
Kun Yang, Vanderbilt University (Contact Author)

"Business Stealing and Bankruptcy"
Linus Wilson, University of Cincinnati (Contact Author)

Discussants:

Fang Wang, West Virginia University
Samila A. Jayasuriya, Ohio University


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