Organizers:

Ming Chien Lo, St. Cloud State University

Session Chairs:

Ming Chien Lo, St. Cloud State University

Papers:

"A Nonparametric VAR Model With Local Conditional Orthogonalized Impulse Response Functions"
Marcelle Chauvet, University of California - Riverside
Heather Tierney, College of Charleston (Contact Author)

"Volatility Forecasting and Microstructure Noise"
Eric Ghysels, University of North Carolina - Chapel Hill
Arthur Sinko, University of North Carolina - Chapel Hill (Contact Author)

"Do Commodity Prices and Volatility Jump?"
Stanislav Radchenko, University of North Carolina at Charlotte (Contact Author)

"International Evidence on the Efficacy of New-Keynesian Models of Inflation Persistence"
Oleg Korenok, Virginia Commonwealth University (Contact Author)
Stanislav Radchenko, University of North Carolina at Charlotte
Norman R. Swanson, Rutgers University

Discussants:

Stanislav Radchenko, University of North Carolina at Charlotte
Oleg Korenok, Virginia Commonwealth University
Arthur Sinko, University of North Carolina - Chapel Hill
Heather Tierney, College of Charleston

Organizers:

Douglas D. Davis, Virginia Commonwealth University

Session Chairs:

Philip J. Grossman, Saint Cloud State University

Papers:

"Forecasting the Risk Attitudes of Women and Men: An Experimental Test of the Strength of Stereotypes"
Philip J. Grossman, Saint Cloud State University
Oleksandr Lugovskyy, Purdue University

"Decision Making Without Probabilities"
John Dickhaut, University of Minnesota
Radhika Lunawat, University of Minnesota
Kira Pronin, Norwegian School of Economics and Business Administration
Jack Stecher, Norwegian School of Economics and Business Administration

"The Estimation of Probability Weighting Function"
Catherine C. Eckel, University of Texas - Dallas
Vera Holovchenko, University of Texas - Dallas

"Inconsistent Choices in Lottery Experiments: Evidence From Rwanda"
Sarah Jacobson, Georgia State University
Ragan Petrie, Georgia State University

Discussants:

Brian T. Kench, University of Tampa
Carmit Segal, Harvard Business School
Tomomi Tanaka, California Institute of Technology
Oleg Korenok, Virginia Commonwealth University

Organizers:

Douglas D. Davis, Virginia Commonwealth University

Session Chairs:

Juergen Huber, University of Innsbruck and Yale University

Papers:

"Information Processing in Strategic Environments: Herds and Cascades in Markets with Sequential Bids: An Experimental Analysis"
George Joseph, Rutgers University
Barry Sopher, Rutgers University

"When Better Forecasting Abilities Can Be Harmful: Information From An Experimental Financial Market"
Juergen Huber, University of Innsbruck and Yale University (Contact Author)

"Rematching, Information and Sequence Effects in Extensively Repeated Posted Offer Markets"
Douglas D. Davis, Virginia Commonwealth University
Oleg Korenok, Virginia Commonwealth University
Robert J. Reilly, Virginia Commonwealth University

Discussants:

Mathias Erlei, Clausthal University of Technology
Ryan Oprea, University of California - Santa Cruz
Jamie Brown Kruse, East Carolina University and Center for Natural Hazards Research