Session Chairs:

Linda M. Hooks, Washington and Lee University

Papers:

"Product Liability Litigation: An Issue of Merck and Lawsuits Over Vioxx"
Kurt W. Rotthoff, Clemson University (Contact Author)

"A VAR Analysis of Dividend Payouts"
Benjamin Russo, University of North Carolina at Charlotte (Contact Author)
Stanislav Radchenko, University of North Carolina at Charlotte
Caleb Cox, University of North Carolina at Charlotte

"Deposit Insurance Incentives for Banks in Pre-Depression Texas"
Linda M. Hooks, Washington and Lee University (Contact Author)

"Peer Effects and Dividend Policy"
Fang Yang, Middle Tennessee State University (Contact Author)

"Residential Mortgage Sales and Securitization By Commercial Banks"
Yixiu Zhou, Middle Tennessee State University (Contact Author)

Discussants:

Yuriy Kitsul, Georgia State University
Liping Zheng, University of New Hampshire
Stefan Avdjiev, Southern Methodist University

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