Saturday 8:00 - 9:45 a.m. SEA |
Session 09A Shock and Trade |
Session Chairs: |
Giandomenico Sarolli, Washington and Lee University |
Papers: |
"Macroeconomic Shocks and Discipline in the Market for Large CDs" "New Measures of Monetary Policy Shocks from Alternatives to the Greenbook" "Tuning the Volume: Asset Trading Volume with Incomplete Markets" "A Stock Market Model with Systematic and Idiosyncratic Risks: A GMM Estimation Approach for Cross-Sectional Data" |
Discussants: |
Maria Pia Olivero, Drexel University |
Sunday 10:00 - 11:45 a.m. SEA |
Session 15G Depository Institutions and Financial Markets |
Session Chairs: |
Jian Hu, Southern Methodist University |
Papers: |
"Effects of Foreclosure Laws and Bankruptcy Asset Exemptions on Mortgage Default and Foreclosure Rates" "Interest on Bank Reserves and Optimal Sweeping" "Strategic Behaviors in Financial Markets and the Market Discipline Mechanism" "Return Dependence and the Limits of Product Diversification in Financial Firms" |
Discussants: |
Timothy P. Opiela, DePaul University |