Session Chairs:

Giandomenico Sarolli, Washington and Lee University

Papers:

"Macroeconomic Shocks and Discipline in the Market for Large CDs"
Ruby Kishan , Texas State Unversity-San Marcos (Contact Author)
Timothy P. Opiela, DePaul University

"New Measures of Monetary Policy Shocks from Alternatives to the Greenbook"
Dan Groft, Louisiana State University (Contact Author)

"Tuning the Volume: Asset Trading Volume with Incomplete Markets"
Giandomenico Sarolli, Washington and Lee University (Contact Author)

"A Stock Market Model with Systematic and Idiosyncratic Risks: A GMM Estimation Approach for Cross-Sectional Data"
Serguey Khovansky, Clark University (Contact Author)
Oleksandr Zhylyevskyy, Iowa State University

Discussants:

Maria Pia Olivero, Drexel University
W. Douglas McMillin, Louisiana State University
Gokce Soydemir, The University of Texas-Pan American
Dan Groft, Louisiana State University

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Organizers:

Arthur H. Goldsmith, Washington and Lee University

Session Chairs:

Arthur H. Goldsmith, Washington and Lee University

Papers:

"Can Commitment Lead to Insurance?"
Xuan Tam, University of Virginia (Contact Author)

"House Prices, Mortgage Lending, and the Aggregate Demand"
Omer Bayar, The Univeristy of Tennessee (Contact Author)

"Combining Mean Reversion and Momentum Trading Strategies in Foreign Exchange Markets"
Alina F. Serban, West Virginia University (Contact Author)

"Optimal Hedging Under Copula Models with High Frequency Data"
Moohwan Kim, University of Missouri-Columbia (Contact Author)

Discussants:

Giandomenico Sarolli, Washington and Lee University
Min Joung Park, Sungkyunkwan University
Rehim Kilic, Georgia Institute of Technology
Shannon Mudd, Ursinus College

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