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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Session Chairs:

Deniz Baglan, University of California, Riverside

Papers:

"Consistent Estimation with Weak Instruments in Panel Data"
Chiwa Kao, Syracuse University (Contact Author)
Long Liu, The University of Texas at San Antonio

"Seemingly Unrelated Regression with Panel Data"
Lei Zhang, The University of Texas at Dallas (Contact Author)
Wim P.M. Vijverberg, City University of New York

"The Reduction in Bias for an Endogenous Interaction Coefficient"
Teresa D. Harrison, Drexel University (Contact Author)

"Efficient Estimation of a Partially Linear Dynamic Panel Data Model with Fixed Effects: Application to Unemployment Dynamics in the U.S."
Deniz Baglan, University of California, Riverside (Contact Author)

Discussants:

Matthew J. Salois, University of Reading
Kai Sun, Binghamton University
Serguey Khovansky, Clark University
Pedro de Araujo, Colorado College

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