Sunday 10:00 - 11:45 a.m. SEA |
Session 13G Asset Pricing Under Imperfect Markets |
Session Chairs: |
Sermin Gungor, Emory University |
Papers: |
"Collaterality and the Housing Wealth Effect" "Commodity Price Behaviour Resulting from Transaction-Cost Frictions" "Testing for Stochastic Dominance with Uncertain Time Horizon" "Illiquidity and Predictability of Expected Returns" |
Discussants: |
Raul Ibarra-Ramirez, Texas A&M University |
Monday 8:00 - 9:45 a.m. SEA |
Session 22J Housing |
Session Chairs: |
Christopher Douglas, University of Michigan-Flint |
Papers: |
"House Value Depreciation and the Household’s Adjustment of Consumption and Asset Allocation" "Identifying Demand Curves with Data from a Single Real Estate Market" "The Effect of Coal Mines on Residential Property Values" |
Discussants: |
Arzu Sen, West Virginia University |