84th International Atlantic Economic Conference

October 05 - 08, 2017 | Montreal, Canada

203 GENERAL FINANCIAL MARKETS

Saturday, 7 October 2017: 9:00 AM-11:00 AM
Chair:
Trevor W. Chamberlain, McMaster University—Canada
Estimating panel data fixed and random effects with application to new Fama-French model with GMM robust instruments
William F. Rentz, University of Ottawa—Canada; François-Éric Racicot, University of Ottawa—Canada
Liquidity channels and stability of shadow banking
Sofia Priazhkina, Bank of Canada—Canada
Can investing in the S&P 500 firms be consistent with investing in environmental sustainability?
Hong V. Nguyen, University of Scranton—USA
Testing the capital asset pricing model (CAPM) on S&P 500 companies
John Sorros, University of Piraeus—Greece
Discussants:
Sofia Priazhkina, Bank of Canada—Canada ; William F. Rentz, University of Ottawa—Canada ; John Sorros, University of Piraeus—Greece and William F. Rentz, University of Ottawa—Canada
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