Previous Seminars

Listing of research seminars sponsored by the Center for the Study of Financial Markets (CSFM).

Previous Seminars

 
Fall 2011 Guest Faculty Seminar Speakers
Date
Fall 2011		  Speaker/Topic  Room/Time

Friday,
September 30

 Dr. Wei Yang, Rochester, Presenting: "Business Cycles and Regime-Shift Consumption Risk" 103 Business
1:30-3:00 PM

Friday,
October 7
Dr. Bo Becker, Harvard, Presenting:  "Cyclicality Of Credit Supply:  Firm Level Evidence"		 103 Bus
1:30-3:00 PM
Friday, October 28 Dr. Yelena Larkin, PSU
Presenting:  "Strike While the Iron Is Hot:  Timing the Market on the Way to the Optimal Capital Structure" 		 103 Bus
1:30-3:00 PM
Friday, November 4

Dr. Jonathan Reuter, Boston College
Presenting:  "What is the Impact of Financial Advisors on Retirement Portfolio Choices and Outcomes?"

 103 Bus
1:30-3:00 PM
Friday,
November 11		 Dr. Jess Cornaggia, Indiana University, Presenting:  "Credit Ratings Across Asset Classes" 103 Bus
1:30-3:00 PM
Friday, December 2 Dr. Sophie Shive, Notre Dame, Presenting:  "Are mutual funds sitting ducks?" 103 Bus
1:30-3:00 PM

 

Spring 2011 Guest Faculty Seminar Speakers
Date
Spring 2011		  Speaker/Topic  Room/Time
Friday,
April 15, 2011		 Blue and White Weekend
No Speaker		  
Friday,
April 22, 2011		 Wei Xiong, Princeton, Presenting:  "Index investment and Financialization of Commodities" 104 Business Building
1:30-3:00 p.m.

 

Spring 2011 Faculty Recruiting Seminars
Date
Spring 2011
 Speaker/Topic
 Room/Time
Tuesday,
November 23, 2010		 Chris Tamm, University of Missouri, "Changes in Debt & Equity Securities Around Chapter 11 Bankruptcy" 120 Business Building
1:30-3:00 p.m.
Friday,
December 3, 2010		 Christoph Hinklemann, University of Rochester, "Quantitative Investing" 103 Business
1:30-3:00 p.m.
Monday,
January 17, 2011		 Jonathan Brogaard, Northwestern University, "High Frequency Trading and Its Impact on Market Quality" 217 Business
1:30-3:00 p.m.
Wednesday,
January 19, 2011		 Jing Cynthia Wu, University of California, San Diego, "Identification and Estimation of Gaussian Affin Term Structure Models" 217 Business
2:00-3:30 p.m.

Friday,
January 21, 2011

 Jongha Lim, Ohio State University, "The Role of Activist Hedge Funds in Distressed Firms" 104 Business
1:30-3:00 p.m.
Monday,
January 24, 2011		 Yajun Wang, Washington University, St. Louis, "So What Else Will Margin Requirements Do?" 125 Business
1:30-3:00 p.m.
Friday,
January 28, 2011		 Yaxin Duan, Yale University, "Fund flow betas and the cross-section of stock returns" 104 Business
1:30-3:00 p.m.
Monday, January 31, 2011 Robert Ready, University of Pennsylvania, "Oil Prices and Long-Run Risk"

125 Business
1:30-3:00 p.m.
Friday, February 4, 2011 Yelena Larkin, Cornell University, "Product Demand Characteristics, Brand Perception, and Financial Policy" 104 Business
1:30-3:00 p.m.
Fall 2010 Guest Faculty Seminars
Date
Fall 2010
 Speaker/Topic
 Room/Time
Friday,
August 27, 2010		 Xiaohui Gao, Hong Kong University, "Investor Sentiment & Idiosyncratic Risk Puzzle" 103 Business Building
1:30-3:00 p.m.
Monday,
September 20, 2010		 Michael Schill, University of Virginia, Darden, "Why are US Firms Listed in Foreign Markets Worth More?" 124 Business
1:30-3:00 p.m.
Friday,
October 1, 2010		 Shimon Kogan, University of Texas at Austin, "Information Content of Public Firm Disclosures and the Sarbanes-Oxley Act" 103 Business
1:30-3:00 p.m.
Friday,
October 15, 2010		 Jeff Pontiff, Boston College, "Hierarchies and the Survival of POW's during WWII" 103 Business
1:30-3:00 p.m.

Wednesday,
October 26, 2010

 Arthur Korteweg, Stanford, "Emperical Corporate Finance in a Dynamic World" 121 Business
1:30-3:00 p.m.
Friday,
November 12, 2010		 Alex David, University of Calgary, "Investor and Central Bank Uncertainty and Fear Measures Embedded in Index Options" 103 Business
1:30-3:00 p.m.
Friday,
November 19, 2010		 Avri Ravid, Chicago Booth, "Geography and Style in Private Equity Contracting:  Evidence from the U.S. Venture Capital Market" 103 Business
1:30-3:00 p.m.
Monday, November 29, 2010 Bing Liang, University of MA/"Trust and Delegation"

121 Business
1:30-3:00 p.m.

 

 

Spring 2010 Faculty Recruiting Seminars
Date
Spring 2010
 Speaker/Topic
 Room/Time

Friday, January 15, 2010

 Oliver Boguth, UBC, Presenting:" Stochastic Idiosyncratic Volatility, Portfolio Constraints, and the Cross-Section of Stock Returns"

104 Business Building

1:30 p.m.
Monday, January 18, 2010 Mikhail Simutin, UBC, Presenting:  "Excess Cash and Mutual Fund Performance"

120 Business Building

1:30 p.m.
Friday, January 22, 2010 Indraneel Chakraborty, University of Pennsylvania, Presenting:  "Investment and Financing Under Reverse Asset Substitution"

104 Business Building

1:30 p.m.
Monday, January 25, 2010  Alan Crane, University of Texas at Austin, Presenting:  "The Litigation Environment of a Firm and its Impact on Financial Policy"

120 Business Building

1:30 p.m.
Monday, February 1, 2010 Christopher Hrdlicka, University of Chicago, Presents:  "Trading Volume and Time Varying Betas"

126 Business Building

1:30 p.m.
Friday, February 5, 2010 Robert Tumarkin, NYU, Presents:  "How Much Do CEO Incentives Matter?"

104 Business Building

1:30 p.m.
Friday, February 12, 2010 Brett Myers, Purdue University, Presents:  "Union Strikes nd the Impact of Non-financial Stakeholders on Capital Structure"

104 Business Building

1:30 p.m.
Monday, February 15, 2010  Xiaolu Wang, University of Toronto, Presents:  "On Time Varying Mutual Fund Performance"

126 Business Building

1:30 p.m.
Wednesday, February 24, 2010 Alberto Manconi, INSEAD, Presents:  "Dividend Signaling and Pecking Order When “Style”
Is All That Matters"

214 Business Building

1:30 p.m.
Spring 2010 Faculty Research Seminars
Date
Spring 2010
 Speaker/Topic
 Room/Time
Friday, March 19 Sreedhar Bharath, Finance Faculty Recruit, Presenting:  "Liquidity Risk of Corporate Bond Returns"

104 Business Building 

1:30 p.m.
Friday, March22 Heber Farnsworth, Washington State-St. Louis, Presenting:  Reputation and Portfolio Management Contracts"

104 Business Building

1:30 p.m.
Friday, March 26  Tobias Muhlhofer, Indiana University,
*Joint Seminar with the Institute for Real Estate Studies*		 104 Business Building
1:30 p.m.
Friday,
April 9		 Alex Edmans, Wharton,
Presenting: "Risk and the CEO Market:  Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEO's?*"		 104 Business Building
1:30 p.m.
Monday, April 12 Nick Barberis, Yale, Presenting:  "Realization Utility" 120 Business Building
1:30 p.m.
Monday,
April 19
 Jessica Wachter, Wharton, Presenting: "Does Time-Varying Risk of Rare Disasters Aggregate Stock Market Volatility?"
 121 Business Building
1:30 p.m.
Fall 2009 Faculty Research Seminars
Date
Fall 2009
 Speaker/Topic
 Room/Time
Friday, September 4
 Scott Joslin, MIT,
Presenting: "Generalized Transform Analysis of Affine Processes and Asset Pricing Applications".
 103 Business
1:30 p.m.
Friday, September 11 Marco Rossi, PSU Finance Department Graduate Student, Presenting: "Realized Volatility, Liquidity, and Credit Risk". 103 Business
1:30 p.m.
Friday, September 18 Chris Malloy, Harvard,
Presenting:  "Do Powerful Politicians Cause Corporate Downsizing?".		 103 Business
1:30 p.m.
Monday,
October 5
 Paolo Fulghieri, UNC, Presenting: "Size and Scope of Human Capital Intensive Firms".
 206
Business
1:30 p.m.
Friday, October 9  Jean Helwege, PSU Finance Department Associate Professor, Presenting:  "Fallen Angels and Price Pressure". 103 Business
1:30 p.m.
Friday,
October, 30
 Michael Roberts, Wharton, Presenting: "Do Firms' Financing Decisions Affect One Another"
 103 Business
1:30 p.m.
Friday, November 6 Rachel Graefe-Anderson, PSU Finance Department Visiting Assistant Professor, Presenting: "CEO Turnover and Compensation: An Empirical Investigation". 103 Business
1:30 p.m.
Friday,
November 13
 John Graham, Duke, Presenting: "Capital Allocation and Delegation of Decision-Making Authority within Firms". 103 Business
1:30 p.m.
Friday, November 20  Lubomir Petrasek, PSU Finance Department Graduate Student, Presenting: "The Effects of Multimarket Trading on Corporate Bond Prices and Liquidity".  103 Business
1:30 p.m.
Friday, December 4
 Amy Dittmar, University of Michigan,
Presenting: "The Changing of the Boards:  The Value Effect of a Massive Exogenous Shock".
 103 Business
1:30 p.m.
Friday, December 11
 Veronika Pool, Indiana University,
Presenting: "Predicting Hedge Fund Fraud".		 103 Business
1:30 p.m.
Spring 2009 Faculty Research Seminars
Date
Spring 2009
 Speaker/Topic
 Room/Time
Friday, January 16
 Dawin Choi, Yale, Presenting: "Ommitted Markets, Idiosyncratic Risk, and the Cross-Section of Stock Returns"
 104 Business, 1:30 p.m.
Friday, January 23
 Jack Bao, MIT, Presenting:  "Structural Models of Default and the Cross-Section of Corporate Bond Yield Spreads"
 104 Business, 1:30 p.m.
Friday, February 6
 Bumjean Sohn, North Carolina at Chapel Hill, Presenting: "Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors"
 104 Business, 1:30 p.m.
Monday, February 9
 Usman Ali, Yale, Presenting: "Analysts’ Use of Public Information and the Profitability of their Recommendation Revisions"
 218 Business, 1:30 p.m.
Monday, February 16
 Anisha Ghosh, The London School of Economics and Political Science, Presenting: "Asset Pricing with Regime Shifts in Consumption and Dividend Growth"
 218 Business, 1:30 p.m.
Friday, February 27
 Jaewon Choi, New York Univeristy, Presenting: "Back to Basics:  The Impact of Financial Leverage on Asset Pricing"
 104 Business
1:30 p.m.
Friday, April 3
 Henock Louis, PSU Accounting Department, Presenting: "Growth in Housing Prices and Capital Asset Mispricing"

 

 104 Business
1:00 p.m.
Friday, April 10
 Michel Robe, Kogod School of Business, American University, Presenting: "Fundamental, Trader Activity and Derivative Pricing" 104 Business
1:30 p.m.
Fall 2008 Research Seminars
Date Fall 2008 Speaker/Topic Room/Time
Friday, Oct. 3 Lu Zhang, University of Michigan, Presenting: "Neoclassical Factors" 103 Business, 1:30 p.m.
Friday, Oct. 17 Claudio Loderer, Bern, Presenting: "The Corporate Chronos Syndrome" 103 Business, 1:30 p.m.
Friday, Oct. 24 Darius Miller, SMU, Presenting: "Escape from New York: The Market Impact of SEC Rule 12h-6" 103 Business, 1:30 p.m.
Friday, Nov. 7 Laura Starks, UT at Austin, Presenting: "Behind the Scenes: The Corporate governance Preferences of Institutional Investors"
Rescheduled, TBA		 103 Business, 1:30 p.m.
Friday, Nov. 14

Amy Dittmar, University of Michigan, Presenting: "Bright Side of Bidder Competition"

Rescheduled, TBA

 103 Business, 1:30 p.m.
Friday, Nov. 21 Itay Goldstein, Wharton/"Market Based Corrective Actions" 103 Business, 1:30 p.m.
Friday, Dec. 5 Eitan Goldman, Indiana/TBA 103 Business, 1:30 p.m.
Spring 2008 Research Seminars
Date
Spring 2008		 Speaker/Topic Room/Time
Friday, Jan. 18 Joel Vanden, Dartmouth University "Asset Substitution and Structured Financing" 104 Business, 1:30 p.m.
Friday, Jan. 25 Peter Iliev, Brown University "The Effect of the Sarbanes-Oxley Act (Section 404)*" 104 Business, 1:30 p.m.
Monday, Jan. 28 Julio Cacho-Diaz, Princeton University "Identification and Inference of Jumps Using Hedge Fund Returns" 218 Business, 1:30 p.m.
Friday, Feb. 1 Jared Williams, Northwestern University "The Effects of a False Consensus in Financial Markets" 104 Business, 1:30 p.m.
Monday, Feb. 4 Evan Dudley, University of Rochester "Intermittent Investment and Capital Structure" 218 Business, 1:30 p.m.
Wednesday, Feb. 13 Jennie Bai, University of Chicago "Equity Premium Predictions with Adaptive Macro Indices" 120 Business, 1:30 p.m.
Friday, Feb. 15 Matt Cain, Purdue University "The Information Content of Fairness Opinions in Negotiated Mergers" 104 Business, 1:30 p.m.
Monday, Feb. 18 Denis Sosyura, Yale University "Marketing Incentives and Mutual fund Portfolio Choice" 124 Business, 1:30 p.m.
Monday, Feb. 25 David Dicks, Northwestern University "Executive Compensation, Incentives, and the Role for Corporate Governance Regulation" 218 Business, 1:30 p.m.
Friday, May 1 David Reeb, Temple University "Agency Costs of Competitor Profiling" 104 Business, 1:30 p.m.
2007 Fall Research Seminars
Date Speaker/Topic Room/Time
Friday, Sept. 14 David Robinson, Duke University, "Strategic Alliances, Venture Capital, and the Going Public Decision"
103 Business, 1:30 p.m.
Friday, Sept. 21 Jeff Wurgler, New York University, "Catering Through Nominal Share Prices" 103 Business, 1:30 p.m.
Friday, Sept. 28 Audra Boone, University of Kansas, "Do Private Equity Consortiums Impede Takeover Competition" 103 Business, 1:30 p.m.
Friday, Oct. 5 George Comer, Georgetown University, "On Equity and Fixed Income Investing Styles: A Look at Hybrid Mutual Funds" 103 Business, 1:30 p.m.
Monday, Oct. 22 Mitchell Warachka, Singapore Management University, "TBA" 115 Business, 1:30 p.m.
Friday, Nov. 2 Kathleen Hanley, S.E.C., "Strategic Disclosure and the Pricing of Initial Public Offerings" 103 Business, 1:30 p.m.
Friday, Nov. 16 Wei Jiang, Columbia University, "Payof Complementarities and Financial Fragility: Evidence from Mutual Fund Outflows" 103 Business, 1:30 p.m.
Friday, Nov. 30 Greg Duffee, University of California, Berkeley, "Forecasting with the Term Structure: The Role of No-Arbitrage"
 103 Business, 1:30 p.m.
Friday, Dec. 14 (Fri)
 Ilya Strebulaev, Stanford University, "TBA"
103 Business, 1:30 p.m.
2007 Spring Research Seminars
Date Speaker/Topic Room/Time
Monday, Jan. 15 Mark Chen, University of Maryland, "The Role of Advisory Services in Proxy Voting" 106 Business, 1:30 p.m.
Friday, Jan. 19 Xin Huang, Duke University, "Financial Market Volatility and Jumps" 106 Business, 1:30 p.m.
Monday, Jan. 22 Scott Joslin, Stanford University, "Pricing and Hedging Volatility Risk in Fixed Income Markets" 214 Business, 1:30 p.m.
Friday, Jan. 26 Anh Le, New York University, "Separating the Components of Default Risk: A Derivative-Based Approach" 106 Business, 1:30 p.m.
Monday, Jan. 29 Ken Ahern, University of California, Los Angeles, "Markets Talk, Firms Listen: The Dynamics of Repeat Acquirers" 214 Business, 1:30 p.m.
Monday, Feb. 5 Brandon Julio, University of Illinois, "Debt Overhang and Repurchases" 214 Business, 1:30 p.m.
Friday, Feb. 9 Erica Li, University of Rochester, "Corporate Governance, the Cross Section of Returns, and Financing Choices" 106 Business, 1:30 p.m.
Monday, Feb. 12 (Mon) Chris Parsons, University of Texas, Austin, "Board Support, CEO Compensation and Information Production" 214 Business, 1:30 p.m.
Friday, Feb. 16 Fenghua Song, Washington University, St. Louis, "CEO Longevity and Corporate Performance: Theory and Evidence on the Bright and Dark Sides of Leadership Continuity" 106 Business, 1:30 p.m.
Monday, Feb. 19 Nishant Dass, INSEAD, "TBA" 120 Business, 1:30 p.m.
2006 Fall Research Seminars
Date Speaker/Topic Room/Time
Sept. 8 (Fri) Harold Mulherin, University of Georgia, "Do Auctions Induce a Winner's Curse? New Evidence from the Corporate Takeover Market" 103 Business, 1:30 p.m.
Sept. 15 (Fri) Brent Ambrose, Penn State University, "Screening for Moral Hazard and Adverse Selection: Evidence from the Home Equity Market" 103 Business, 1:30 p.m.
Sept. 22 (Fri) Daniel Smith, Simon Fraser University, "Risk and Return in Stochastic Volatility Models: Volatility Feedback Matters!"
 103 Business, 1:30 p.m.
Sept. 29 (Fri) Carl Ullrich, Penn State University, "Constrained Capacity and Equalibrium Forward Premia in Electricity Markets" 103 Business, 1:30 p.m.
Oct. 6 (Fri) William Schwert, University of Rochester, "The Variability of IPO Initial Returns" 103 Business, 1:30 p.m.
Oct. 20 (Fri) Ronald Masulis, Vanderbilt University, "Seasoned Equity Offerings: quality of Accounting Information and Expected Flotation Costs" 103 Business, 1:30 p.m.
Nov. 3 (Fri) Micah Officer, University of Southern California, "Dividend Policy, Dividend Initiations, and Governance" 103 Business, 1:30 p.m.
Nov. 10 (Fri) Wayne Guay, University of Pennsylvania, "How High is U.S. CEO Pay? A Comparison with U.K. CEO Pay" 103 Business, 1:30 p.m.
Nov. 17 (Fri) Robert Parrino, University of Texas at Austin, "Capital Market Conditions and the Volume and Pricing of Private Equity Sales" 103 Business, 1:30 p.m.
Dec. 1 (Fri) Jeffrey Pontiff, Boston College, "Investment Taxation and Portfolio Performance" 103 Business, 1:30 p.m.
2006 Spring Research Seminars
Date
Speaker/Topic Room/Time
Jan. 23 (Mon) Craig Brown, University of Michigan, "Self-Dealing in Securities Issuance" 126 Business, 1:30 p.m.
Jan. 27 (Fri) Diego Garcia, Dartmouth University, "Information Acquisition and Mutual Funds" 103 Business, 1:30 p.m.
Jan. 30 (Mon) Neal Galpin, Indiana University, "The Disciplining Role of External Financing" 126 Business, 1:30 p.m.
Feb. 3 (Fri) Arne Staal, Northwestern University, "Mutual Fund Performance, Risk Exposures, and the Business Cycle" 103 Business, 1:30 p.m.
Feb. 6 (Mon) Radha Gopalan, University of Michigan, "Large Shareholder Trading and Takeovers: The Disciplinary Role of Voting With Your Feet" 126 Business, 1:30 p.m.
Feb. 10 (Fri) Rong Wang, "Executive Incentives and Financial Constraints," Washington University 103 Business, 1:30 p.m.
Feb. 13 (Mon) Eric Neis, "Liquidity and Municipal Bonds," UCLA 126 Business, 1:30 p.m.
Feb. 17 (Fri) Vivian Wang, Yale University 103 Business, 1:30 p.m.
Feb. 20 (Mon) Qin Lei, University of Michigan 126 Business, 1:30 p.m.
Feb. 24 (Fri) Mirela Predescu, University of Toronto 103 Business, 1:30 p.m.
Fall 2005
Date Speaker Room/Time
Sept. 2 (Fri) Wayne Ferson, Boston College 103 Business, 1:30 p.m.
Sept. 9 (Fri) Fan Yu, University of California, Irvine 103 Business, 1:30 p.m.
Sept. 16 (Fri) Bill Maxwell, University of Arizona 103 Business, 1:30 p.m.
Sept. 23 (Fri) Robert Marquez, University of Maryland 103 Business, 1:30 p.m.
Sept. 26 (Mon) Roger Huang, Notre Dame 215 Business, 1:30 p.m.
Oct. 5 (Wed) Ekkehart Boehmer, Texas A & M 218 Business, 1:30 p.m.
Oct. 21 (Fri) Susan Christoffersen, McGill University 103 Business, 1:30 p.m.
Oct. 28 (Fri) John McConnell, Purdue University 103 Business, 1:30 p.m.
Nov. 4 (Fri) Sattar Mansi, Virginia Tech University 103 Business, 1:30 p.m.
Nov. 11 (Fri) Charlie Hadlock, Michigan State University 103 Business, 1:30 p.m.
Nov. 18 (Fri) Jeff Busse, Emory University 103 Business, 1:30 p.m.
Dec. 2 (Fri) Seongyeon Lim, DePaul University 103 Business, 1:30 p.m.
Dec. 9 (Fri) Ozgur Demirtas, Baruch College 103 Business, 1:30 p.m.
Spring 2005
Date Speaker Room/Time
Jan. 28 (Fri) David Smith, University of Minnesota 807-A BAB, 1:30 p.m.
Jan. 31 (Mon) Steven Jordan, Yale University 201 BAB, 11:00 a.m.
Feb. 4 (Fri) Jay Hartzell, University of Texas 807-A BAB, 1:30 p.m.
Feb. 14 (Mon) Michael Cooper, Purdue University 807-A BAB, 10:00 a.m.
Feb. 18 (Fri) Hadiya Aslan, Cornell Univresity 207 BAB, 1:30 p.m.
Feb. 21 (Mon) Antje Berndt, Cornell University 807-A BAB, 1:30 p.m.
March 14 (Mon) Jessica Wachter, University of Pennsylvania 807-A BAB, 1:30 p.m.
March 25 (Fri) Jun Liu, University of California, Los Angeles 208 BAB, 1:30 p.m.
April 4 (Mon) Olesya Grishchenko, New York University 201 BAB, 1:30 p.m.
April 8 (Fri) Eric Ghysels, University of North Carolina 807-A BAB, 1:30 p.m.
April 15 (Fri) Haitao Li, Cornell University 807-A BAB, 1:30 p.m.
April 22 (Fri) Li Jin, Harvard University 807-A BAB, 1:30 p.m.
Fall 2004
Date Speaker Room/Time
Sept. 15 (Wed) Laura Field, Penn State University 807-A BAB, 12:00 pm
Sept. 24 (Fri) Armando Gomes, University of Pennsylvania 208 BAB, 1:30 pm
Oct. 1 (Fri) Yihong Xia, University of Pennsylvania 208 BAB, 1:30 pm
Oct. 11 (Mon) Paul Ehling, Penn State University 208 BAB, 12:00 pm
Oct. 15 (Fri) Mark Lipson, University of Georgia 807-A BAB, 1:30 pm
Oct. 22 (Fri) John Wald, Penn State University 807-A BAB, 12:00 pm
Oct. 29 (Fri) Xiaoyun Yu, Indiana University 208 BAB, 1:30 pm

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