Personal tools
 

Previous Seminars

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

Previous Seminars

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

Back to Center for the Study of Financial Markets

Document Actions