 |
|
|
The 1998-1999
seminar schedule and earlier years are currently available. The Yale Economics
Department Macro-Economics
Workshop has Finance-related papers of interest as well.
2005 - 2006
2004 - 2005
2003 - 2004
2002 - 2003
2001 - 2002
2000 - 2001
1999 - 2000
Finance and Accounting Seminar
2005 - 2006
|
| Fall 2005 |
| Friday, September 9th* |
René Stulz, Ohio University
Why do firms become widely held? An analysis oft he dynamics of corporate ownership
|
| Friday, September 16th |
Josh Coval, Harvard Business School
Asset Fire Sales (and Purchases) in Equity Markets
|
| Friday, September 23rd* |
Doug Diamond, University of Chicago
Money in a theory of banking
|
| Friday, September 30th |
Doron Avramov , University of Maryland
Momentum and credit rating
|
| Friday, October 7th |
Yale School of Management 2nd Annual Investment Management Conference
More Information >>
|
| Friday, October 14th |
Matt Richardson, New York University
The myth of long-horizon predictability
|
| Friday, October 21st* |
Gideon Saar, Cornell University
Individual investor trading and stock returns
|
| Friday, October 28th |
Deniz Yavuz, PhD student, Yale University
Do Regulations Matter? Wealth Redistribution and the Cost of Equity
|
| Friday, November 4th |
Vivian Wang, PhD student, Yale University
Stock Return dynamics under earnings management
|
| Friday, November 11th |
Veterans Day, No Seminar
|
| Friday, November 18th |
Behavioral Finance Conference
|
| Friday, November 25th |
Thanksgiving Recess, No Seminar
|
| Friday, December 2nd |
Five-Star Conference, New York University
|
| Friday, December 9th |
Seminar Cancelled
|
| December 20 - January 17 |
Winter Recess
|
| Spring 2006 |
| Friday, January 20th |
Rajnish Mehra, University of California, Santa Barbara
Junior is Rich: Bequests as Consumption
|
| Friday, January 27th |
Adriano Rampini, Northwestern University
Leasing, Ability to Repossess and Debt Capacity
|
| Friday, February 3th |
Lu Zhang, University of Rochester
Anomalies
|
| Friday, February 10th |
Cancelled
|
| Friday, February 17th |
Lu Zheng, University of Michigan
Unobserved Actions of Mutual Funds
|
| Friday, February 24th |
Christine Parlour, Carnegie Mellon University
Credit Risk Transfer
|
| March 3 - 20 |
Spring Recess
|
| Friday, March 24th |
Tom Berglund, Swedish School of Economics
Do Foreign Investors Feel Threatened by Reduced Profitability?
|
| Friday, March 31st |
Cancelled
|
| Friday, April 7th |
Henri Servaes, London Business School
Mutual Funds Fees Around the World
|
| Friday, April 14th |
Good Friday - No Seminar
|
| Friday, April 21st |
Cancelled
|
| Friday, April 28th |
Marianne Bertrand, University of Chicago
Does Corruption Produce Unsafe Drivers?
|
| Friday, May 5th |
Roman Inderst, INSEAD, France
CEO Compensatioin and Strategy Inertia?
|
| Friday, May 19/May 22 |
University Commencement
|
|
Finance and Accounting Seminar
2004 - 2005 |
| Summer 2004 |
| Thursday, August 5th* |
Sheena Sethi - Iyengar, Columbia
|
| Monday, August 23rd* |
David Dunning, Cornell
Do people trust too much or too little? A psychological perspective
|
| Fall 2004 |
| Friday, September 3rd |
Andrea Frazzini, Yale
The Disposition Effect and Under-reaction to News
|
| Friday, September 10th |
Lubos Pastor, Chicago GSB
Was there a NASDAQ Bubble in the Late 1990s?
|
| Friday, September 17th |
Belen Villalonga, Harvard
How do family ownership, control and management affect firm value?
|
| Friday, September 17th |
No Seminar
|
| Friday, October 1st |
Ray Fisman, Columbia University
Governance and CEO turnover: Do something or do the right thing
|
| Friday, October 8th |
Sebastian Galiani, University of San Andres (Argentina)
Effects of Land Titling
|
| Friday, October 15th |
Jessica Wachter, Wharton
Why is long-horizon equity less risky? A duration-based explanation of the value premium
|
| Friday, October 22nd |
Joel Hasbrouck, New York University
Trading costs and returns for US equities: the evidence from daily data
|
| Friday, October 29th |
Brad Barber, UC Davis
Who loses from trade? Evidence from Taiwan
|
| Friday, November 5th |
Alexander Llundqvist, New York University
Conflicts of Interest in Sell-side Research and The Moderating Role of Institutional Investors
|
| Friday, November 12 -13th |
Behavioral Science Conference - Yale SOM
|
|
Sudhakar V. Balachandran, Columbia University**
Do voting rights Matter : Evidence from the adoption of equity-based compensation plans (Accounting)
|
| Friday, November 19 -29th |
Thanksgiving Recess (No Seminar)
|
| Friday, December 3rd |
Jeff Wurgler, New York University
Can mutual fund managers pick stocks? Evidence from their trades prior to earnings announcements
|
| Friday, December 3rd |
Shiva Rajagopal, University of Washington
The Economic Implications of Corporate Financial Reporting(Accounting)
|
|
Five Star Conference, NYU
|
| Wednesday, December 15th |
Lauren Cohen, University of Chicago***
Loyalty Based Portfolio Choice - Eli Seminar
|
| December 21 - January 2 |
Winter Recess (No Seminar)
|
| Spring 2005 |
| Friday, January 14th |
Christian Leuz, Wharton
Why do Firms go Dark? Causes and Economic Consequences of Voluntary SEC Deregistrations (Accounting)
|
| Wednesday, January 19th |
Amir Sufi, MIT
Agency and Renegotiation in Corporate Finance: Evidence from Syndicated Loan
(Eli Seminar)
|
| Friday, January 21st |
Daniel Paravisini, MIT
Constrained Banks, Constrained Borrowers
The Effects of Bank Liquidity on the Availability of Credit (Eli Seminar)
|
| Monday, January 24th |
Hongjun Yan
Natural Selection in Financial Markets:
Does It Work? (Eli Seminar)
|
| Wednesday, January 26th |
Efram Benmelech, Chicago
Asset Salability and Debt Maturity:
Evidence from 19th Century American Railroads (Eli Seminar)
|
| Friday, January 28th |
James Choi, Harvard
Extrapolative Expectations and the Equity Premium (Eli Seminar)
|
| Wednesday, February 2nd |
Shimon Kogan, Berkeley
Distinguishing Bounded Rationality from Overconfidence in Financial Markets - Theory
and Experimental Results (Eli Seminar)
|
| Friday, February 4th |
Steve Huddart, Penn State
Jeopardy, Non-Public Information, and Insider Trading Around SEC 10-K and 10-Q Filings (Accounting)
|
| Friday, February 4th |
Atif Mian, Chicago GBS
Do Lenders Favor Politically Connected Firms?
Rent Provision in an Emerging Financial Market (Accounting)
|
| Friday, February 11th |
Geert Bekaert, Columbia
Growth Volatility and Financial Liberalization
|
| Friday, February 18th |
Stewart Myers, MIT
A Theory of Takeovers and Disinvestment
|
| Friday, February 25th |
Gary Gorton, Wharton
Bank Credit Cycles
|
| March 4 - 21 |
Spring Recess
|
| March 25th |
Good Friday (No Seminar)
|
| Friday, April 1st |
Maureen O'Hara, Cornell
Regulation and Return: The Role of Ambiguity
|
| Friday, April 8th |
Stijn Claessens, World Bank
Accessing International Equity Markets: What Firms from Which Countries Go Abroad?
|
| Friday, April 15th |
Campbell Harvey, Duke
Survey and Field Research in Finance: Miscalibration and Corporate Actions
|
| Friday, April 22nd |
No Seminar
|
| Friday, April 29th |
Kenneth Froot, HBS
Equity Style Returns and Institutional Investor Flows
|
| Friday, May 6th |
Conference on Behavioral Finance for the Quantitative Equity Practitioner
at Yale School of Management
|
| Friday, May 13th |
Pascal Maenhout, INSEAD
Option-Implied Correlations and the Price of Correlation Risk
|
|
|
Finance and Accounting Seminar
2003 - 2004 |
| Fall 2003 |
| Friday, September 19th |
Hong Zhang (Dissertation Proposal)
Dynamic
Beta, Time- Varying Risk Premium, and Momentum
|
| Wednesday, September 24th** |
Marco pagano, University of Salerno
The
Political Economy of Corporate Governance
|
| Friday, October 3th |
Bjorn Jorgensen, Columbia University
Disclosure,
Betas and Information Quality (Accounting)
|
|
Marios Panayides (PhD candidate, statistics department)***
The
Specialist's Participation in Quoted Prices and NYSE's Price Continuity
Rule (Dissertation Proposal)
|
| Friday, October 10th |
Mitchell Petersen, Kellogg
Does
the Source of Capital Affect Capital Structure?
|
| Friday, October 17th** |
Lily Qiu (Dissertation Proposal)
Which
Institutional Investors Monitor?
|
| Friday, October 24th* |
Akiko Fujimoto (Dissertation Proposal)
Macroeconomic
Sources of Systematic Liquidity |
|
Sugata Roychowdhury, MIT
Management
of Earnings through the Manipulation of Real Activities that affect cash
flow from operations (Accounting) |
| Friday, October 31st |
Gerard Hoberg (Dissertation Proposal)
Strategic
Underwriting in Initial Public Offers |
| Friday, November 7th |
Joost Driessen, University of Amsterdam
A
Portfolio Perspective On Option Pricing
Anomalies |
| Friday, November 14st |
John Core, Wharton
When
efficient contracts require risk-averse executives to hold equity: Implication
for option valuation, for relative performance evaluation, and for corporate
governance debate (Accounting) |
| Friday, November 21st |
Hiu Ou - Yang, Duke University
Incentives
and Performance in the Presence of Wealth Effects and Endogenous Risk
|
| Friday, December 5th |
Five Star Conference, New York University
|
| Friday, December 12th |
Kose John, New York University
A Theory of Comparative Corporate Governance
Institutions,
Markets and Growth: A Theory of Comparative Corporate Governance
Design
of Corporate Governance |
| Wednesday, December 17th** |
Heather Elise Tookes, Cornell University
Information,
Trading and Market Interactions: Cross_Sectional Implications of Insider
Trading |
| Spring 2004 |
| Wednesday, January 14th |
Motohiro Yogo , Harvard
A Consumption-based Explanation of Expected Stock Returns |
| Friday, January 16th |
Stefan Nagel , Harvard
Trading Rules and Trading Volume |
| Wednesday, January 21st |
Stavros Panageas , MIT
Speculation, OverPricing and Investment - Theory and Empirical Evidence
|
| Wednesday, January 28th |
Vinay Nair, New York University
Corporate Governance and Internal Organization |
| Friday, January 30th |
James Vickery, MIT
Corporate Risk Management and the Structure of Loan Contracts |
| Friday, February 20th |
Nick Barberis, University of Chicago
Individual Preferences, Monetary Gambles and the Equity Premium |
| Friday, February 27th |
Murillo Campello, University of Illinois at Urbana-Champaign
Financial
Constraints, Asset Tangibility and Corporate Investment |
| Wednesday, March 17th |
Enrico Perotti, University of Amsterdam
Circulation of Ideas: Firms versus Markets |
| Friday, March 26th |
Steve Brown, New York University
Double
or Nothing: Pattern of Equity Fund Holdings and Transactions |
| Friday, April 2nd |
Ken French, Dartmouth
Financing Decisions: Who Issues Stock? |
| Friday, April 16th |
Edward Glaeser, Harvard**
Why
is Manhattan So Expensive? Regulation and the Rise in House Prices |
| Friday, April 23rd |
Charles Wasley, University of Rochester
Research
Design Issues and Related Inference Problems Underlying Tests of the Market
Pricing of Accounting Information |
| Friday, April 30th |
Jonathan Berk, University of California - Berkeley
A Rational Model
of the Closed-End Fund Discount |
| Friday, May 7th |
René Stulz , Ohio State University
Why
do Country Characteristics matter so much for Corporate Governance?
|
|
Froystein Gjesdal, University of Florida****
A
Steady State Growth Valuation Model: A Note on Accounting and Valuation
(Accounting) |
| Friday, May 14th |
Lucian Bebchuk, Harvard Law School
The
Costs of Entrenched Boards
Powerpoint
Presentation - The Costs of Entrenched Boards |
| Friday, May 28th |
Chongfeng Wu, Shanghai Jiaotong University
Capital
Asset Pricing Model Integrating both Firm and Market |
All seminars will be held in Room A53 with the following exceptions
*Room A51
**Room B60
***Room A60
****Horchow Seminar Room
Yale School of Management
Finance and Accounting Seminar
2002-2003
11:30am-12:30pm
| Fall 2002 |
| Friday, September 6th |
Dan Bernhardt, University of Illinois-Urbana
Analysts compensation and
forecasts: theory, tests, and evidence
Who
herds? |
| Friday, September 13st |
Sydney Ludvigson, NYU
Expected
Returns and Expected Dividend Growth |
| Friday, September 20th* |
Paola Sapienza, Kellogg
The
Real Effects of Investor Sentiment |
| Friday, September 27th |
Asli Demirguc-Kunt, World Bank
Financial
and Legal Constraints to Firm Growth: Does Size Matter? |
| Friday, October 4th |
Brian Hall, Harvard
Managing
Option Fragility |
| Friday, October 11th |
Oleg Bondarenko, University of Illinois – Chicago
Statistical Arbitrage and
Securities Prices |
| Friday, October 18th* |
Holger Mueller, NYU
Credit
Risk Analysis and Security Design |
| Friday, October 25th |
Ravi Jagannathan, Kellogg
Risk
Reduction in Large Portfolios: Why Imposing the Wrong Constraint Helps
|
| Friday, November 1st |
Reena Agarwal, Georgetown
Portfolio
Preferences of Foreign Institutional Investors |
| Friday, November 8th |
Shyam V. Sunder, Kellogg**
Investor
Access to Conference Call Disclosures: Impact of Regulation Fair Disclosure
on Information Asymmetry |
| Friday, November 15th* |
Anna Pavlova, MIT
Offsetting
the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management
|
| Friday, November 22nd |
Peter Blair Henry, Stanford
Risk
Sharing and Asset Prices: Evidence from a Natural Experiment |
| Monday, December 2nd |
Harrison Hong, Stanford U |
| Friday, December 6th |
Jere Francis, University of Missouri** |
| Tuesday, December 10th |
Jeremy Stein, Harvard University
When
Does the Market Matter? Stock Prices and the Investment of Equity-Dependent
Firms |
| Friday, December 13th |
Dan Gode, NYU**
Inferring
the Cost of Capital Using the Ohlson-Juettner Model |
| |
| Spring 2003 |
| Friday, January 10th |
Christopher Malloy, UChicago |
| Friday, January 17th |
Yuhang Xing, ColumbiaU
Firm
Investments and Expected Equity Returns |
| Friday, January 24th |
Jose Liberti, UChicago
Initiative,
Incentives and Soft Information
How Does Delegation Impact the Role of Bank Relationship Managers?
|
| Tuesday, January 28th |
Lily Fang, Wharton
Investment
Bank Reputation and the Price and Quality of Underwriting Services |
| Thursday, January 30th |
Robert Novy-Marx, Berkeley
An
Equilibrium Model of Investment Under Uncertainty |
| Friday, January 31th |
TBA |
| Monday, February 3rd |
Antti Petajisto, MIT
What
Makes Demand Curves for Stocks Slope Down? |
| Wednesday, February 5th |
Lance Young, Rochester
Trading
Activity, Price Patterns and Overreaction |
| Friday, February 7th |
Paul Chaney, Vanderbilt**
The
Price-Earnings Relation in Troubled Times: The Case of Arthur Andersen
|
| Friday, February 14th* |
Tuomo Vuolteenaho, Harvard University
Bad
Beta, Good Beta |
| Friday, February 21st |
Rajnish Mehra, UC-Santa Barbara
Junior
Must Pay: Pricing the Implicit Put in Privatizing Social Security
|
| Friday, February 28th |
Markus Brunnermeier, Princeton
Optimal
Expectations |
| Thursday, March 6th |
Conference on
the History of Financial Innovations |
| Friday, March 7th |
Conference on
the History of Financial Innovations |
| Friday March 28th |
Raman Uppal, London Business School
Ambiguity
Aversion and the Puzzle of Own-Company Stock in Pension Plans |
| Friday, April 4th |
Suleyman Basak, London Business School
Risk
Management with Benchmarking |
| Friday, April 11th |
Ray C. Fair, Yale University
Risk
Aversion and Stock Prices |
| Friday, April 25th |
Darius Palia, Rutgers
The
Joint Effect of Relationship Lending on Loan Interest Rates, Collateral,
and Fees: Evidence From Small Business Data |
| Friday May 2nd |
Francis Longstaff, UCLA
Optimal
Recursive Refinancing and the valuation of Mortgage-Backed Securities.
|
| Friday, May 9th |
Roni Michaely, Cornell
Expected
Return and Asset Pricing |
| Friday, May 16th |
Stephen LeRoy, University of California - Santa Barbara
Rational Exuberance |
| Friday, May 23th |
Toni Bernardo, UCLA
Capital
budgeting in multi-division firms: Information, agency, and incentives |
All seminars will be held in Room A53 with the following exceptions
*Room B60
**Accounting seminars
Yale School of Management
Finance and Accounting Seminar
2001-2002
11:30am to 1:00pm
Room A53
| Fall 2001 |
| Friday, September 14th |
Canceled
Rescheduled for Friday, October 5th |
| Friday, September 21st |
Tano Santos, Chicago
Referrals |
| Friday, September 28th |
Andrew Metrick, Wharton
Corporate
Governance and Equity Prices |
| Friday, October 5th |
Owen Lamont, Chicago
Short
Sale constraints and stock returns |
| Friday, October 12th |
Paolo Fulghieri, INSEAD |
| Friday, October 19th |
Randall Mørck, U. Alberta
Value
Enhancing Capital Budgeting and Firm-Specific Stock Returns Variation |
| Friday, October 26th |
Abraham Ravid, Rutgers
The
Effect of Leverage on Bidding Behavior: Theory and Evidence from the FCC
Auctions |
| Friday, November 2nd |
Stefan Reichelstein, Stanford**
Stock
Price, Earnings and Book Value in Managerial Performance Measures |
| Friday, November 9th |
Francis Longstaff, UCLA (canceled) |
| Friday, November 30th* |
Doug-Hyun Ahn, UNC-Chapel Hill
Portfolio
Performance Measurement: A Martingale Approach |
| Friday, December 7th |
Simon Gervais, Wharton
Delegated
Monitoring of Fund Managers: an Economic Rationale |
| Friday, December 14th |
Steve Kaplan, Chicago
Characteristics,
Contracts, and Actions: Evidence from Venture Capitalist Analyses |
| Winter Recess,
December 21st-January 14th |
| Spring 2002 |
| Friday, January 11th |
Recruiting: Amit Goyal, UCLA
Idiosyncratic
Risk Matters! |
| Tuesday, January 15th |
Recruiting: Nicolae Garleanu, Stanford
Securities
Lending, Shorting, and Pricing |
| Friday, January 18th |
Recruiting: Jeremy Ko, MIT
Counterparty
Disclosures and Concentrations of Risk |
| Friday, January 25th |
Jonathan C. Glover, Carnegie Mellon**
Excessive
intervention, the collusion problem, and information system design |
| Friday, February 1st |
James Dow, London Business School
Active
Agents, Passive Principals: Does High-Powered CEO Compensation Really
Improve Incentives? |
| Tuesday, February 5th |
Recruiting: Martijn Cremers, NYU
Multifactor
Efficiency, State Variables and Bayesian Inference |
| Thursday, February 8th |
Recruiting: Ulrike Malmendier, Harvard
CEO
Overconfidence and Corporate Investment |
| Friday, February 8th |
Andrew Ang, Columbia
Stock
Return Predictability: Is it There? |
| Friday, February 15th |
Darrel Duffie, Stanford
Valuation
in Dynamic Bargaining Markets |
| Tuesday, February 19th |
Recruiting: Lian Peng, Duke
Learning
with Capacity Constraints |
| Friday, February 22nd |
Jeff Busse, Emory
Bayesian
Alphas and Mutual Fund Persistence |
| Friday, March 1st |
Ioannis Karatzas, Columbia
Probabilistic
Aspects of Portfolio Analysis |
| Spring Recess,
March 8th - 24th |
| Friday, April 5th |
Entrepreneurship, Venture Capital, and IPOs
Conference |
| Friday, April 12th |
No seminar |
| Friday, April 26th |
Vojislav Maksimovic, Maryland
Structuring
the Initial Offering: Who to Sell to and How to Do it |
| Tuesday, April 30th |
Robert Bushman, University of North Carolina**
Does
Analyst Following Increase Upon the Restriction of Insider Trading? |
| Friday, May 10th |
Michael Fishman, Northwestern
Optimal
Long-Term Financial Contracting with Privately Observed Cash Flows |
| Friday, May 17th |
Andres Almazan, Texas-Austin
Intra-Industry
Capital Structure Dispersion: How Do Capital Structures Differ Among Competitors? |
| Friday, May 24th |
Ravi Jaganathan, Northwestern |
2000 - 2001
| Fall 2000 |
|
|
| |
|
|
| |
Friday, September 8 |
Maria Vassalou (Columbia)
"News related to future GDP growth as risk
factors in equity returns" |
| |
Friday, September 15 |
Yrjö Koskinen (Stockholm School
of Economics)
"Debt and Information Acquisition in the Presence of a Large Shareholder" |
| |
Friday, September 22 |
Ananth Madhavan (USC)
"Liquidity in an Automated Auction" |
| |
Tuesday, September 26 |
Luis Viceira (Harvard) (MACRO SEMINAR)
"A Multivariate Model of Strategic Asset Allocation" |
| |
Friday, September 29 |
Armando Gomes (Wharton)
"Takeovers and Freezeouts" |
| |
Friday, October 6 |
Andrew Karolyi (Ohio State)
"A New Approach to Measuring International Financial Contagion" |
| |
Friday, October 13 |
Marc Zenner (UNC-Chapel Hill)
"Pay for Peformance? Government Regulation and the Structure of Compensation
Contracts" |
| |
Friday, October 20 |
Joshua Coval (Michigan)
"Do Behavioral Biases Affect Prices?" |
| |
Friday, October 27 |
Steve Grenadier (Stanford)
"Option Exercise Games: An Application to the Equilibrium Investment
Strategies of Firms" |
| |
Friday, November 3 |
Jeremy Stein (Harvard)
"Breadth of Ownership and Stock Returns" |
| |
Friday, November 10 |
BehavioralFinance Conference
|
| |
Friday, November 17 |
Dimitri Vayanos (MIT)
"Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs" |
| |
Friday, December 1 |
Florencio López de Silanes
(Harvard)
"Soft Lending and Hard Landing: Related Lending in Mexico" |
|
Wednesday, December 6 |
Recruiting: Malcolm Baker (Harvard)
"Market Timing and Capital Structure" |
|
Friday, December 8 |
Nick Barberis (Chicago)
"Mental Accounting, Loss Aversion, and Individual Stock Returns" |
|
Wednesday, December 13 |
Evan Gatev (Yale SOM)
"How Do Market Risk Expectations Affect Prices?" |
| |
Friday, December 15 |
Frank X.Diebold (University of Pennsylvania)
"The Distribution of Realized Exchange Rate
Volatility " |
| |
|
|
| |
December 23 -January 15 |
Christmas Break |
| |
|
|
| Spring 2001 |
|
|
| |
|
|
| |
Friday, January 19
|
Recruiting:Lasse Pedersen (Stanford)
"Adverse Selection and Re-Trade"
|
|
Tuesday, January 23
|
Recruiting: Belén Villalonga(UCLA)
(joint with the Strategy group)
"
Does Diversification Cause the 'Diversification Discount' " |
|
Wednesday, January 24
|
Recruiting: Kewei Hou (Chicago)
"Information Diffusion and
Asymmetric Cross-Autocorrelations in Stock Returns" |
| |
Friday, January 26 |
Recruiting: Jennifer Huang (MIT)
"Taxable or Tax-Deferred Account? Portfolio
Decision with Multiple Investment Goals"
|
|
Monday, January 29 |
Recruiting: Li Jin (MIT)
"CEO
Compensation, Diversification, and Incentives "
|
| |
Wednesday, January 31 |
Recruiting: Viral Acharya (NYU)
"A Theory of Systemic Risk and Design
of Prudential Bank Regulation"
|
| |
Friday, February 2 |
Richard Stanton (Berkeley)
"EMM
Estimation of Affine and Nonaffine TermStructure Models"
|
| |
Friday, February 9 |
S. Viswanathan (Duke)
"Financing
Auction Bids"
|
| |
Friday,February
16
|
Conference: "
Financial Systems and Crises" (by invitation only)
Speakers:
Franklin Allen (Wharton): 'Banking and
Markets'
Sheridan Titman (Texas-Austin): 'Feedback
from Stock Prices to Cash Flows'
Geert Bekaert (Columbia):
'Does Financial Liberalization Spur Economic Growth?' |
| |
Friday, February 23
|
Raj Singh (University of Minnesota)
" Optimal Imprecision and Ignorance" |
| |
Friday, March 2 |
Daniel Collins (University of
Iowa)
"Errors in Estimating Accruals:
Implications for Empirical Research" |
| |
Friday, March 23 |
Antonio Bernardo (UCLA) |
| |
Friday, March 30 |
Avner Kalay (Utah)
"Voluntary
Lack of Trade and its Effects on Short Term Information Asymmetry"
|
| |
Friday, April 6 |
Lynne Zucker and Michael Darby (UCLA)
"Going Public WhenYou Can in Biotechnology
"
|
| |
Friday,April 20 |
Yacine Ait-Sahalia
(Princeton)
"The Effects of Discrete and Possibly Random
Sampling on the Estimation ofContinuous-Time Diffusions"
|
| |
Friday,April 27 |
S.P. Kothari (MIT)
"How
Much Do Firms Hedge with Derivatives?"
|
| |
|
|
| |
Friday, May 4 |
Domenico Cuoco
(Wharton)
"Optimal Dynamic Trading Strategies with
Risk Limits"
|
| |
Friday, May 11 |
Maureen O'Hara
(Cornell)
"Information and the Cost of Capital"
|
| |
Friday, May 18 |
Peter Tufano (Harvard) |
| |
|
|
|
|
Noon to 1:00pm
Room A53
Wednesday,
June 13 |
Will Goetzmann
Geert Rouwenhorst |
Long-Term
Global Market Correlations * Word document |
Wednesday,
June 20 |
Roger Ibbotson |
The Supply
of Stock Market Returns |
Wednesday,
June 27 |
Harry Mamaysky |
Interest
rates and the durability of consumption goods |
Wednesday,
July 11 |
Steve Ross |
TBA |
Wednesday,
July 18 |
Zhiwu Chen |
TBA |
Wednesday,
July 25 |
Matthew Spiegel |
A
Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization |
| Wednesday, August 1 |
David DeRosa |
Recent
Inovations in Japanese Monetary Policy |
| Wednesday, August 8 |
Werner Stanzl |
TBA |
| Wednesday, August 15 |
Andrew Jeffrey |
TBA |
The seminars will be held at the School of Management on Fridays from 11:30
to 1:00 pm with the exception of October 15th which is an all-day seminar,
attendance by invitation only, and Wednesday, October 27th which will be held
jointly with the Economics Department at 4:00 p.m. Papers for the talks will
be available from Mary Ann Nelson during the week before the talk or electronically
as indicated.
September
10th* |
Malcom Baker
Harvard |
"The Equity Share in New Issues and Aggregate
Stock Returns" |
September
17th* |
Joel Hasbrouck
NYU |
"Liquidify in the Futures Pits: Inferring Market Dynamics
from Incomplete Data" |
September
24th |
Terrance Odean
UC Davis |
"Online Investors: Do the Slow Die First?" |
October
1st |
Chris Mayer
Wharton |
"Loss Aversion and Seller Behavior: Evidence from the
Housing Market" |
October
8th |
George Constantinides
Chicago |
"Asset Pricing and Heterogeneous Consumers
with Limited Participation: Empirical Evidence" |
October
15th |
Niall Ferguson
(author),
Andrei Shleifer
(Harvard) |
Opening Conference of the International
Center for Finance on "The History of Global Finance" |
October
22nd |
Evan Gatev
Yale |
|
October
27th Joint with Economics |
Francesca Cornelli
LBS/Wharton |
"Risk Arbitrage and Takeover" |
October
29th |
Nagpurnanand Prabhala
|
|
November
5th |
Gur Huberman
Columbia |
|
December
3rd |
Jiang Wang
MIT |
|
December
10th |
John Heaton
Northwestern |
|
*Held at SOM in Room A53
October 15, 1999
October
15th |
8:30
Continental Breakfast |
GM Room, 55 Hillhouse Avenue |
|
9:00-10:15
Larry Neal
University of Illinois |
How
It All Began: The Monetary and Financial Architecture of Europe, 1648-1815 |
|
10:15-10:45
Break |
|
|
10:45-12:00
Niall Ferguson
Oxford University |
War, Revolution and the Bond Market
from the Napoleonic Wars to the First World War |
|
12:00-1:30
Lunch at the Lawn Club |
|
|
1:30-2:45
Andrei Shleifer
Harvard University |
Investor
Protection: Origins, Consequences, Reform |
For further information, please contact Geert Rouwenhorst at geert.rouwenhorst@yale.edu,
203.432.6046 or Mary Ann Nelson at maryann.nelson@yale.edu,
203.432.6015.
Spring 2000
The seminars will be held at SOM in Room A30 and A53 from 11:30 am to 1:00
pm. Lunch will be served. Papers for the talks will be available in Room 103
at 46 Hillhouse Avenue during the week before the talk.
| Tuesday, January 18 |
Werner Stanzl (Eli)
Columbia |
"Arbitrage-free Price Update-and Impact Functions" |
| Friday, January 21 |
Francisco Gomes (Eli)
Harvard |
"Loss Aversion and the Demand for Risky Assets" |
| Tuesday, January 25 |
Jessica Wachter (Eli)
Harvard |
"Optimal Portfolio Allocation for an Investor with
Utility Over Compensation" |
| Friday, January 28 |
Anchada Charoenrock (Eli)
UMichigan |
"The Role of Capital Structure in Tests of Asset-Pricing
Models: Theory and Empirical Evidence" |
| Tuesday, February 1 |
Antoninette Schoar
UChicago |
|
| Friday, February 4 |
Monika Piazzesi (Eli)
Stanford |
An Econometric Model of the Yield Curve
with Macroeconomic Jump Effects" |
| Friday, February 11 |
Heiltor Almeida (Eli)
UChicago |
|
| Friday, February 18 |
Shlomo Benartzi (Eli)
UCLA |
"Why Do Employees Invest Their Retirement
Savings in Company Stock?" |
| Friday, February 25 |
Gregory Willard
MIT |
TBA |
| Friday, March 3 |
Doron Nissim
Columbia |
TBA |
| Friday, March 24 |
Judy Chavalier
UChicago |
TBA |
| Friday, March 31 |
Mark Grinblatt
Yale/UCLA |
TBA |
| Friday, April 7 |
Stephen Penman
Columbia |
TBA |
| Friday, April 14 |
Ken Singleton
Stanford |
TBA |
| Friday, April 28 |
All-day Conference on Market Microstructure
ICF/JMF |
| Friday, May 5 |
Andre Perold
Harvard |
TBA |
| Friday, May 12 |
Dan Collins
U of Iowa |
TBA |
Summer 2000
The seminars will be held at ICF, 46 Hillhouse Avenue, from 12:00 pm to 1:30
pm.
| Wednesday, June 14 |
Will Goetzmann |
TBA |
| Wednesday, June 21 |
Shyam Sunder |
Tour SOM lab in Room B74 |
| Wednesday, June 28 |
Ray Fair |
Events That Shook the Market |
| Wednesday, July 5 |
TBA |
TBA |
| Wednesday, July 12 |
Werner Stanzl |
Optimal Liquidity Trading |
| Wednesday, July 19 |
Antonio Bernardo
UCLA |
TBA |
| Wednesday, July 26 |
Hua He |
Modeling Term Structures of Swap Spreads |
| Wednesday, August 2 |
Jon Ingersoll |
Incentive Stock Options |
| Wednesday, August 9 |
Andrew Jeffrey |
TBA |
| Wednesday, August 16 |
Tanya Beder
Caxton Corporation |
Quantitative Methods in Hedge Funds |
| Wednesday, August 23 |
Matt Spiegel |
TBA |
|
