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PAST CONFERENCES AND SEMINARS
Past Conferences
Lecture by Rakesh Mohan, Deputy Governor, The Reserve Bank of India, Mumbai, "India's
Financial Sector Reforms: Fostering Growth While Containing Risk."
December 3, 2007, at 4:00 p.m.
Luce Hall Auditorium
34 Hillhouse Avenue
New Haven, Connecticut, USA
Additionally, Rakesh Mohan will be available for one-on-one meetings on Monday, December 3, throughout the day,
at the Econ Growth Center, 27 Hillhouse Avenue, by appointment only. This lecture is sponsored by The South Asia Studies Council,
The International Center for Finance, and the Center for the Study of Globalization.
For information on the lecture or to make an appointment to see Rakesh Mohan one-on-one,
please contact Peter Rondina at
+1 (203) 432-3630 or peter.rondina@yale.edu
Third Annual ICF Behavioral Sciences Conference
May 4-5, 2007
Hosted by Professors Nicholas Barberis,
Ravi Dhar, and Robert Shiller
Horchow Hall, General Motors Room
55 Hillhouse Avenue
New Haven, Connecticut, USA
For information on the conference, please contact Brenda Bell at
+1 (203) 436-0782 or brenda.bell@yale.edu
Third Annual Whitebox Advisors Graduate Student Conference
May 3, 2007
Horchow Hall, General Motors Room
55 Hillhouse Avenue
New Haven, Connecticut, USA
For more information, please contact Brenda Bell at +1 (203) 436-0782 or
brenda.bell@yale.edu.
The Yale School of Management Second Annual Whitebox Advisors Graduate Student Conference on Behavioral Approaches to Finance, Economics, and
Marketing was held on June 9, 2006, at the Quinnipiac Club, downtown New Haven.
More Information
The International Center for Finance and the Yale School of Management hosted the Fist Annual China Conference on April 21-22, 2006.
More Information
Yale School of Management Investment Management Conference on October 7th, 2005.
More Information
Behavioral Finance for the Quantitative Equity Practitioner: A Discussion of Recent Empirical Research May 6th, 2005 at International Center for Finance (ICF), Yale School of Management
More Information
First Annual Whitebox Advisors Graduate Student Conference on behavioral approaches to Finance, Economics and Marketing on behavioral science at the International Center for Finance (ICF), Yale School of Management, May 7th, 2005
More Information
Behavioral Economics Conference at the International Center for Finance (ICF)
November 12 - 13, 2004
More Information
International symposium on quantitative Chinese economic history
Jointly organised by International Center for Finance (Yale SOM)
China Center for Economic Research at Peking University (CCER)
June 21, 2004, Peking University, China
More Information (in English)
In Chinese
Conference On the History of Financial Innovation, March 6th - 7th, 2003 Yale SOM
More Information
Conference on Market Microstructure, June 7th-8th, 2002, Yale SOM
More Information
Conference on Young Firms (Entrepreneurship, Venture Capital, Initial Public Offerings) April 4th-5th, 2002, Yale SOM
More Information
Past Finance and Accounting Faculty Seminars
The 1998-1999 seminar schedule and earlier years are currently available.
The Yale Economics Department Macroeconomics Workshop sometimes has finance-related papers of interest as well.
| 2007 |
| Wednesday, January 10th |
|
Alex Edmans, MIT, Sloan School of Management
Blockholders, Market Efficiency, and Managerial Myopia
|
| Friday, January 12th |
|
Nikolai Roussanov, University of Chicago, Graduate School of Business
Diversification and Its Discontents: Idiosyncratic
and Entrepreneurial Risk in the Quest for Social Status
|
| Wednesday, January 17th |
|
Jiro E. Kondo, MIT, Sloan School of Management
Self-Regulation and Enforcement in Financial Markets:
Evidence From Investor-Broker Disputes at the NASD
|
| Thursday, January 18th |
|
Amit Seru, University of Michigan, Ross School of Business
Do Conglomerates Stifle Innovation?
|
| Friday, January 19th |
|
Snehal Banerjee, Stanford University, Graduate School of Business
Learning from Prices and the Dispersion in Beliefs
|
| Wednesday, January 24th |
|
Penje Gao, Northwestern University
Herding, Information Aggregation and Momentum Effects
|
| Thursday, January 25th |
|
Adair Morse, University of Michigan, Ross School of Business
Payday Lenders: Heroes or Villains?
|
| Friday, February 2nd |
|
Augustin Landier, New York University
Why Has CEO Pay Increased So Much?
|
| Friday, February 9th |
|
Utah Conference; No Seminar
|
| Friday, February 16th |
|
Andrew Metrick, University of Pennsylvania, Wharton School of Business
Economics of Private Equity Funds
|
| Friday, February 19th |
|
Daniel Wolfenzon, New York University
Do CEOs Matter?
|
| Thursday, February 22nd |
|
Christopher Malloy, London Business School
Rewriting History
|
| Friday, February 23rd |
|
Ravi Bansal, Duke University
Risks for the Long Run: Estimation and Inference
|
| Monday, February 26th |
|
Atif Mian, University of Chicago School of Business
Estimating the Effect of Hierarchies on Information Use
|
| Friday, March 2nd |
|
Toni Whited, University of Wisconsin
The Corporate Propensity to Save
|
| Wednesday, March 7th |
|
Peter Blair Henry, Stanford Graduate School of Business
Capital Account Liberalization: Theory, Evidence and Speculation
|
| March 9th-23rd |
|
Spring Recess; No Seminars
|
| Friday, March 30th |
|
NBER Conference - No Seminar
|
| Friday, April 6th |
|
Good Friday Holiday; No Seminar
|
| Friday, April 13th |
|
David Hirshleifer, University of California at Irvine
Psychological Bias as a Driver of Financial Regulation
|
| Friday, April 20th |
|
Mikhail Chernov, Columbia University, Graduate School of Business
Understanding Index Option Returns
|
| Friday, April 27th |
|
Arvind Krishnamurthy, Northwestern University
Intermediated Asset Prices
|
| Friday, May 4th |
|
Behavioral Science Conference; No Seminar
|
| Friday, May 11th |
|
Raman Uppal, London Business School
What can Rational Investors do about Excessive Volatility and Sentiment Fluctuations?
|
| Friday, September 7th |
|
Hong Liu, Washington University
A New Explanation for Under Diversification
|
| Wednesday, September 12 th |
|
Amy Dittmar, University of Michigan
Why Do Firms Use Private Equity to Opt Out of
Public Markets? This seminar will be held in Classroom A48.
|
| Friday, September 21st |
|
Erik Stafford, Harvard University
"Economic Catastrophe Bonds"
|
| Friday, September 28th |
|
Charles Jones, Columbia University
Does Algorithmic Trading Improve Liquidity?
|
| Friday, October 5th |
|
Avanidhar Subrahmanyam, University of California at Los Angeles
Theory-Based Illiquidity and Asset Pricing
|
| Wednesday, October 10th |
|
Bruno Biais, Toulouse School of Economics
Accident Risk, Limited Liability and Dynamic Moral Hazard. This is a joint seminar session with the
Yale Department of Economics, Microeconomic Theory Workshop.
|
| Friday, October 12th |
|
Anthony Lynch, New York University
Explaining the Magnitude of Liquidity Premia: The
Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs*
|
| Friday, October 19th |
|
Jeremy Stein, Harvard University
Do Hedge Funds Profit From Mutual-Fund Distress?
|
| Friday, October 26th |
|
Ronnie Sadka, University of Washington
Aggregate Earnings and Asset Prices
|
| Friday, November 2nd |
|
Michael Johannes, Columbia University
Sequential Learning About Predictability
|
| Friday, November 9th |
|
Peter Tufano, Harvard University
Bouncing Out of the Banking System:
An Empirical Analysis of Involuntary Bank Account Closures - Paper Available at Seminar
|
| Friday, November 16th |
|
Murillo Campello, University of Illinois at Urbana-Champaign
Do Stock Prices Influence Corporate Decisions? Evidence from the technology Bubble
|
| Friday, November 23rd |
|
Thanksgiving Recess; No Seminar
|
| Friday, November 30th |
|
NBER Meetings; No Seminar
|
| Friday, December 7th |
|
5-Star Conference; No Seminar
|
| 2006 |
| Friday, September 8th |
John Campbell, Harvard University
Down or out: Assessing the welfare costs of household investment mistakes
|
| Friday, September 15th |
Seminar cancelled
|
| Friday, September 22nd |
Mark Grinblatt, UCLA, The Anderson School
Sensation seeking, overconfidence and trading activity
|
| Friday, September 29th |
Peter Kondor , University of Chicago
Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
|
| Friday, October 6th |
Itay Goldstein, University of Pennsylvania, The Wharton School
Market Based Regulation and the Informational Content of Prices
|
| Friday, October 13th |
Stijn van Nieuwerburgh, New York University, The Stern School of Business
Why Has House Price Dispersion Gone Up?
|
| Friday, October 20th |
Camelia Mariana Kuhnen, Northwestern University
The Neural Basis of Financial Risk Taking
|
| Friday, October 27th |
Paola Sapienza, Northwestern University
A Lobbying Approach to Evaluating the Sarbanes-Oxley Act of 2002
|
| Friday, November 3rd |
Francis Longstaff, UCLA, The Anderson School
An empirical analysis of the pricing of collateralized debt obligations
|
| Friday, November 10th |
NBER Meetings, No Seminar
|
| Friday, November 17th |
Yaniv Grinstein, Cornell University
CEO Compensation and Board Structure
|
| Friday, November 24th |
Thanksgiving Recess, No Seminar
|
| Friday, December 1st |
Five-Star Conference, New York University
|
| Friday, December 8th |
Juhani Linnainmaa, University of Chicago, Graduate School of Business
The Limit Order Effect
|
2005 |
| Friday, September 9th |
Rene 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
|
| 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?
|
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
|
| 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)
|
| 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
|
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 |
| 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 |
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 |
| 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 |
2001 |
| Friday, September 14th |
Cancelled
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 |
| 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 |
| 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 |
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"
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) |
| Summer 2001 Finance Workshop |
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 |
| Fall 1999 Finance Workshop |
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 |
|
ICF Conference on the History of Global Finance
October 15, 1999 |
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 |
| Spring 2000 Finance and Accounting Workshop |
| 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 Finance & Accounting Workshop |
| 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 |
|
