Previous Seminars

Finance Department
Seminar Series Archive

Spring 2020

Date/Time Speaker Title of Paper Location

1/17

2:00–3:30

Guofu Zhou

Washington University in St. Louis

Big Data: Big Impact on Predictability Friday 137

2/7

11:00–12:30

Taichun (Park) Piao

UNC Charlotte

CEO Compensation Duration and Corporate Hedging Friday 207

2/14

11:00–12:30

Walid Busaba

Western

 “7% Solution” and IPO (Under)pricing Friday 207

3/27

11:00–12:30

Walter D’Lima

Old Dominion

(Cancelled) Friday 207

4/3

11:00–12:30

John Bai

Northeastern

(Cancelled) Friday 207

4/17

11:00–12:30

Ahmet Nart

UNC Charlotte

(Cancelled) Friday 207

4/24

11:00–12:30

Natalia Villatoro

UNC Charlotte

(Cancelled) Friday 207

Fall 2019

Date/Time Speaker Title of Paper Location

8/30

11:00–12:30

Tingting Liu

Iowa State

Inside the “Black Box” of Private Merger Negotiations Friday 207

9/13

11:00–12:30

Dhara Shah

UNC Charlotte

Durability and Capital Structure Friday 207

10/11

10:00–11:30

Sean Brunson

UNC Charlotte

Wall Street, Main Street, Your Street: How Investors Impact the Single-Family Housing Market Friday 207

10/18

11:00–12:30

Dongmei Li

South Carolina

Valuation of New Trademarks Friday 207

11/1

10:30–12:00

Jennifer Conrad

UNC Chapel Hill

Credit Default Swaps Around the World: Investment and Financing Effects
[Charlotte Fed/UNCC Joint Seminar]
Charlotte Fed

11/8

11:00–12:30

Atanas Mihov

Charlotte Fed

Catch the Thief! Fraud in the U.S. Banking Industry Friday 207

11/15

11:00–12:30

Jay Li

UNC Greensboro

Credit Protection and Animal Spirits: Product Market Competition with CDS Friday 207

12/6

11:00–12:30

Kevin Tseng

Charlotte Fed & University of Kansas

Short-Termist CEO Compensation in Speculative Markets: A Controlled Experiment Friday 116

Spring 2019

Date/Time Speaker Title of Paper Location

2/22

11:00–12:30

Kewei Hou

Ohio State

q5 Friday 207

3/1

11:00–12:30

Qinghai Wang

Central Florida

Geographic Clustering of Institutional Investors Friday 207

3/11 (MON)

2:00–3:30

Bob DeYoung

Kansas

The External Effects of Bank Executive Pay: Systemic Risk and Liquidity Creation
[Charlotte Fed/UNCC Joint Seminar]
Charlotte Fed

3/29

11:00–12:30

Ahmet Nart

UNC Charlotte

Industry Tournament Incentives and Product Innovation Friday 207

4/5

11:00–12:30

Xi Mo

UNC Charlotte

A “Bad Beta, Good Beta” Anatomy of Currency Risk Premiums and Trading Strategies Friday 207

4/12

11:00–12:30

Chen Shen

UNC Charlotte

Performance Vesting Compensation and Debt Contracting Friday 207

4/26

11:00–12:30

Lingfei Kong

UNC Charlotte

The Serial Dependence of the Commodity Futures Returns: A Machine Learning Approach Friday 207

Fall 2018

Date/Time Speaker Title of Paper Location

8/31

11:00–12:30

Sean Brunson

UNC Charlotte

Homeowner Constraints and Home Price Indices Friday 207

9/7

11:00–12:30

Ziye Nie

UNC Charlotte

Regime Switching and the Cross-Section of Expected Stock Returns Friday 207

9/21

11:00–12:30

Shuangshuang Ji

UNC Charlotte

Lending Relationship and “Hold-up” Effect: Evidence from Bank Mergers Friday 207

9/28

11:00–12:30

Rachel Jin

UNC Charlotte

Insurer Demutualization: Ex-Post Analyses Friday 207

10/5

11:00–12:30

Ke Shang

UNC Charlotte

Analysis of Information Flow Among CDS, Bond, and Stock Market: Evidence from REITs Industry Friday 207

10/17

TBA

Andrew Winton

Minnesota

Do Banks Still Monitor When There Is a Market for Credit Protection?

UNCC/Fed Joint Seminar

Charlotte Fed

10/19

11:00–12:30

George Jiang

Washington State

Do Mutual Funds Trade on Earnings News? The Information Content of Large Active Trades Friday 207

10/26

11:00–12:30

Gunratan Lonare

UNC Charlotte

Corporate Innovation in Product Space, Beyond Patents and
Trademarks: A Textual Analysis
Friday 207

11/9

11:00–12:30

Tom Chemmanur

Boston College

Trademarks in Entrepreneurial Finance Friday 207

11/16

11:00–12:30

Brandon Lockhart

Clemson

Industry Tournament Incentives and Stock Price Crash Risk

UNCC Finance/Accounting/Economics Joint Seminar

Friday 207

11/30

10:30–12:00

April Knill

Florida State

Negation of Sanctions: The Personal Effect of Political Contributions

UNCC/Fed Joint Seminar

Atkins 143

Spring 2018

Date/Time Speaker Title of Paper Location

Feb 16

10:00–11:30

Mark Flannery

(Florida)

House Prices, Bank Balance Sheets, and Bank Credit Supply
[UNCC Finance/Charlotte Fed Joint Seminar]
Charlotte Fed

Feb 23

10:30–12:00

Yongqiang Chu

(South Carolina)

Access to Public Capital Markets and Bank Lending Friday 207

Mar 2

10:30–12:00

Michael Pagano

(Villanova)

ETF Short Interest and Failures-to-Deliver: Naked Short-Selling or Operational Shorting?
[UNCC Finance/Charlotte Fed Joint Seminar]
Fretwell 126

Mar 16

11:00–12:30

 Liyan Yang

(Toronto)

 Disclosure, Competition, and Learning from Asset Prices  Friday 207

Apr 13

11:00–12:30

 Akhtarur Siddique

(OCC)

The Greenspan Put Friday 207

Apr 27

11:00–12:30

Dhara Shah

(UNC Charlotte)

 Capital Structure, Durable Goods, and Macroeconomic Conditions Friday 207

Fall 2017 

Date/Time Speaker Title of Paper Location

Sep 8

11:00–12:30

Mark Jensen

(Atlanta Fed)

 Cross-Sectional Mutual Fund Performance  Friday 207

Sep 15

11:00–12:30

Julia Jiang

(UNC Charlotte)

When Good News Is Not So Good: The Asymmetric Effect of Correlation Uncertainty  Friday 207

Sep 29

11:00–12:30

Charles Teague

(UNC Charlotte)

Managerial Entrenchment and Share Repurchases: The Impact of Creditor-Alignment on the Cost of Debt Friday 207

Oct 6

11:00–12:30

Xinxin Li

(UNC Charlotte)

 Human Capital and Investment Policy Friday 207

Oct 27

11:00–12:30

Taichun “Park” Piao

(UNC Charlotte)

Employee Pay, Cost of Debt and Capital Structure Friday 207

Nov 3

11:00–12:30

Lei Jiang

(Tsinghua)

Lottery Stocks and Mutual Fund Performance: Evidence from Portfolio Holdings Friday 207

Nov 10

11:00–12:30

Ke Shang

(UNC Charlotte)

An Analysis of REIT Credit Default Swap Pricing Friday 207

Dec 1

11:00–12:30

Lilian Ng

(York)

 Do Short Sellers Exploit News of Related Firms? Friday 207

Dec 8

11:00–12:30

Tim Riddiough

(Wisconsin)

 The Credit Scoring and Transmission Channels in the Non-Prime Mortgage Market Friday 207

Spring 2017

Date/Time Speaker Title of Paper Location

Jan 30

1:30–3:00

Anthony Pennington-Cross

(Marquette)

Mortgage Loss Given Default: Loss on Sale and Lost Time Friday 212

 Feb 6 (MON)

10:30–12:00

Paul Carrillo

(George Washington)

The Repeat Time-On-The-Market Index Friday 207

Feb 10

2:00–3:30

John Duca

(Dallas Fed)

The Other (Commercial) Real Estate Boom and Bust: The Effects of Risk Premia and Regulatory Capital Arbitrage  Friday 212

Feb 24

2:00–3:30

Weidong Tian

(UNC Charlotte)

Dynamic Asset Pricing under Heterogeneous Habit Formation
[Dean’s Scholar Presentation]
Friday 385

Mar 3

11:00–12:30

Sohnke Bartram

(Warwick)

 Why Does Idiosyncratic Risk Increase with Market Risk? Friday 207

Mar 17

11:00–12:30

Mark Walker

(NC State)

 Equity Issues When in Distress Friday 207

Mar 24

11:00–12:30

Xinxin Li

(UNC Charlotte)

Bondholder Wealth Effects in Joint Ventures and Strategic Alliances Around the World Friday 207

Mar 31

11:00–12:30

Hui Chen

(MIT)

 The Dark Side of Circuit Breakers
[UNCC Finance/Charlotte Fed Joint Seminar]
Fretwell 126

Apr 7

10:00–11:30

Ned Prescott

(Cleveland Fed)

Did the Financial Reforms of the Early 1990s Fail? A Comparison of Bank Failures and FDIC Losses in the 1986-92 and 2007-13 Periods
[UNCC Economics/Finance Joint Seminar]
Friday 212

Apr 7

1:30–3:00

Shuangshuang Ji

(UNC Charlotte)

 Managerial Entrenchment and Capital Structure: The Effect of Diversification Friday 207

Apr 21

11:00–12:30

Charles Teague

(UNC Charlotte)

Accelerated Share Repurchases: Value Creation or Extraction Friday 207

Apr 28

1:30–3:00

Licheng Jin

(UNC Charlotte)

Bank Monitoring and Hold-up: Evidence from Initial Public Bond Offerings  Friday 207

May 1 (MON)

1:30–3:00

Zoe Nie

(UNC Charlotte)

 Regime Switching and the Cross-Section of Average Stock Returns  Friday 207

 

Fall 2016

Date/Time Speaker Title of Paper Location

 Sep 2

1:30–3:00

Brett Blazevich

(UNC Charlotte)

The Role of Secured Debt in the Determination of Leverage, Debt Maturity, and Covenants Friday 207

Sep 16

11:00–12:30

Julia Jiang

(UNC Charlotte)

Correlation Uncertainty, Heterogeneous Beliefs and Asset Prices Friday 207

Sep 23

1:30–3:00

Jeff Lyon

(UNC Charlotte)

The Determinants of Yankee Bond Pricing Friday 207

Sep 30

1:30–3:00

Zhenyu Wang

(Indiana)

 Dynamics of the Expectation and Risk Premium in the OIS Term Structure [UNCC Finance/Charlotte Fed Joint Seminar] Atkins 143

Oct 7

1:30–3:00

Avri Ravid

(Yeshiva)

 Intellectual Property Contracts: Theory and Evidence from Screenplay Sales Friday 207

Oct 14

1:30–3:00

Greg Niehaus

(South Carolina)

Correlated Trading by Life Insurers and Its Impact on Bond Prices  Friday 207

Oct 28

1:15–2:45

Martin Boyer

(HEC Montreal)

Second-Order Constrained Portfolio Allocation under Investment Limitations Friday 207

Nov 11

2:00–3:30

Gene Lai

(Washington State)

 CEO Overconfidence or Private Information? Evidence from U.S. Property-Liability Insurance Companies Friday 207

Dec 2

1:30–3:00

Enya He

(Lloyd’s of London)

Tournament Incentives vs. Equity Incentives of CFOs: The Effect on Firm’s Risk Taking Friday 207

Dec 12

1:30–3:00

Frank Diebold

(UPenn)

 Estimating Global Bank Network Connectedness
[UNCC Finance/Charlotte Fed Joint Seminar]
Charlotte Fed

Spring 2016

Date/Time Speaker Title of Paper Location

 Jan 15

10:30–12:00

Elena Beccalli

(Università Cattolica del Sacro Cuore)

 Why Are Some Banks Recapitalized and Other Banks Taken Over?  Friday 212

Feb 5

2:00–3:30

Matt Billett

(Indiana)

The Role of Financial Intermediaries in the Transmission of Peer-to-peer Financial Policies
[UNCC Finance/Charlotte Fed Joint Seminar]
 Atkins 143

Mar 25

2:00–3:30

Andy Prevost

(Vermont)

Does Institutional Shareholder Activism Stimulate Corporate Information Flow? Evidence from Labor Union Proxy Activism Friday 212

Apr 1

10:00–11:30

Harold Zhang

(UT Dallas)

Short-run and Long-run Consumption Risks, Dividend Processes and Asset Return  Friday 383

Apr 8

10:00–11:30

Dan Thornton

(St. Louis Fed)

The Parable of the Loaves and Fishes and the (Near) Impossibility of Forecasting Bond Excess Returns Friday 212

 

Fall 2015

Date/Time Speaker Title of Paper Location

Sep 25

2:00–3:30

Jesse Ellis

(NC State)

 Hedge Fund Boards Friday 207

Oct 2

10:00–11:30

Lulu Li

(UNC Charlotte)

Financial Restatement and the Cost of Debt  Friday 128

Oct 9

2:00–3:30

Lukas Schmid

(Duke)

 Interest Rate Risk and Corporate Hedging
[UNCC Finance/Charlotte Fed Joint Seminar]
Atkins 143

Oct 23

2:00–3:30

Josh Pierce

(Kentucky)

Robust Models of CEO Turnover: New Evidence on Relative Performance Evaluation Friday 207

Oct 30

2:00–3:30

Kristle Cortés

(Cleveland Fed)

Did Local Lenders Forecast the Bust? Evidence from the Real Estate Market  Friday 207

Nov 13

2:00–3:30

Mark Loewenstein

(Maryland)

 Asset Pricing in a Large Economy  Friday 207

Nov 20

2:00–3:30

Sam Abankwa

(UNC Charlotte)

FX Liquidity Risk and Carry Trade Returns Friday 212

Nov 30

2:00–3:30

Alvaro Taboada

(Tennessee)

 Cross-Border Bank Flows and Systemic Risk  Friday 385

Dec 4

2:00–3:30

Geoff Tate

(UNC Chapel Hill)

 The Human Factor in Acquisitions: Cross-industry Labor Mobility and Corporate Diversification Friday 207

Spring 2015

Date/Time Speaker Title of Paper Location

Feb 6

10:00-11:30

Tingyu Zhou

(Concordia)

Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the US [Finance/Economics Joint Seminar]

Friday 212

April 3

2:00-3:30

Barbara Ostdiek

(Rice)

Shelter from the Storm: Bear Market Performance and Average Returns

Friday 212

April 24

10:00-11:30

Philip Strahan

(Boston College)

Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters

Friday 212

Fall 2014

Date/Time Speaker Title of Paper Location

Sep 12

10:00-11:30

Fei Xie

(Clemson)

Can I Trust You with My Money?  The Role of Trust in Corporate Cash Policy

Friday 212

Sep 19

3:00-4:30

Harold Mulherin

(Georgia)

The Analytic Method of Ronald Coase: Lessons for Research on Mergers and Acquisitions

Center City 601

Sep 26

2:00-3:30

Yongmiao Hong

(Cornell)

Predictability of Equity Returns over Different Time Horizons: A Nonparametric Approach [Finance/Economics Joint Seminar]

Friday 212

Oct 3

2:00-3:30

Nonna Sorokina

(Wake Forest)

Bank Capital in General Capital Structure Framework with Competition, Diversification and Liquidity

Friday 212

Oct 10

12:00-1:30

George Chen

(UNC Charlotte)

Dynamic Asset Allocation: Macro Does Matter!

Friday 123

Oct 24

3:00-4:30

Ren-Raw Chen

(Fordham)

Liquidity and Systemic Risk: An Application to Stress Testing

Center City 601

Nov 13

3:30-5:00

Ethan Chiang

(UNC Charlotte)

Real Exchange Rates and Currency Risk Premia

Friday 385


Spring 2014

Date/Time Speaker Title of Paper Location

Jan 24

2:00-3:30

Manuel Adelino

(Duke)

Firm Age, Investment
Opportunities, and Job Creation

Friday 207

Feb 21

1:30-3:00

Antje Berndt

(NC State)

How Subprime Borrowers and
Mortgage Brokers Shared the Pie

Friday 207

Mar 14

2:00-3:30

Hong Liu

(Washington University)

Short-sale Constraints,
Bid-Ask Spreads, and Information Acquisition

Friday 212

Mar 28

2:00-3:30

Zhenyu Wang

(Indiana)

Optimal Bank Liability Structure

Friday 212


Fall 2013

Date/Time Speaker Title of Paper Location

Sep 20

2:00-3:30

Fei Xie

(Clemson)

Employee Influence, Worker-Manager Alliance, and Shareholder Returns from Acquisitions

Friday 212

Sep 27

2:00-3:30

Tony Plath

(UNC Charlotte)

Labor Force Attachment and the Changing Nature of African-American Financial Services Consumption Preferences: 1983–2010

Friday 212

Oct 4

2:00-3:30

Pierre Chaigneau

(HEC Montreal)

The Effect of Monitoring on CEO Pay Practices in
a Matching Equilibrium

Friday 212

Nov 1

2:30-4:00

Jun Chen

(UNC Charlotte)

Corporate Hedging and the Cost of Debt

Friday 212

Nov 15

2:00-3:30

Steve Martin

(UNC Charlotte)

The Precipitous Decline in IPOs: Evidence from the Market for Real Estate Investment Trusts

Friday 381

Dec 4 (Wed)

2:00-3:30

Brent Ambrose

(Penn State)

Real Estate Risk and Hedge
Fund Returns

Friday 212


Spring 2013

Date/Time Speaker Title of Paper Location

Feb 8

2:00-3:30

Brandon Lockhart

(Nebraska)

Corporate Lobbying,
High-risk Investment, and Agency Costs of Debt

Friday 386

Feb 15

10:00-11:30

Adam Banai

(Central Bank of Hungary)

[1] The Demise of the Halcyon Days in Hungary: “Foreign” and “Local” Banks – Before and After the Crisis

[2] Home High Above and Home Deep Down Below

Friday 386

Mar 1

2:00-3:30

Neng Wang

(Columbia)

The Economics of Hedge Funds

Friday 386

Mar 22

10:00-11:30

Kewei Hou

(Ohio State)

Have We Solved the Idiosyncratic Volatility Puzzle?

Friday 386

Fall 2012

Date/Time Speaker Title of Paper Location

Sep 14

2:30-4:00

Lynn Fisher

(UNC Chapel Hill)

Structure Type and Foreclosure Externalities

Friday 153

Sep 28

10:00-11:30

Daniel McMillen

(Illinois)

Option Value and the Price of Teardown Properties

Friday 386

Oct 5

2:30-4:00

Michael Seiler

(Old Dominion)

The Effect of Perceived Lender Characteristics and Market Conditions on Strategic Mortgage Defaults

Friday 153

Nov 2

2:30-4:00

Eric Powers

(South Carolina)

The Life Cycle of Make-whole Call Provisions

Friday 153

Nov 30

2:30-4:00

Darren Kisgen

(Boston College)

The Real and Financial Effects of Credit Ratings: Evidence from Moody’s Adjustments

Friday 153

Dec 5 (Wed)

3:00-4:30

Yiying Cheng

(UNC Charlotte)

Real Option Model of Real Estate Development with Entitlement Risk

Friday 130

Dec 11 (Tue)

3:00-4:30

Minhao Cai

(UNC Charlotte)

A Multi-factor Model with Quadratic Pricing Kernel

Friday 228


Spring 2012

Date/Time Speaker Title of Paper Location

Jan 13

10:30-12:00

David Mauer

(UT Dallas)

Subprime Mortgage Defaults and Credit Default Swaps

Friday 153

Apr 6

2:00-3:30

Marcel Rindisbacher

(Boston University)

A Structural Model of Dynamic Market Timing: Theory and Estimation

Friday 153

Apr 13

2:00-3:30

Sudheer Chava

(Georgia Tech)

Shareholder Bargaining Power and Debt Overhang

Friday 153

Fall 2011

Date/Time Speaker Title of Paper Location

Sep 30

2:00-3:30 pm

Shu Yan

(South Carolina)

A Comparison of the Original and Revised Basel Market Risk Frameworks for Regulating Bank Capital

Friday 12

Oct 28

2:00-3:30 pm

Gene Flood [bio]

(TIAA-CREF)

Domestic and Global Economic Outlook for 2012 and Beyond

Friday 12

Nov 11

2:00-3:30 pm

Pierluigi Balduzzi

(Boston College)

Economic Risk Premia in the Fixed Income Markets: The Intra-day Evidence

Friday 12

Dec 2

11:00 am-12:30 pm

Paolo Fulghieri

(UNC Chapel Hill)

The Economics of Solicited and Unsolicited Credit Ratings

Friday 12

Dec 5

2:00-3:15 pm

Jason Berkowitz

(UNC Charlotte)

More Accurate Asset Pricing with Options: Analysis from the Betting Market

Friday 32


Spring 2011

Date/Time Speaker Title of Paper Location

Mar 4

2:00-3:30 pm

Keener Hughen

(UNC Charlotte)

A Bivariate GARCH Model with Closed-form Options Prices

Friday 034

Apr 8

2:00-3:30 pm

Robert Nash

(Wake Forest)

An Empirical Analysis of Cross-Listing Decisions in Share-Issue Privatizations: Evidence from Developed and Developing Countries

Friday 012

May 6

2:00-3:30 pm

Ray DeGennaro

(Tennessee)

Expected Returns to Stock Investments by Angel Investors in Groups

Friday 012

Fall 2010

Date/Time Speaker Title of Paper Location

Oct 8

2:00-3:30 pm

Lindsay Baran

(UNC Charlotte)

Cost of Capital and S&P 500 Index Revisions

Friday 002

Oct 15

2:00-3:30 pm

Wayne Tarrant

(Wingate)

Bank Capital Reserve Requirements, Rick Measures, and Risk Weights

Friday 002

Nov 5

2:00-3:30 pm

Zongwu Cai

(UNC Charlotte)

A New Conditional Capital Asset Pricing Model with Variable Selection

Friday 002


Spring 2010

Date/Time Speaker Title of Paper Location

Mar 12

2:00-3:30 pm

Phelim Boyle

(Wilfrid Laurier)

Hedge Funds: Black Holes of the Financial Universe?

[Abstract] [Slides]

Friday 034

Mar 19

2:00-3:30 pm

Chris Kirby

(Clemson)


It’s All in the Timing:Simple Active Portfolio Strategies that Outperform Naive Diversification

Friday 034

Apr 8 (THUR)

2:00-3:30 pm

Eric Ghysels

(UNC Chapel Hill)

Should Macroeconomic Forecasters Use Daily Financial Data and How?

Friday 034

Apr 16

2:00-3:30 pm

Sara Moeller

(Pittsburgh)

Do Corporate Acquisitions Affect Uncertainty about Bidder Expected Returns?

Friday 034

Fall 2009

Date/Time Speaker Title of Paper Location

Sep 25

2:00-3:30pm

Cinder Xinde Zhang

(UNC Charlotte)

Corporate Governance, Agency Cost, and Takeover Decision

Friday 010

Nov 6

2:00-3:30pm

Jingzhi (Jay) Huang

(Penn State)

Specification Analysis of Structural Credit Risk Models

Friday 010


Spring 2009

Date/Time Speaker Title of Paper Location

Jan 23

3:30-5:00pm

Hong Yan

(South Carolina)

Financial Distress and the Cross Section of Equity Returns

Friday 002

Jan 30

3:30-5:00pm

Lixin Huang 

(Georgia State)

Informed Trading in the Stock Market and CEO Turnover

Friday 002

Feb 13

2:00-3:30pm

Faith Neale 

(UNC Charlotte)

Financial Guarantee Insurance: Arrogance or Ignorance in an Era of Exuberance Friday 001

Feb 20

10:30-Noon

Weidong Tian

(UNC Charlotte)

Heterogeneous Beliefs, Imitation, and the Vulnerability of Financial Innovation Friday 002

Feb 27

2:00-3:30pm

Dolly King

(UNC Charlotte)

Shareholder and Bondholder Governance, Managerial Risk-taking, and Security Returns Friday 001

Mar 6

2:00-3:30pm

Pab Jotikasthira

(UNC Chapel Hill)

Regulatory Pressure and Fire Sales in the Corporate Bond Markets Friday 001

Mar 20

2:00-3:30pm

Guofu Zhou

(Washington University)

How Predictable are Components of the Aggregate Market Portfolio? Friday 001

Mar 2

3:30-5:00pm

Mingxin Xu

(UNC Charlotte)

Joint Ventures, Risk Sharing and Optimal Contract Design Friday 002

Apr 3 

2:00-3:30pm

Kumar Venkataraman 

(Southern Methodist)

Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Cost Friday 001

Apr 17 

2:00-3:30pm

Wayne Ferson  

(Southern California)

The “Out-of-Sample” Performance of Long Run Risk Models Friday 001

Fall 2008

Date/Time Speaker Title of Paper Location

Oct 15

5:30-6:30

Peter Carr

(NYU/Bloomberg)

A Simple Robust Link Between American Puts and Credit Protection

One Wachovia Building

Nov 12

3:30-5:00

Chung-Ming Kuan

(Academia Sinica)

Causality in Quantiles and Dynamic Stock Return-Volume Relations

Friday 002