Seminars

seminar Desmarais Global Finance Research Centre Desautels Management

Unless noted otherwise, all seminars take place from 10:00 a.m. to 11:30 a.m. in the Samuel
Bronfman Building, 1001 Sherbrooke St. West, Montreal, in room 002.  These seminars
are partly sponsored by the  National Bank.

 

2016-2017 Seminars

Date

Speaker                                  

Title 

Sept. 9/16

Bastian von Beschwitz 
Federal Reserve Board

Are Shorts Just Negative Longs?  Evidence From
Detailed Hedge Fund Portfolio Data

Sept. 14/16
(Wednesday)
12:30-2:00 pm
Room 245
Ines Chaieb
 
Is Liquidity Risk Priced in Partially Segmented
Markets? 
Sept. 23/16 Claire Celerier
U of Toronto 

Bank Branch Supply and the Unbanked Phenomenon 

Sept. 30/16 Ana Babus
Federal Reserve Bank of Chicago

Strategic Fragmented Markets

Oct. 14/16 Vikas Mehrotra
U of Alberta

The January Anomaly: Early Evidence and a New Explanation

Oct. 21/16 Anisha Ghosh
Carnegie Mellon U

Income Versus Consumption Inequality:  The Role of Time-Varying Higher Moments

Oct. 28/16 Paul Tetlock
Columbia U

What Drives Anomaly Returns?

Nov. 4/16

Maryam Farboodi
Princeton

Tough Middlemen - A Theory of Intermediation as Pure Rent Extraction

Nov. 18/16 Heather Tookes
Yale
Does an IPO Significantly Impact Rival Firms?
Nov. 25/16 

Ian Martin
LSE

What is the Expected Return on a Stock?
Dec. 2/16

Lauren Cohen
Harvard

Lazy Prices

Mar. 10/17 David Robinson
Duke

Black and White:  Access to Capital among Minority-Owned Startups

Mar. 17/17 Michael Hertzel
Arizona State U

External Governance and Debt Structure

Mar. 29/17
Wednesday
1:00-2:30 p.m.
Rm 245

John C. Kuong
INSEAD

Securitisation and Optimal Foreclosure

Mar. 31/17 Vincent Glode 
Wharton 

Voluntary Disclosure in Bilateral Transactions

Apr. 7/17 Clemens Sialm
UT Austin

Destabilizing Financial Advice:  Evidence from Pension Fund Reallocations

Apr. 21/17 Sanjiv Das
Santa Clara U

Dynamic Systemic Risk Networks: A Note

Apr. 28/17
Joint HEC-McGill Seminar
Seminar 10:00 a.m. at HEC - Salle Marie-Husny
Amir Yaron
Wharton 

Identifying Long Run Risks:  A Bayesian Mixed Frequency Approach