2011-2012 Seminars
|
Date |
Speaker |
Title |
| Sept. 2/11 | Amit Goyal U Lausanne |
Cross-Sectional Asset Pricing with Individual Stocks |
| Sept. 9/11 | Jack Favilukis LSE |
Foreign Ownership of U.S. Safe Assets: Good or Bad? |
| Sept. 23/11 | Alexi Savov NYU |
Free for a Fee: The Hidden Cost of Index Fund Investing |
| Sept. 30/11 | Stavros Panageas Chicago |
Optimal Inattention to the Stock Market with Information Costs and Transactions Costs |
| Oct. 14/11 | Kathryn Dewenter U Washington |
Estimates from Currency Exposure: Evidence from Shifts in Currency Risk |
| Oct. 28/11 | Joey Engelberg UCSD |
Network Position and Productivity: Evidence from Journal Editor Rotations |
| Nov. 4/11 | Charles Jones Columbia |
Revealing Shorts: An Examination of Large Short Position Disclosures |
| Nov. 11/11 | Ulf Axelson LSE |
Investment Banking Careers: An Equilibrium Theory of Overpaid Jobs |
| Nov. 18/11 |
Raman Uppal EDHEC |
Asset Prices in General Equilibrium with Transactions Costs and Recursive Utility |
| Dec. 2/11 | Manuel Adelino Dartmouth College |
Credit Supply and House Prices: Evidence from Mortgage Market Segmentation |
| Jan. 20/12 | Matthieu Bouvard McGill U |
Transparency in the Financial System: Rollover Risk and Crisis |
| Mar. 2/12 | Alexander Ljungqvist NYU |
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure |
| Mar. 8-11/12 | RISK MANAGEMENT CONFERENCE | Mont Tremblant |
| Mar. 23/12 | Dimitris Papanikolaou Northwestern U |
A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks |
| Mar. 30/12 | Karen K. Lewis Wharton |
Differences of Opinion and International Equity Markets |
| Apr. 13/12 | Peter Kondor CEU |
Inefficient Investment Waves |
2010-2011 Seminars
|
Date |
Speaker |
Title |
| Sept. 10/10 | Toni M. Whited U of Rochester |
Agency Conflicts and Cash: Estimates from a Structural Model |
| Sept. 17/10 | Lu Zhang Ohio State U & NBER |
The Value Spread: A Puzzle |
| Sept. 24/10 | Lemma Senbet U of Maryland |
Law, Organizational Form, and Taxes: Financial Crisis and Regulating through Incentives |
| Sept. 29/10 Wednesday Room 422 5:30 p.m. |
Franco Oboni |
KISS Approach to Risk Based Decision Making Please register your attendance at PRMIA A PRMIA (Professional Risk Managers' International Association) event in partnership with Desmarais Global Finance Research Centre |
| Oct. 1/10 | Jiro Kondo Northwestern University |
Vagueness as Adjudicator Authority: Theory and Evidence on Contract Vagueness and Enforcement Evaluation |
| Oct. 8/10 | Itay Goldstein U of Pennsylvania |
Self-Fulfilling Credit Market Freezes |
| Oct. 15/10 | Laurent Calvet HEC, Paris |
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios |
| Oct. 29/10 | Duane Seppi Carnegie Mellon U |
Why Ratings Matter: Evidence from Lehman's Index Rating Rule Change |
| Nov. 5/10 | Uday Rajan U of Michigan |
Competition, Quality and Managerial Slack |
| Nov. 12/10 |
Adriano A. Rampini Duke U |
Collateral and Capital Structure |
| Nov. 19/10 | Michael S. Weisbach Ohio State U |
Pay for Performance from Future Fund Flows: The Case of Private Equity |
| Nov. 26/10 | Marcus M. Opp U of California, Berkeley |
Rating Agencies in the Face of Regulation - Rating Inflation and Regulatory Arbitrage |
| Thurs. Feb.10/11 Reg. 5:00 p.m.,Room 300 Event 5:30 p.m.,Room 340 |
John Scott, Chief Risk Officer, Zurich Global Corporate, Zurich Financial Services (London, England); Sylvie Hulin, Senior Manager, Deloitte Consulting LLP (Chicago); Jack R. Buchmiller, Supervising Risk Management Specialist, Capital Markets Bureau, New York State Insurance Department (Stamford, CT / New York) |
Enterprise Risk Management for Insurance Companies Please register your attendance at PRMIA A PRMIA (Professional Risk Managers' International Association) event in partnership with Desmarais Global Finance Research Centre |
| Feb. 11/11 |
Laurent Barras McGill U |
Understanding the Relation between the Statistical and Economic Significance of Predictability |
| March 4/11 |
David Sraer Princeton U |
Going for Broke: New Century Financial Corporation, 2004-2006 |
| March 11/11 | Neng Wang Columbia U |
The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation |
| March 18/11 | Lubos Pastor U of Chicago |
Uncertainty about Government Policy and Stock Prices |
| March 25/11 | Jarrad Harford U of Washington |
Refinancing Risk and Cash Holdings |
| April 1/11 | Jules van Binsbergen Northwestern U |
A Term Structure of Growth |
2009-2010 Seminars
|
Date |
Speaker |
Title |
| Sept. 4/09 | Christa Bouwman MIT Sloan (Visiting) and Case Western Reserve U |
Corporate Governance Contagion Through Overlapping Directors |
| Sept. 11/09 | Jakub W. Jurek Princeton U |
The Pricing of Investment Grade Credit Risk during the Financial Crisis |
| Sept. 18/09 | Lasse Pedersen NYU |
Margin-Based Asset Pricing and Deviations from the Law of One Price |
| Oct. 2/09 | Samuel Lee NYU |
Liquidity Externalities and Markets for Information |
| Oct. 9/09 | Viral Acharya NYU |
Liquidity Risk of Corporate Bond Returns |
| Oct. 16/09 | Denis Gromb INSEAD and CEPR |
Financially Constrained Arbitrage and Cross-Market Contagion |
| Nov. 6/09 |
Michelle Lowry Penn State U |
When Do Banks Listen to Their Analysts? Evidence from Mergers and Acquisitions |
| Nov. 13/09 | Gustavo Manso MIT |
Motivating Innovation |
| Feb. 12/10 | Jan Ericsson McGill U |
Credit Default Swaps, Options and Systematic Risk |
| Feb. 17/10 Wednesday 5:15 p.m. Room 620 |
Commodities/Energy Risk Management A PRMIA (Professional Risk Managers' International Association) event in partnership with Desmarais Global Finance Research Centre at Desautels Faculty of Management, McGill University & CIRANO. |
|
| March 5/10 |
Ruslan Goyenko McGill University |
Mutual Fund's R2 as Predictor of Performance |
| March 9/10 Tuesday 2:30-4:00 p.m. Room 422 |
Jeff Pontiff Boston College |
Do Managers Try to Mislead Investors? Evidence from Their Daily, Year-End Trades |
| March 12-14/10 | Risk Management Conference - Mont Tremblant In partnership with the Institut de Finance Mathématique de Montréal |
|
| March 19/10 | Francesca Carrieri McGill University |
Do Implicit Barriers Matter for Globalization? |
| March 26/10 | Leonard Kostovetsky U of Rochester |
Political Capital and Moral Hazard |
| April 9/10 | Pierre Chaigneau HEC Montréal |
The Optimal Timing of Compensation with Managerial Short-termism |
| April 29/10 | John M. Coates University of Cambridge, UK |
Fight or Flight on Wall Street: The Biology of Financial Risk-Taking (A MWP Brain-to-Society Research Center event in partnership with the Desmarais Global Finance Research Centre) |
2008-2009 Seminars
|
Date |
Speaker |
Title |
| Sept. 19/08 | Stylianos Perrakis Concordia U |
Can the Black-Scholes-Merton Model Survive Under Transaction Costs? An Affirmative Answer |
| Sept. 26/08 | Kerry Back Texas A&M U |
Open Loop Equilibria and Perfect Competition in Option Exercise Games |
| Oct. 3/08 | Karl Lins U of Utah |
What Drives Corporate Liquidity? An International Survey of Cash Holdings and Lines of Credit |
| Oct. 24/08 | Michael Johannes Columbia U |
Shocks to Asset Pricing Factors: Understanding the Risks and Realized Returns of Common Asset Pricing Factors |
| Oct. 31/08 | Guofu Zhou Washington U |
How Predictable are Components of the Aggregate Market Portfolio? |
| Nov. 7/08 | Jacob Sagi Vanderbilt U |
Do Fund Managers Make Informed Aset Allocation Decisions? |
| Nov. 14/08 (co-hosted with CIREQ) |
Kristian Miltersen Norwegian School of Economics & Business Admin. |
Risky Corporate Debt with Finite Maturity |
| Nov. 21/08 | Jay Hartzell U of Texas |
Is a Higher Calling Enough? Incentive Effects in the Church |
| Nov. 28/08 | Chayawat Ornthanalai McGill |
A New Class of Asset Pricing Models with Levy Processes: Theory and Applications |
|
Mar 13/09 |
Gurdip Bakshi U of Maryland |
Viability of U-Shaped Pricing Kernels: An Appraisal |
| Mar 20/09 | Ronnie Sadka Boston C |
Intraday Patterns in the Cross-Section of Stock Returns |
| Mar 27/09 | Kee-Hong Bae York U |
Do Foreigners Facilitate Information Transmission in Emerging Markets |
2007-2008 Seminars
|
Date |
Speaker |
Title |
| Oct. 12/07 | Lorenzo Garlappi University of Texas - Austin |
Financial Distress and the Cross Section of Equity Returns |
| Oct. 26/07 | Vojislav Maksimovic University of Maryland |
Formal versus Informal Finance: Evidence from China |
| Nov. 2/07 | Chris Lundblad University of North Carolina |
What Segments Equity Markets? |
| Nov. 9/07 | Amy Dittmar University of Michigan |
Why Do Firms Use Private Equity to Opt Out of Public Markets? |
| Nov. 16/07 | Mara Faccio Purdue University |
Sudden Deaths: Taking Stock of Geographic Ties |
| Nov. 30/07 |
Montreal Finance Day |
|
| Feb. 1/08 | Christopher Parsons McGill |
Strike Three: Umpires' Demand for Discrimination |
| Feb. 15/08 | Mike Chernov LBS |
The Term Structure of Inflation Forecasts |
| Feb. 22/08 | Amrita Nain McGill |
Horizontal Acquisitions and Buying Power: A Product Market Analysis |
| Mar. 7/08 | Robert Grauer Simon Fraser University |
Cross-sectional Tests of the CAPM and Fama-French Three-factor Model |
| Mar. 13-16/08 | Second Risk Management Conference. | |
| Mar. 28/08 | Andrew Ang Columbia University |
Monetary Policy Shifts and the Term Structure |
| Apr. 4/08 | Tarun Chordia Emory University |
Why Has Trading Volume Increased? |
| Apr. 11/08 | Kalok Chan HKUST |
Why Foreign Investors Trade More Frequently? |
2006-2007 Seminars
|
Date |
Speaker |
Title |
| Oct. 6/06 | Bo Becker U. of Illinois at Urbana-Champaign |
Local Dividend Clienteles |
| Oct. 20/06 (joint with CIREQ) |
Alan White U. of Toronto |
Valuing Credit Derivatives Using an Implied Copula Approach |
| Oct. 27/06 | Andrei Simonov SSE |
Shareholder Homogeneity & Firm Value: The Disciplining Role of Non-Controlling Shareholders |
| Nov. 3/06 (joint with CIREQ) |
Suresh Sundaresan Columbia |
Lending Without Access to Collateral - A Theory of Micro-Loan Borrowing Rates |
| Nov. 17/06 | Doron Avramov U. of Maryland |
Dispersion in Analysts' Earnings Forecasts & Credit Rating |
| Dec. 1/06 | Matthew Rhodes-Kropf Columbia |
The Market for Mergers and the Boundaries of the Firm |
| Feb. 9/07 | Ruslan Goyenko McGill |
Synchronization Risk and the NASDAQ Technology Bubble |
| Mar. 2/07 (joint with CIREQ) |
Zeigham Khokher Univ. of Western Ontario |
Scarcity and Risk Premiums in Commodity Futures |
| Mar. 16/07 | A. Subrahmanyam UCLA |
Theory-Based Illiquidity and Asset Pricing |
| Mar 23/07 | Geert Rouwenhorst Yale |
The Fundamentals of Commodity Futures |
| Mar. 30/07 (joint with CIREQ) |
Raghu Rau Purdue |
Corporate Event Waves |
| June 7 & 8/07 | Third Biennial McGill Conference on Global Asset Management. |
2005-2006 Seminars
|
Dat |
Speaker |
Title |
| Sep. 9/05 |
Gordon Phillips |
Why Do Public Firms Issue Private & Public Securities? |
| Sep. 16/05 |
Tarun Chordia |
Momentum and Credit Rating |
| Sep. 23/05 | Laura Starks UT Austin |
Conflicts of Interest in Sell-side Research and the Moderating Role of Institutional Investors |
| Oct. 7/05 | Marcin Kacperczyk UBC |
The Price of Sin: The Effects of Social Norms on Markets |
| Oct. 21/05 | Michael Cooper Purdue & Utah |
The Other January Effect |
| Oct. 28/05 (joint with CIREQ) |
Martin Lettau NYU |
Reconciling the Return Predictability Evidence |
| Nov. 4/05 (joint with CIREQ) |
Aydogan Alti UT Austin |
Why Do Investors Chase Return Trends? |
| Nov. 18/05 | Ingrid Werner Ohio State |
Can Short-sellers Predict Returns? Daily Evidence |
| Dec. 2/05 (joint with CIREQ) |
Utpal Bhattacharya Indiana |
The Role of the Media in the Internet IPO Bubble |
| Jan-Feb/06 | Recruiting Seminars | |
| Mar. 3/06 | Diane DelGuercio Oregon |
Shareholder Activism & the Market for Directors: Do Vote No Campaigns Damage Directors' Reputations? |
| Mar. 10/06 | Dimitri Vayanos LSE |
A Search-Based Theory of the On-the-Run Phenomenon |
| Mar. 17/06 |
Anil Shivdasani |
Financial Fraud, Director Reputation, and Shareholder Wealth |
| Mar. 31/06 (joint with CIREQ) |
Hank Bessembinder Utah |
Liquidity Biases in Asset Pricing Tests |
| Apr. 7/06 | Ivo Welch Yale & Brown |
Equity Premium Prediction |
2004-2005 Seminars
|
Date |
Speaker |
Title |
| Sep. 7/04 (Joint with IFM2) |
Hayne Leland UC Berkeley |
On Purely Financial Synergies & the Optimal Scope of the Firm: Implications for Mergers, Spin-Offs, and Structured Finance |
| Sep. 10/04 | Joshua Coval Harvard |
Corporate Financing Decisions When Investors Take the Path of Least Resistence |
| Sep. 24/04 | Espen Eckbo Dartmouth |
Bidding in Mandatory Bankruptcy Auctions: Theory and Evidence |
| Oct. 1/04 | Bilge Yilmaz Wharton |
Asymmetric Information & Financing with Convertibles |
| Oct. 15/04 | J.P. Danthine Lausanne |
The Macroeconomics of Delegated Management |
| Oct. 22/04 | Will Goetzmann Yale |
Sharpening Sharpe Ratios |
| Oct. 29/04 (Joint with CIREQ) |
Adlai Fisher UBC |
Corporate Investment & Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance |
| Nov. 5/04 | Andrew Winton U. of Minnesota |
Booms, Busts, and Fraud |
| Nov. 12/04 | Angelo Melino U. of Toronto |
Measuring the Cost of Business Cycles with Preferences that Rationalize the Equity Premium |
| Nov. 26/04 | Yintian Wang McGill University |
Option Valuation with Long-run and Short-run Volatility Components |
| Dec. 3/04 | Jan Ericsson McGill University |
Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets |
| Jan. 21/05 (Joint with CIREQ) |
Geert Bekaert Columbia |
The Real Effects of Equity Liberalization |
| Mar. 11/05 | Tan Wang UBC |
A Simple Theory of Asset Pricing Under Model Uncertainty |
| Mar. 18/05 |
Adolfo De Motta |
Attracting Attention: Cheap Managerial Talk & Costly Market Monitoring |
| Apr. 1/05 (Joint with CIREQ) |
Wuolin Suo Queen's |
An Empirical Study on Credit Rating Change Behavior |
2003-2004 Seminars
|
Date |
Speaker |
Title |
| Sep. 5/03 |
Russell Wermers Maryland |
Is Money Really "Smart"? New Evidence on the Relation Between Mutual Fund Flows, Manager Behavior, and Performance Persistance |
| Sep. 12/03 |
Raman Uppal LBS |
Ambiguity Aversion and the Puzzle of Own-Company Stock in Pension Plans |
| Sep. 19/03 | Jun Pan MIT |
The Information in Option Volume For Stock Prices |
| Sep. 26/03 |
Marcelo Dos Santos McGill |
Does Corporate International Diversification Destroy Value? Evidence from Cross-Border Mergers & Acquisitions |
| Oct. 10/03 |
Jay Shanken Emory |
Mutual Fund Performance with Learning Across Funds |
| Oct. 17/03 (joint with IFM2) |
Isabelle Bajeux-Besnainou GWU |
Dynamic Asset Allocation with Benchmarking |
| Oct. 24/03 |
Antonio Mello Wisconsin |
Arbitraging Arbitrageurs |
| Nov. 14/03 |
Terrence Odean Berkeley |
All that Glitters: The Effect of Attention & News on the Buying Behavior of Individual & Institutional Investors |
| Nov. 21/03 (joint with CIREQ) |
Matthew Pritsker Federal Reserve Board |
Large Investors: Implications for Equilibrium Asset Returns, Shock Absorption, and Liquidity |
| Jan. 9/04 |
Oleg Bondarenko |
Why are Put Options So Expensive? |
| Jan. 16/04 | Kjell Nyborg UCLA |
Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations |
| Jan. 23/04 | Yasushi Hamao USC |
Unique Symptoms of Japanese Stagnation: An Equity Market Perspective |
| Jan. 30/04 | Marie-Claude Beaulieu Laval |
The Impact of Political Risk on the Volatility of Stock Returns: The Case of Canada |
| Feb. 6/04 | Sanjay Banerji McGill |
Asymmetric Information, Choice of Workout Under Financial Distress, and Absolute Priority Violations |
| Feb. 13/04 (joint with CIREQ) |
Nicholas Polson Chicago |
MCMC Methods for Continuous-Time Financial Econometrics |
| Mar. 5/04 (joint with CIREQ) |
Warren Bailey |
Stock Market Liberalization and the Information Environment |
|
Mar. 12/04 |
Franklin Allen |
Law, Finance & Economic Growth in China |
|
Mar. 19/04 |
Robert Dittmar |
Basis Assets |
| Mar. 26/04 (joint with CIREQ) |
David Chapman |
Heterogeneity, Aggregation, and Behavioral Asset Pricing |
| Apr. 2/04 |
Steve Foerster |
Do Dividends Matter? A Firm-Level Study From the Nineteenth to the Twenty-First Century |
|
Apr. 16/04 |
Andrew Karolyi |
Multi-Market Trading & Arbitrage |
2002-2003 Seminars
|
Date |
Speaker |
Title |
|
Oct. 4/02 |
Paola Sapienza |
The Real Effects of Investor Sentiment |
|
Oct. 11/02 |
Andres Almazan |
Capital Structure & Transparency |
|
Oct. 25/02 |
Markus Brunnermeier |
Predatory Trading |
|
Nov. 1/02 |
Erwan Morellec |
Irreversible Investment with Regime Shifts |
|
Nov. 8/02 |
Arturo Bris |
Corporate Governance Convergence by Contract: Evidence from Cross-Border Mergers |
|
Nov. 22/02 |
Jonathan Berk |
Mutual Fund Flows and Performance in Rational Markets |
|
Dec. 6/02 |
Allan Timmermann |
Properties of Optimal Forecasts |
|
Jan. 10/03 |
Sergei Sarkissian |
The Valuation Effects of Overseas Listing: Market Sequencing and Selection |
|
Jan. 17/03 |
George Allayannis |
Earnings Volatility, Cash Flow Volatility, and Firm Value |
|
Jan. 24/03 |
Kristian Rydqvist |
How Do Buyers and Sellers Divide the Surplus? Evidence From Tax Arbitrage |
|
Jan. 31/03 |
Eric Renault |
Affine Fractional Stochastic Volatility Models |
|
Feb. 7/03 |
Kris Jacobs |
Which Volatility Model for Option Valuation? |
|
Feb. 14/03 |
Fan Yu |
Accounting Transparency and the Term Structure of Credit Spreads |
|
Mar. 7/03 |
Thomas Noe |
Crushed by a Rational Stampede: Strategic Share Dumping and Shareholder Insurrections |
|
Mar. 14/03 |
Pierre Collin-Dufresne |
Identification and Estimation of 'Maximal' Affine Term Structure Models: An Application to Stochastic Volatility |
|
Mar. 21/03 |
Luis M. Viceira |
Foreign Currency for Long-Term Investors |
|
Mar. 28/03 |
Tyler Shumway |
Can Individual Investors Beat the Market? |
|
Apr. 4/03 |
Bernard Dumas |
A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium |
2001-2002 Seminars
|
Date |
Speaker |
Title |
|
Sep. 7/01 |
Greg Bauer |
Characterizing Asymmetric Information in International Equity Markets |
|
Sep. 14/01 |
Martin Boyer |
The Demand for Directors' and Officers' Insurance |
|
Sep. 21/01 |
Michael Schill |
Long-run Seasoned Equity Offering Returns: Data Snooping, Model Misspecification, or Mispricing? A Costly Arbitrage Approach |
|
Oct. 5/01 |
Jorge Roldos |
Monetary Policy in a Financial Crisis |
|
Oct. 12/01 |
Gordon Fisher |
Style Index Investment, Margin-of-Safety, & Robustness: A Test for Myopic Loss Aversion |
|
Oct. 26/01 |
Per Strömberg |
How Do Venture Capitalists Choose & |
|
Nov. 16/01 |
René Garcia |
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables |
|
Nov. 30/01 |
Pietro Veronesi |
Habit Formation and the Cross Section of Stock Returns |
|
Jan. 11/02 |
Michel Robe |
The Impact of I llegal Insider Trading in Dealer and Specialist Markets |
|
Jan. 18/02 |
Susan Christoffersen |
The Market for Legal Ownership |
|
Jan. 25/02 |
Mo Chaudhury |
Efficiency Tests of the French Index (CAC 40) Options Market & Upper Bounds for American Options |
|
Feb. 8/02 |
Robert Marquez |
Flight to Quality or to Captivity? Information & Credit Allocation |
|
Mar. 8/02 |
Fernando Zapatero |
Executive Stock Options with Effort Disutility and Choice of Volatility |
|
Mar. 15/02 |
Francesca Cornelli |
Bookbuilding: How Informative is the order book? |
|
Mar. 22/02 |
Robert Bliss |
Option-Implied Risk Aversion Estimates: Robustness and Patterns |
|
Apr. 5/02 |
Rossen Valkanov |
The Fed's Effect on Excess Returns & Inflation is Bigger Than You Think |
|
Apr. 10/02 |
Suleyman Basak |
A Model of Credit Risk, Optimal Policies, & Asset Prices |
|
Apr. 12/02 |
Raymond Kan |
Hansen-Jagannathan Distance |
|
Apr. 19/02 |
Gilles Chemla |
An Analysis of Shareholder Agreements |
2000-2001 Seminars
|
Date |
Speaker |
Title |
|
Sep. 22/00 |
Giovanni Barone-Adesi |
Backtesting Derivative Portfolios with FHS |
|
Sep. 25/00 |
Marc Potters |
Historical Option Pricing: Smile, Skew & Volatility Correlations |
|
Sep. 29/00 |
D. Dejong |
The Cyclical Behavior of Skill Acquisition |
|
Oct. 6/00 |
Roger Edelen |
On the Perils of Security Pricing by Financial Intermediaries: The Case of Open-end Mutual Funds |
|
Oct. 20/00 |
Wayne Ferson |
Testing Portfolio Efficiency with Conditioning Information |
|
Nov. 3/00 |
Jean-Guy Simonato |
Pricing Discretely Monitored Barrier Options by a Markov Chain |
|
Nov. 10/00 |
Simon Gervais |
The Role of Trading Halts in Monitoring a Specialist Market |
|
Nov. 17/00 |
Thomas Chemmanur |
Corporate Control Contests and the Disciplining Role of Spin-offs: A Theory of Performance and Value Improvements Following Spin-offs |
|
Nov. 22/00 |
Monique Jeanblanc |
Default Risk & Hazard Process |
|
Dec. 1/00 |
Tobias Moskowitz |
The Private Equity Premium Puzzle |
|
Dec. 8/00 |
Ulf Axelson |
Pooling, Splitting, and Security Design in the Auctioning of Financial Assets |
|
Jan. 12/01 |
Sergei Sarkissian |
The Overseas Listing Decision: New Evidence of Proximity Preference |
|
Jan. 15/01 |
Jason Draho |
The Timing of Initial Public Offerings: A Real Option Approach |
|
Jan. 17/01 |
Vikas Agarwal |
I ntertemporal Variation in the Performance of Hedge Funds Employing a Contingent-Claim-Based Benchmark |
|
Jan. 19/01 |
Soeren Hvidkjaer |
A Trade-based Analysis of Momentum |
|
Jan. 22/01 |
Pierre Ruiz |
Domestic & Global Factors in Individual Stock Returns |
|
Jan. 24/01 |
Hazem Daouk |
The World Price of Insider Trading |
|
Jan. 26/01 |
Antoine Renucci |
Optimal Relationships Between Entrepreneurs and Value-Enhancing Financiers |
|
Feb. 2/01 |
Bjorn Eraker |
Do Stock Prices & Volatility Jump? Reconciling Evidence from Spot & Option Prices |
|
Feb. 9/01 |
Sergey Tsyplakov |
A Dynamic Model of Optimal Capital Structure |
|
Mar. 2/01 |
Mark Kamstra |
Forecasting Fundamental Stock Price Distributions |
|
Mar. 30/01 |
Bruno Gerard |
International Portfolio Diversification: Industrial Structure, Country & Currency Effects Revisited |
|
Apr. 11/01 |
Alessandro Citanna |
Taxation of Asset Trades |
