Finance Department
Seminar Series Archive
Fall 2021
| Date/Time | Speaker | Title of Paper | Location |
|
9/3 11:00–12:30 |
Chen Shen UNC Charlotte |
Shareholder-Creditor Conflict and Hedging Policy Evidence from Mergers between Lenders and Shareholders | Virtual |
|
9/10 11:00–12:30 |
Jacques Lu UNC Charlotte |
Serial Dependence in the Stock Market: What Can We Learn from Derivatives? | Virtual |
|
9/17 11:00–12:30 |
UNC Greensboro |
Managerial Extrapolation: Who and When? | Virtual |
|
10/1 11:00–12:30 |
Taichun (Park) Piao UNC Charlotte |
Does Executive Compensation Duration Generate Different Risk Incentives? Evidence on Corporate Hedging | Virtual |
|
10/8 11:00–12:30 |
Gunratan Lonare UNC Charlotte |
CEOs’ Capital Gains Tax Liabilities and Accounting Conservatism | Virtual |
|
10/29 11:00–12:30 |
Connecticut |
A New Back Casting Method for Valuing Urban Land: Comparison to Land Residuals | Virtual |
|
11/5 11:00–12:30 |
Helen Gardner UNC Charlotte |
Common Owners, Common Lenders and Firm Behavior | Virtual |
|
11/12 11:00–12:30 |
Rutgers |
Forecasting Realized Volatility: An Automatic System Using Many Features and Machine Learning Algorithms | Virtual |
Fall 2020
| Date/Time | Speaker | Title of Paper | Location |
|
9/18 11:00–12:30 |
Gunratan Lonare UNC Charlotte |
CEOs’ Capital Gains Tax Liabilities and Accounting Conservatism | Virtual |
|
9/25 11:00–12:30 |
Nancy Mo UNC Charlotte |
Trend Factors around the World: Do Cultural Differences Explain the Performance Differences? | Virtual |
|
10/9 11:00–12:30 |
Lingfei Kong UNC Charlotte |
A Trend Factor in Commodity Futures Markets: Any Economic Gains from Using Information over Investment Horizons? | Virtual |
|
10/30 11:00–12:30 |
Natalia Villatoro UNC Charlotte |
Brand Equity and Corporate Debt Structure | Virtual |
|
11/20 11:00–12:30 |
South Carolina |
The Rising Tide Lifts Some Interest Rates: Climate Change, Natural Disasters, and Loan Pricing | Virtual |
Spring 2020
| Date/Time | Speaker | Title of Paper | Location |
|
1/17 2:00–3:30 |
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 |
Western |
“7% Solution” and IPO (Under)pricing | Friday 207 |
|
3/27 11:00–12:30 |
Old Dominion |
(Cancelled) | Friday 207 |
|
4/3 11:00–12:30 |
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 |
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 |
South Carolina |
Valuation of New Trademarks | Friday 207 |
|
11/1 10:30–12:00 |
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 |
Charlotte Fed |
Catch the Thief! Fraud in the U.S. Banking Industry | Friday 207 |
|
11/15 11:00–12:30 |
UNC Greensboro |
Credit Protection and Animal Spirits: Product Market Competition with CDS | Friday 207 |
|
12/6 11:00–12:30 |
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 |
Ohio State |
q5 | Friday 207 |
|
3/1 11:00–12:30 |
Central Florida |
Geographic Clustering of Institutional Investors | Friday 207 |
|
3/11 (MON) 2:00–3:30 |
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 |
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 |
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 |
Boston College |
Trademarks in Entrepreneurial Finance | Friday 207 |
|
11/16 11:00–12:30 |
Clemson |
Industry Tournament Incentives and Stock Price Crash Risk UNCC Finance/Accounting/Economics Joint Seminar |
Friday 207 |
|
11/30 10:30–12:00 |
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 |
(Florida) |
House Prices, Bank Balance Sheets, and Bank Credit Supply [UNCC Finance/Charlotte Fed Joint Seminar] |
Charlotte Fed |
|
Feb 23 10:30–12:00 |
(South Carolina) |
Access to Public Capital Markets and Bank Lending | Friday 207 |
|
Mar 2 10:30–12:00 |
(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 |
(Toronto) |
Disclosure, Competition, and Learning from Asset Prices | Friday 207 |
|
Apr 13 11:00–12:30 |
(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 |
(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 |
(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 |
(York) |
Do Short Sellers Exploit News of Related Firms? | Friday 207 |
|
Dec 8 11:00–12:30 |
(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 |
(Marquette) |
Mortgage Loss Given Default: Loss on Sale and Lost Time | Friday 212 |
|
Feb 6 (MON) 10:30–12:00 |
(George Washington) |
The Repeat Time-On-The-Market Index | Friday 207 |
|
Feb 10 2:00–3:30 |
(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 |
(UNC Charlotte) |
Dynamic Asset Pricing under Heterogeneous Habit Formation [Dean’s Scholar Presentation] |
Friday 385 |
|
Mar 3 11:00–12:30 |
(Warwick) |
Why Does Idiosyncratic Risk Increase with Market Risk? | Friday 207 |
|
Mar 17 11:00–12:30 |
(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 |
(MIT) |
The Dark Side of Circuit Breakers [UNCC Finance/Charlotte Fed Joint Seminar] |
Fretwell 126 |
|
Apr 7 10:00–11:30 |
(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 |
(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 |
(Yeshiva) |
Intellectual Property Contracts: Theory and Evidence from Screenplay Sales | Friday 207 |
|
Oct 14 1:30–3:00 |
(South Carolina) |
Correlated Trading by Life Insurers and Its Impact on Bond Prices | Friday 207 |
|
Oct 28 1:15–2:45 |
(HEC Montreal) |
Second-Order Constrained Portfolio Allocation under Investment Limitations | Friday 207 |
|
Nov 11 2:00–3:30 |
(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 |
(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 |
(Università Cattolica del Sacro Cuore) |
Why Are Some Banks Recapitalized and Other Banks Taken Over? | Friday 212 |
|
Feb 5 2:00–3:30 |
(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 |
(Vermont) |
Does Institutional Shareholder Activism Stimulate Corporate Information Flow? Evidence from Labor Union Proxy Activism | Friday 212 |
|
Apr 1 10:00–11:30 |
(UT Dallas) |
Short-run and Long-run Consumption Risks, Dividend Processes and Asset Return | Friday 383 |
|
Apr 8 10:00–11:30 |
(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 |
(NC State) |
Hedge Fund Boards | Friday 207 |
|
Oct 2 10:00–11:30 |
(UNC Charlotte) |
Financial Restatement and the Cost of Debt | Friday 128 |
|
Oct 9 2:00–3:30 |
(Duke) |
Interest Rate Risk and Corporate Hedging [UNCC Finance/Charlotte Fed Joint Seminar] |
Atkins 143 |
|
Oct 23 2:00–3:30 |
(Kentucky) |
Robust Models of CEO Turnover: New Evidence on Relative Performance Evaluation | Friday 207 |
|
Oct 30 2:00–3:30 |
(Cleveland Fed) |
Did Local Lenders Forecast the Bust? Evidence from the Real Estate Market | Friday 207 |
|
Nov 13 2:00–3:30 |
(Maryland) |
Asset Pricing in a Large Economy | Friday 207 |
|
Nov 20 2:00–3:30 |
(UNC Charlotte) |
FX Liquidity Risk and Carry Trade Returns | Friday 212 |
|
Nov 30 2:00–3:30 |
(Tennessee) |
Cross-Border Bank Flows and Systemic Risk | Friday 385 |
|
Dec 4 2:00–3:30 |
(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 |
(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 |
(Rice) |
Shelter from the Storm: Bear Market Performance and Average Returns |
Friday 212 |
|
April 24 10:00-11:30 |
(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 |
(Clemson) |
Can I Trust You with My Money? The Role of Trust in Corporate Cash Policy |
Friday 212 |
|
Sep 19 3:00-4:30 |
(Georgia) |
The Analytic Method of Ronald Coase: Lessons for Research on Mergers and Acquisitions |
Center City 601 |
|
Sep 26 2:00-3:30 |
(Cornell) |
Predictability of Equity Returns over Different Time Horizons: A Nonparametric Approach [Finance/Economics Joint Seminar] |
Friday 212 |
|
Oct 3 2:00-3:30 |
(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 |
(Fordham) |
Liquidity and Systemic Risk: An Application to Stress Testing |
Center City 601 |
|
Nov 13 3:30-5:00 |
(UNC Charlotte) |
Friday 385 |
Spring 2014
| Date/Time | Speaker | Title of Paper | Location |
|
Jan 24 2:00-3:30 |
(Duke) |
Firm Age, Investment |
Friday 207 |
|
Feb 21 1:30-3:00 |
(NC State) |
How Subprime Borrowers and |
Friday 207 |
|
Mar 14 2:00-3:30 |
(Washington University) |
Short-sale Constraints, |
Friday 212 |
|
Mar 28 2:00-3:30 |
(Indiana) |
Optimal Bank Liability Structure |
Friday 212 |
Fall 2013
| Date/Time | Speaker | Title of Paper | Location |
|
Sep 20 2:00-3:30 |
(Clemson) |
Employee Influence, Worker-Manager Alliance, and Shareholder Returns from Acquisitions |
Friday 212 |
|
Sep 27 2:00-3:30 |
(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 |
(HEC Montreal) |
The Effect of Monitoring on CEO Pay Practices in |
Friday 212 |
|
Nov 1 2:30-4:00 |
(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 |
(Penn State) |
Real Estate Risk and Hedge |
Friday 212 |
Spring 2013
| Date/Time | Speaker | Title of Paper | Location |
|
Feb 8 2:00-3:30 |
(Nebraska) |
Corporate Lobbying, |
Friday 386 |
|
Feb 15 10:00-11:30 |
(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 |
(Columbia) |
The Economics of Hedge Funds |
Friday 386 |
|
Mar 22 10:00-11:30 |
(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 |
(UNC Chapel Hill) |
Structure Type and Foreclosure Externalities |
Friday 153 |
|
Sep 28 10:00-11:30 |
(Illinois) |
Option Value and the Price of Teardown Properties |
Friday 386 |
|
Oct 5 2:30-4:00 |
(Old Dominion) |
The Effect of Perceived Lender Characteristics and Market Conditions on Strategic Mortgage Defaults |
Friday 153 |
|
Nov 2 2:30-4:00 |
(South Carolina) |
The Life Cycle of Make-whole Call Provisions |
Friday 153 |
|
Nov 30 2:30-4:00 |
(Boston College) |
The Real and Financial Effects of Credit Ratings: Evidence from Moody’s Adjustments |
Friday 153 |
|
Dec 5 (Wed) 3:00-4:30 |
(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 |
(UT Dallas) |
Subprime Mortgage Defaults and Credit Default Swaps |
Friday 153 |
|
Apr 6 2:00-3:30 |
(Boston University) |
A Structural Model of Dynamic Market Timing: Theory and Estimation |
Friday 153 |
|
Apr 13 2:00-3:30 |
(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 |
(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 |
(TIAA-CREF) |
Domestic and Global Economic Outlook for 2012 and Beyond |
Friday 12 |
|
Nov 11 2:00-3:30 pm |
(Boston College) |
Economic Risk Premia in the Fixed Income Markets: The Intra-day Evidence |
Friday 12 |
|
Dec 2 11:00 am-12:30 pm |
(UNC Chapel Hill) |
The Economics of Solicited and Unsolicited Credit Ratings |
Friday 12 |
|
Dec 5 2:00-3:15 pm |
(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 |
(UNC Charlotte) |
A Bivariate GARCH Model with Closed-form Options Prices |
Friday 034 |
|
Apr 8 2:00-3:30 pm |
(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 |
(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 |
(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 |
(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 |
(Wilfrid Laurier) |
Hedge Funds: Black Holes of the Financial Universe? [Abstract] [Slides] |
Friday 034 |
|
Mar 19 2:00-3:30 pm |
(Clemson) |
|
Friday 034 |
|
Apr 8 (THUR) 2:00-3:30 pm |
(UNC Chapel Hill) |
Should Macroeconomic Forecasters Use Daily Financial Data and How? |
Friday 034 |
|
Apr 16 2:00-3:30 pm |
(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 |
(UNC Charlotte) |
Corporate Governance, Agency Cost, and Takeover Decision |
Friday 010 |
|
Nov 6 2:00-3:30pm |
(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 |
(South Carolina) |
Financial Distress and the Cross Section of Equity Returns |
Friday 002 |
|
Jan 30 3:30-5:00pm |
(Georgia State) |
Informed Trading in the Stock Market and CEO Turnover |
Friday 002 |
|
Feb 13 2:00-3:30pm |
(UNC Charlotte) |
Financial Guarantee Insurance: Arrogance or Ignorance in an Era of Exuberance | Friday 001 |
|
Feb 20 10:30-Noon |
(UNC Charlotte) |
Heterogeneous Beliefs, Imitation, and the Vulnerability of Financial Innovation | Friday 002 |
|
Feb 27 2:00-3:30pm |
(UNC Charlotte) |
Shareholder and Bondholder Governance, Managerial Risk-taking, and Security Returns | Friday 001 |
|
Mar 6 2:00-3:30pm |
(UNC Chapel Hill) |
Regulatory Pressure and Fire Sales in the Corporate Bond Markets | Friday 001 |
|
Mar 20 2:00-3:30pm |
(Washington University) |
How Predictable are Components of the Aggregate Market Portfolio? | Friday 001 |
|
Mar 27 3:30-5:00pm |
(UNC Charlotte) |
Joint Ventures, Risk Sharing and Optimal Contract Design | Friday 002 |
|
Apr 3 2:00-3:30pm |
(Southern Methodist) |
Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Cost | Friday 001 |
|
Apr 17 2:00-3:30pm |
(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 |
(NYU/Bloomberg) |
A Simple Robust Link Between American Puts and Credit Protection |
One Wachovia Building |
|
Nov 12 3:30-5:00 |
(Academia Sinica) |
Causality in Quantiles and Dynamic Stock Return-Volume Relations |
Friday 002 |