{"id":71,"date":"2014-09-16T12:30:14","date_gmt":"2014-09-16T16:30:14","guid":{"rendered":"http:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/?page_id=71"},"modified":"2022-10-27T08:29:06","modified_gmt":"2022-10-27T12:29:06","slug":"previous-seminars","status":"publish","type":"page","link":"https:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/previous-seminars\/","title":{"rendered":"Previous Seminars"},"content":{"rendered":"

Finance Department
\nSeminar Series Archive<\/strong><\/h2>\n

 <\/p>\n

Fall 2021<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

9\/3<\/p>\n

11:00\u201312:30<\/td>\n

\n

Chen Shen<\/p>\n

UNC Charlotte<\/td>\n

Shareholder-Creditor Conflict and Hedging Policy Evidence from Mergers between Lenders and Shareholders<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

9\/10<\/p>\n

11:00\u201312:30<\/td>\n

\n

Jacques Lu<\/p>\n

UNC Charlotte<\/td>\n

Serial Dependence in the Stock Market: What Can We Learn from Derivatives?<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

9\/17<\/p>\n

11:00\u201312:30<\/td>\n

\n

Dayong Huang<\/a><\/p>\n

UNC Greensboro<\/td>\n

Managerial Extrapolation: Who and When?<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

10\/1<\/p>\n

11:00\u201312:30<\/td>\n

\n

Taichun (Park) Piao<\/p>\n

UNC Charlotte<\/td>\n

Does Executive Compensation Duration Generate Different Risk Incentives? Evidence on Corporate Hedging<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

10\/8<\/p>\n

11:00\u201312:30<\/td>\n

\n

Gunratan Lonare<\/p>\n

UNC Charlotte<\/td>\n

CEOs\u2019 Capital Gains Tax Liabilities and Accounting Conservatism<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

10\/29<\/p>\n

11:00\u201312:30<\/td>\n

\n

John Clapp<\/a><\/p>\n

Connecticut<\/td>\n

A New Back Casting Method for Valuing Urban Land: Comparison to Land Residuals<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

11\/5<\/p>\n

11:00\u201312:30<\/td>\n

\n

Helen Gardner<\/p>\n

UNC Charlotte<\/td>\n

Common Owners, Common Lenders and Firm Behavior<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

11\/12<\/p>\n

11:00\u201312:30<\/td>\n

\n

Sophia Li<\/a><\/p>\n

Rutgers<\/td>\n

Forecasting Realized Volatility: An Automatic System Using Many Features and Machine Learning Algorithms<\/td>\nVirtual<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Fall 2020<\/strong><\/h2>\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

9\/18<\/p>\n

11:00\u201312:30<\/td>\n

\n

Gunratan Lonare<\/p>\n

UNC Charlotte<\/td>\n

CEOs\u2019 Capital Gains Tax Liabilities and Accounting Conservatism<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

9\/25<\/p>\n

11:00\u201312:30<\/td>\n

\n

Nancy Mo<\/p>\n

UNC Charlotte<\/td>\n

Trend Factors around the World: Do Cultural Differences Explain the Performance Differences?<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

10\/9<\/p>\n

11:00\u201312:30<\/td>\n

\n

Lingfei Kong<\/p>\n

UNC Charlotte<\/td>\n

A Trend Factor in Commodity Futures Markets: Any Economic Gains from Using Information over Investment Horizons?<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

10\/30<\/p>\n

11:00\u201312:30<\/td>\n

\n

Natalia Villatoro<\/p>\n

UNC Charlotte<\/td>\n

Brand Equity and Corporate Debt Structure<\/td>\nVirtual<\/td>\n<\/tr>\n
\n

11\/20<\/p>\n

11:00\u201312:30<\/td>\n

\n

Ai He<\/a><\/p>\n

South Carolina<\/td>\n

The Rising Tide Lifts Some Interest Rates: Climate Change, Natural Disasters, and Loan Pricing<\/td>\nVirtual<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Spring 2020<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

1\/17<\/p>\n

2:00\u20133:30<\/span><\/td>\n

\n

Guofu Zhou<\/a><\/p>\n

Washington University in St. Louis<\/td>\n

Big Data: Big Impact on Predictability<\/td>\nFriday 137<\/span><\/td>\n<\/tr>\n
\n

2\/7<\/p>\n

11:00\u201312:30<\/td>\n

\n

Taichun (Park) Piao<\/p>\n

UNC Charlotte<\/td>\n

CEO Compensation Duration and Corporate Hedging<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

2\/14<\/p>\n

11:00\u201312:30<\/td>\n

\n

Walid Busaba<\/a><\/p>\n

Western<\/td>\n

 “7% Solution” and IPO (Under)pricing<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

3\/27<\/p>\n

11:00\u201312:30<\/td>\n

\n

Walter D’Lima<\/a><\/p>\n

Old Dominion<\/td>\n

(Cancelled)<\/span><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

4\/3<\/p>\n

11:00\u201312:30<\/td>\n

\n

John Bai<\/a><\/p>\n

Northeastern<\/td>\n

(Cancelled)<\/span><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

4\/17<\/p>\n

11:00\u201312:30<\/td>\n

\n

Ahmet Nart<\/p>\n

UNC Charlotte<\/td>\n

(Cancelled)<\/span><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

4\/24<\/p>\n

11:00\u201312:30<\/td>\n

\n

Natalia Villatoro<\/p>\n

UNC Charlotte<\/td>\n

(Cancelled)<\/span><\/td>\nFriday 207<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Fall 2019<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

8\/30<\/p>\n

11:00\u201312:30<\/td>\n

\n

Tingting Liu<\/a><\/p>\n

Iowa State<\/td>\n

Inside the \u201cBlack Box\u201d of Private Merger Negotiations<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

9\/13<\/p>\n

11:00\u201312:30<\/td>\n

\n

Dhara Shah<\/p>\n

UNC Charlotte<\/td>\n

Durability and Capital Structure<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

10\/11<\/p>\n

10:00\u201311:30<\/span><\/td>\n

\n

Sean Brunson<\/p>\n

UNC Charlotte<\/td>\n

Wall Street, Main Street, Your Street: How Investors Impact the Single-Family Housing Market<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

10\/18<\/p>\n

11:00\u201312:30<\/td>\n

\n

Dongmei Li<\/a><\/p>\n

South Carolina<\/td>\n

Valuation of New Trademarks<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

11\/1<\/p>\n

10:30\u201312:00<\/span><\/td>\n

\n

Jennifer Conrad<\/a><\/p>\n

UNC Chapel Hill<\/td>\n

Credit Default Swaps Around the World: Investment and Financing Effects
\n[Charlotte Fed\/UNCC Joint Seminar]<\/em><\/td>\n		Charlotte Fed<\/td>\n<\/tr>\n
\n

11\/8<\/p>\n

11:00\u201312:30<\/td>\n

\n

Atanas Mihov<\/a><\/p>\n

Charlotte Fed<\/td>\n

Catch the Thief! Fraud in the U.S. Banking Industry<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

11\/15<\/p>\n

11:00\u201312:30<\/td>\n

\n

Jay Li<\/a><\/p>\n

UNC Greensboro<\/td>\n

Credit Protection and Animal Spirits: Product Market Competition with CDS<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

12\/6<\/p>\n

11:00\u201312:30<\/td>\n

\n

Kevin Tseng<\/a><\/p>\n

Charlotte Fed & University of Kansas<\/td>\n

Short-Termist CEO Compensation in Speculative Markets: A Controlled Experiment<\/a><\/td>\nFriday 116<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Spring 2019<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

2\/22<\/p>\n

11:00\u201312:30<\/td>\n

\n

Kewei Hou<\/a><\/p>\n

Ohio State<\/td>\n

q<\/em>5<\/sup><\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

3\/1<\/p>\n

11:00\u201312:30<\/td>\n

\n

Qinghai Wang<\/a><\/p>\n

Central Florida<\/td>\n

Geographic Clustering of Institutional Investors<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

3\/11 (MON)<\/p>\n

2:00\u20133:30<\/td>\n

\n

Bob DeYoung<\/a><\/p>\n

Kansas<\/td>\n

The External Effects of Bank Executive Pay: Systemic Risk and Liquidity Creation
\n[Charlotte Fed\/UNCC Joint Seminar]<\/em><\/td>\n		Charlotte Fed<\/td>\n<\/tr>\n
\n

3\/29<\/p>\n

11:00\u201312:30<\/td>\n

\n

Ahmet Nart<\/p>\n

UNC Charlotte<\/td>\n

Industry Tournament Incentives and Product Innovation<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

4\/5<\/p>\n

11:00\u201312:30<\/td>\n

\n

Xi Mo<\/p>\n

UNC Charlotte<\/td>\n

A “Bad Beta, Good Beta” Anatomy of Currency Risk Premiums and Trading Strategies<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

4\/12<\/p>\n

11:00\u201312:30<\/td>\n

\n

Chen Shen<\/p>\n

UNC Charlotte<\/td>\n

Performance Vesting Compensation and Debt Contracting<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

4\/26<\/p>\n

11:00\u201312:30<\/td>\n

\n

Lingfei Kong<\/p>\n

UNC Charlotte<\/td>\n

The Serial Dependence of the Commodity Futures Returns: A Machine Learning Approach<\/td>\nFriday 207<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n

Fall 2018<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

8\/31<\/p>\n

11:00\u201312:30<\/td>\n

\n

Sean Brunson<\/p>\n

UNC Charlotte<\/td>\n

Homeowner Constraints and Home Price Indices<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

9\/7<\/p>\n

11:00\u201312:30<\/td>\n

\n

Ziye Nie<\/p>\n

UNC Charlotte<\/td>\n

Regime Switching and the Cross-Section of Expected Stock Returns<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

9\/21<\/p>\n

11:00\u201312:30<\/td>\n

\n

Shuangshuang Ji<\/p>\n

UNC Charlotte<\/td>\n

Lending Relationship and “Hold-up” Effect: Evidence from Bank Mergers<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

9\/28<\/p>\n

11:00\u201312:30<\/td>\n

\n

Rachel Jin<\/p>\n

UNC Charlotte<\/td>\n

Insurer Demutualization: Ex-Post Analyses<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

10\/5<\/p>\n

11:00\u201312:30<\/td>\n

\n

Ke Shang<\/p>\n

UNC Charlotte<\/td>\n

Analysis of Information Flow Among CDS, Bond, and Stock Market: Evidence from REITs Industry<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

10\/17<\/p>\n

TBA<\/td>\n

\n

Andrew Winton<\/a><\/p>\n

Minnesota<\/td>\n

\n

Do Banks Still Monitor When There Is a Market for Credit Protection?<\/a><\/p>\n

UNCC\/Fed Joint Seminar<\/em><\/td>\n

Charlotte Fed<\/td>\n<\/tr>\n
\n

10\/19<\/p>\n

11:00\u201312:30<\/td>\n

\n

George Jiang<\/a><\/p>\n

Washington State<\/td>\n

Do Mutual Funds Trade on Earnings News? The Information Content of Large Active Trades<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

10\/26<\/p>\n

11:00\u201312:30<\/td>\n

\n

Gunratan Lonare<\/p>\n

UNC Charlotte<\/td>\n

Corporate Innovation in Product Space, Beyond Patents and
\nTrademarks: A Textual Analysis<\/td>\n		Friday 207<\/td>\n<\/tr>\n
\n

11\/9<\/p>\n

11:00\u201312:30<\/td>\n

\n

Tom Chemmanur<\/a><\/p>\n

Boston College<\/td>\n

Trademarks in Entrepreneurial Finance<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

11\/16<\/p>\n

11:00\u201312:30<\/td>\n

\n

Brandon Lockhart<\/a><\/p>\n

Clemson<\/td>\n

\n

Industry Tournament Incentives and Stock Price Crash Risk<\/span><\/p>\n

UNCC Finance\/Accounting\/Economics Joint Seminar<\/em><\/td>\n

Friday 207<\/td>\n<\/tr>\n
\n

11\/30<\/p>\n

10:30\u201312:00<\/span><\/td>\n

\n

April Knill<\/a><\/p>\n

Florida State<\/td>\n

\n

Negation of Sanctions: The Personal Effect of Political Contributions<\/a><\/p>\n

UNCC\/Fed Joint Seminar<\/em><\/td>\n

Atkins 143<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Spring 2018<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Feb 16<\/p>\n

10:00\u201311:30<\/td>\n

\n

Mark Flannery<\/a><\/p>\n

(Florida)<\/td>\n

House Prices, Bank Balance Sheets, and Bank Credit Supply
\n<\/a>[UNCC Finance\/Charlotte Fed Joint Seminar<\/em>]<\/td>\n		Charlotte Fed<\/td>\n<\/tr>\n
\n

Feb 23<\/p>\n

10:30\u201312:00<\/td>\n

\n

Yongqiang Chu<\/a><\/p>\n

(South Carolina)<\/td>\n

Access to Public Capital Markets and Bank Lending<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Mar 2<\/p>\n

10:30\u201312:00<\/td>\n

\n

Michael Pagano<\/a><\/p>\n

(Villanova)<\/td>\n

ETF Short Interest and Failures-to-Deliver: Naked Short-Selling or Operational Shorting?<\/a>
\n[UNCC Finance\/Charlotte Fed Joint Seminar<\/em>]<\/td>\n		Fretwell 126<\/td>\n<\/tr>\n
\n

Mar 16<\/p>\n

11:00\u201312:30<\/td>\n

\n

 Liyan Yang<\/a><\/p>\n

(Toronto)<\/td>\n

 Disclosure, Competition, and Learning from Asset Prices<\/a><\/td>\n Friday 207<\/td>\n<\/tr>\n
\n

Apr 13<\/p>\n

11:00\u201312:30<\/td>\n

\n

 Akhtarur Siddique<\/a><\/p>\n

(OCC)<\/td>\n

The Greenspan Put<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Apr 27<\/p>\n

11:00\u201312:30<\/td>\n

\n

Dhara Shah<\/p>\n

(UNC Charlotte)<\/td>\n

 Capital Structure, Durable Goods, and Macroeconomic Conditions<\/td>\nFriday 207<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n

 <\/h2>\n

Fall 2017<\/strong> <\/strong><\/em><\/h2>\n\n\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Sep 8<\/p>\n

11:00\u201312:30<\/td>\n

\n

Mark Jensen<\/a><\/p>\n

(Atlanta Fed)<\/td>\n

 Cross-Sectional Mutual Fund Performance<\/a><\/td>\n Friday 207<\/td>\n<\/tr>\n
\n

Sep 15<\/p>\n

11:00\u201312:30<\/td>\n

\n

Julia Jiang<\/p>\n

(UNC Charlotte)<\/td>\n

When Good News Is Not So Good: The Asymmetric Effect of Correlation Uncertainty<\/td>\n Friday 207<\/td>\n<\/tr>\n
\n

Sep 29<\/p>\n

11:00\u201312:30<\/td>\n

\n

Charles Teague<\/p>\n

(UNC Charlotte)<\/td>\n

Managerial Entrenchment and Share Repurchases: The Impact of Creditor-Alignment on the Cost of Debt<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Oct 6<\/p>\n

11:00\u201312:30<\/td>\n

\n

Xinxin Li<\/p>\n

(UNC Charlotte)<\/td>\n

 Human Capital and Investment Policy<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Oct 27<\/p>\n

11:00\u201312:30<\/td>\n

\n

Taichun “Park” Piao<\/p>\n

(UNC Charlotte)<\/td>\n

Employee Pay, Cost of Debt and Capital Structure<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Nov 3<\/p>\n

11:00\u201312:30<\/td>\n

\n

Lei Jiang<\/a><\/p>\n

(Tsinghua)<\/td>\n

Lottery Stocks and Mutual Fund Performance: Evidence from Portfolio Holdings<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Nov 10<\/p>\n

11:00\u201312:30<\/td>\n

\n

Ke Shang<\/p>\n

(UNC Charlotte)<\/td>\n

An Analysis of REIT Credit Default Swap Pricing<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Dec 1<\/p>\n

11:00\u201312:30<\/td>\n

\n

Lilian Ng<\/a><\/p>\n

(York)<\/td>\n

 Do Short Sellers Exploit News of Related Firms?<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Dec 8<\/p>\n

11:00\u201312:30<\/td>\n

\n

Tim Riddiough<\/a><\/p>\n

(Wisconsin)<\/td>\n

 The Credit Scoring and Transmission Channels in the Non-Prime Mortgage Market<\/td>\nFriday 207<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Spring 2017<\/strong><\/h2>\n

 <\/h2>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Jan 30<\/p>\n

1:30\u20133:00<\/td>\n

\n

Anthony Pennington-Cross<\/a><\/p>\n

(Marquette)<\/td>\n

Mortgage Loss Given Default: Loss on Sale and Lost Time<\/a><\/td>\nFriday 212<\/td>\n<\/tr>\n
\n

 Feb 6 (MON)<\/p>\n

10:30\u201312:00<\/td>\n

\n

Paul Carrillo<\/a><\/p>\n

(George Washington)<\/td>\n

The Repeat Time-On-The-Market Index<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Feb 10<\/p>\n

2:00\u20133:30<\/td>\n

\n

John Duca<\/a><\/p>\n

(Dallas Fed)<\/td>\n

The Other (Commercial) Real Estate Boom and Bust: The Effects of Risk Premia and Regulatory Capital Arbitrage<\/td>\n Friday 212<\/td>\n<\/tr>\n
\n

Feb 24<\/p>\n

2:00\u20133:30<\/td>\n

\n

Weidong Tian<\/a><\/p>\n

(UNC Charlotte)<\/td>\n

Dynamic Asset Pricing under Heterogeneous Habit Formation
\n[Dean’s Scholar Presentation<\/em>]<\/td>\n		Friday 385<\/td>\n<\/tr>\n
\n

Mar 3<\/p>\n

11:00\u201312:30<\/td>\n

\n

Sohnke Bartram<\/a><\/p>\n

(Warwick)<\/td>\n

 Why Does Idiosyncratic Risk Increase with Market Risk?<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Mar 17<\/p>\n

11:00\u201312:30<\/td>\n

\n

Mark Walker<\/a><\/p>\n

(NC State)<\/td>\n

 Equity Issues When in Distress<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Mar 24<\/p>\n

11:00\u201312:30<\/td>\n

\n

Xinxin Li<\/p>\n

(UNC Charlotte)<\/td>\n

Bondholder Wealth Effects in Joint Ventures and Strategic Alliances Around the World<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Mar 31<\/p>\n

11:00\u201312:30<\/td>\n

\n

Hui Chen<\/a><\/p>\n

(MIT)<\/td>\n

 The Dark Side of Circuit Breakers
\n[UNCC Finance\/Charlotte Fed Joint Seminar<\/em>]<\/td>\n		Fretwell 126<\/td>\n<\/tr>\n
\n

Apr 7<\/p>\n

10:00\u201311:30<\/span><\/td>\n

\n

Ned Prescott<\/a><\/p>\n

(Cleveland Fed)<\/td>\n

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<\/a>
\n[UNCC Economics\/Finance Joint Seminar<\/em>]<\/td>\n		Friday 212<\/span><\/td>\n<\/tr>\n
\n

Apr 7<\/p>\n

1:30\u20133:00<\/td>\n

\n

Shuangshuang Ji<\/p>\n

(UNC Charlotte)<\/td>\n

 Managerial Entrenchment and Capital Structure: The Effect of Diversification<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Apr 21<\/p>\n

11:00\u201312:30<\/td>\n

\n

Charles Teague<\/p>\n

(UNC Charlotte)<\/td>\n

Accelerated Share Repurchases: Value Creation or Extraction<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Apr 28<\/p>\n

1:30\u20133:00<\/td>\n

\n

Licheng Jin<\/p>\n

(UNC Charlotte)<\/td>\n

Bank Monitoring and Hold-up: Evidence from Initial Public Bond Offerings<\/td>\n Friday 207<\/td>\n<\/tr>\n
\n

May 1 (MON)<\/p>\n

1:30\u20133:00<\/td>\n

\n

Zoe Nie<\/p>\n

(UNC Charlotte)<\/td>\n

 Regime Switching and the Cross-Section of Average Stock Returns<\/td>\n Friday 207<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/span><\/p>\n

Fall 2016
\n<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

 Sep 2<\/p>\n

1:30\u20133:00<\/td>\n

\n

Brett Blazevich<\/p>\n

(UNC Charlotte)<\/td>\n

The Role of Secured Debt in the Determination of Leverage, Debt Maturity, and Covenants<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Sep 16<\/span><\/p>\n

11:00\u201312:30<\/span><\/td>\n

\n

Julia Jiang<\/p>\n

(UNC Charlotte)<\/td>\n

Correlation Uncertainty, Heterogeneous Beliefs and Asset Prices<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Sep 23<\/p>\n

1:30\u20133:00<\/td>\n

\n

Jeff Lyon<\/p>\n

(UNC Charlotte)<\/td>\n

The Determinants of Yankee Bond Pricing<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Sep 30<\/p>\n

1:30\u20133:00<\/td>\n

\n

Zhenyu Wang<\/a><\/p>\n

(Indiana)<\/td>\n

 Dynamics of the Expectation and Risk Premium in the OIS Term Structure [UNCC Finance\/Charlotte Fed Joint Seminar<\/em>]<\/td>\nAtkins 143<\/span><\/td>\n<\/tr>\n
\n

Oct 7<\/p>\n

1:30\u20133:00<\/td>\n

\n

Avri Ravid<\/a><\/p>\n

(Yeshiva)<\/td>\n

 Intellectual Property Contracts: Theory and Evidence from Screenplay Sales<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Oct 14<\/p>\n

1:30\u20133:00<\/td>\n

\n

Greg Niehaus<\/a><\/p>\n

(South Carolina)<\/td>\n

Correlated Trading by Life Insurers and Its Impact on Bond Prices<\/a><\/td>\n Friday 207<\/td>\n<\/tr>\n
\n

Oct 28<\/p>\n

1:15\u20132:45<\/span><\/td>\n

\n

Martin Boyer<\/a><\/p>\n

(HEC Montreal)<\/td>\n

Second-Order Constrained Portfolio Allocation under Investment Limitations<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Nov 11<\/p>\n

2:00\u20133:30<\/span><\/td>\n

\n

Gene Lai<\/a><\/p>\n

(Washington State)<\/td>\n

 CEO Overconfidence or Private Information? Evidence from U.S. Property-Liability Insurance Companies<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Dec 2<\/p>\n

1:30\u20133:00<\/td>\n

\n

Enya He<\/p>\n

(Lloyd’s of London)<\/td>\n

Tournament Incentives vs. Equity Incentives of CFOs: The Effect on Firm’s Risk Taking<\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Dec 12<\/p>\n

1:30\u20133:00<\/td>\n

\n

Frank Diebold<\/a><\/p>\n

(UPenn)<\/td>\n

 Estimating Global Bank Network Connectedness<\/a>
\n[UNCC Finance\/Charlotte Fed Joint Seminar<\/em>]<\/td>\n		Charlotte Fed<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n

 <\/h2>\n

Spring 2016<\/strong><\/h2>\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

 Jan 15<\/p>\n

10:30\u201312:00<\/span><\/td>\n

\n

Elena Beccalli<\/a><\/p>\n

(Universit\u00e0 Cattolica del Sacro Cuore)<\/td>\n

 Why Are Some Banks Recapitalized and Other Banks Taken Over?<\/td>\n Friday 212<\/td>\n<\/tr>\n
\n

Feb 5<\/p>\n

2:00\u20133:30<\/td>\n

\n

Matt Billett<\/a><\/p>\n

(Indiana)<\/td>\n

The Role of Financial Intermediaries in the Transmission of Peer-to-peer Financial Policies
\n[UNCC Finance\/Charlotte Fed Joint Seminar<\/em>]<\/td>\n		 Atkins 143<\/td>\n<\/tr>\n
\n

Mar 25<\/p>\n

2:00\u20133:30<\/td>\n

\n

Andy Prevost<\/a><\/p>\n

(Vermont)<\/td>\n

Does Institutional Shareholder Activism Stimulate Corporate Information Flow? Evidence from Labor Union Proxy Activism<\/td>\nFriday 212<\/td>\n<\/tr>\n
\n

Apr 1<\/p>\n

10:00\u201311:30<\/td>\n

\n

Harold Zhang<\/a><\/p>\n

(UT Dallas)<\/td>\n

Short-run and Long-run Consumption Risks, Dividend Processes and Asset Return<\/a><\/td>\n Friday 383<\/td>\n<\/tr>\n
\n

Apr 8<\/p>\n

10:00\u201311:30<\/td>\n

\n

Dan Thornton<\/a><\/p>\n

(St. Louis Fed)<\/td>\n

The Parable of the Loaves and Fishes and the (Near) Impossibility of Forecasting Bond Excess Returns<\/td>\nFriday 212<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/strong><\/em><\/p>\n

Fall 2015<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Sep 25<\/p>\n

2:00\u20133:30<\/td>\n

\n

Jesse Ellis<\/a><\/p>\n

(NC State)<\/td>\n

 Hedge Fund Boards<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Oct 2<\/span><\/p>\n

10:00\u201311:30<\/p>\n<\/td>\n

\n

Lulu Li<\/a><\/p>\n

(UNC Charlotte)<\/td>\n

Financial Restatement and the Cost of Debt<\/td>\n Friday 128<\/span><\/td>\n<\/tr>\n
\n

Oct 9<\/span><\/p>\n

2:00\u20133:30<\/p>\n<\/td>\n

\n

Lukas Schmid<\/a><\/p>\n

(Duke)<\/td>\n

 Interest Rate Risk and Corporate Hedging
\n[UNCC Finance\/Charlotte Fed Joint Seminar<\/em>]<\/td>\n		Atkins 143<\/td>\n<\/tr>\n
\n

Oct 23<\/p>\n

2:00\u20133:30<\/td>\n

\n

Josh Pierce<\/a><\/p>\n

(Kentucky)<\/td>\n

Robust Models of CEO Turnover: New Evidence on Relative Performance Evaluation<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n
\n

Oct 30<\/span><\/p>\n

2:00\u20133:30<\/p>\n<\/td>\n

\n

Kristle Cort\u00e9s<\/a><\/p>\n

(Cleveland Fed)<\/p>\n<\/td>\n

Did Local Lenders Forecast the Bust? Evidence from the Real Estate Market<\/a><\/td>\n Friday 207<\/td>\n<\/tr>\n
\n

Nov 13<\/span><\/p>\n

2:00\u20133:30<\/p>\n<\/td>\n

\n

Mark Loewenstein<\/a><\/span><\/p>\n

(Maryland)<\/p>\n<\/td>\n

 Asset Pricing in a Large Economy<\/td>\n Friday 207<\/td>\n<\/tr>\n
\n

Nov 20<\/span><\/p>\n

2:00\u20133:30<\/p>\n<\/td>\n

\n

Sam Abankwa<\/a><\/span><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

FX Liquidity Risk and Carry Trade Returns<\/a><\/td>\nFriday 212<\/td>\n<\/tr>\n
\n

Nov 30<\/span><\/p>\n

2:00\u20133:30<\/p>\n<\/td>\n

\n

Alvaro Taboada<\/a><\/span><\/p>\n

(Tennessee)<\/p>\n<\/td>\n

 Cross-Border Bank Flows and Systemic Risk<\/a><\/td>\n Friday 385<\/td>\n<\/tr>\n
\n

Dec 4<\/span><\/p>\n

2:00\u20133:30<\/p>\n<\/td>\n

\n

Geoff Tate<\/a><\/span><\/p>\n

(UNC Chapel Hill)<\/p>\n<\/td>\n

 The Human Factor in Acquisitions: Cross-industry Labor Mobility and Corporate Diversification<\/a><\/td>\nFriday 207<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n

Spring 2015
\n<\/strong><\/h2>\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Feb 6<\/span><\/p>\n

10:00-11:30<\/td>\n

\n

Tingyu Zhou<\/span><\/a><\/p>\n

(Concordia)<\/p>\n<\/td>\n

\n

Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the US<\/a> <\/span>[Finance\/Economics Joint Seminar]<\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n
\n

April 3<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Barbara Ostdiek<\/a><\/span><\/p>\n

(Rice)<\/p>\n<\/td>\n

\n

Shelter from the Storm: Bear Market Performance and Average Returns<\/span><\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n
\n

April 24<\/span><\/p>\n

10:00-11:30<\/td>\n

\n

Philip Strahan<\/a><\/span><\/p>\n

(Boston College)<\/td>\n

\n

Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters<\/a><\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Fall 2014<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Sep 12<\/span><\/p>\n

10:00-11:30<\/p>\n<\/td>\n

\n

Fei Xie<\/a><\/span><\/p>\n

(Clemson)<\/td>\n

\n

Can I Trust You with My Money?  The Role of Trust in Corporate Cash Policy<\/span><\/p>\n<\/td>\n

\n

Friday 212<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Sep 19<\/span><\/p>\n

3:00-4:30<\/td>\n

\n

Harold Mulherin<\/a><\/span><\/p>\n

(Georgia)<\/td>\n

\n

The Analytic Method of Ronald Coase: Lessons for Research on Mergers and Acquisitions<\/a><\/p>\n<\/td>\n

Center City 601<\/span><\/td>\n<\/tr>\n
\n

Sep 26<\/span><\/p>\n

2:00-3:30<\/td>\n

\n

Yongmiao Hong<\/a><\/span><\/p>\n

(Cornell)<\/td>\n

\n

Predictability of Equity Returns over Different Time Horizons: A Nonparametric Approach<\/a> [Finance\/Economics Joint Seminar]<\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n
\n

Oct 3<\/span><\/p>\n

2:00-3:30<\/td>\n

\n

Nonna Sorokina<\/a><\/span><\/p>\n

(Wake Forest)<\/td>\n

\n

Bank Capital in General Capital Structure Framework with Competition, Diversification and Liquidity<\/a><\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n
\n

Oct 10<\/span><\/p>\n

12:00-1:30<\/td>\n

\n

George Chen<\/span><\/p>\n

(UNC Charlotte)<\/td>\n

\n

Dynamic Asset Allocation: Macro Does Matter!<\/span><\/p>\n<\/td>\n

Friday 123<\/span><\/td>\n<\/tr>\n
\n

Oct 24<\/span><\/p>\n

3:00-4:30<\/td>\n

\n

Ren-Raw Chen<\/a><\/span><\/p>\n

(Fordham)<\/td>\n

\n

Liquidity and Systemic Risk: An Application to Stress Testing<\/a><\/p>\n<\/td>\n

Center City 601<\/span><\/td>\n<\/tr>\n
\n

Nov 13
\n<\/span><\/p>\n

3:30-5:00<\/p>\n<\/td>\n

\n

Ethan Chiang<\/a><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

Real Exchange Rates and Currency Risk Premia<\/a><\/p>\n<\/td>\n

Friday 385<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n


\nSpring 2014<\/strong><\/h2>\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Jan 24<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Manuel Adelino<\/a><\/span><\/p>\n

(Duke)<\/p>\n<\/td>\n

\n

Firm Age, Investment
\nOpportunities, and Job Creation<\/span><\/p>\n<\/td>\n

Friday 207<\/span><\/td>\n<\/tr>\n
\n

Feb 21<\/span><\/p>\n

1:30-3:00<\/p>\n<\/td>\n

\n

Antje Berndt<\/a><\/span><\/p>\n

(NC State)<\/p>\n<\/td>\n

\n

How Subprime Borrowers and
\nMortgage Brokers Shared the Pie<\/span><\/p>\n<\/td>\n

Friday 207<\/span><\/td>\n<\/tr>\n
\n

Mar 14<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Hong Liu<\/a><\/span><\/p>\n

(Washington University)<\/p>\n<\/td>\n

\n

Short-sale Constraints,
\nBid-Ask Spreads, and Information Acquisition<\/span><\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n
\n

Mar 28<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Zhenyu Wang<\/a><\/span><\/p>\n

(Indiana)<\/p>\n<\/td>\n

\n

Optimal Bank Liability Structure<\/span><\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n


\nFall 2013<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Sep 20<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Fei Xie<\/a><\/span><\/p>\n

(Clemson)<\/p>\n<\/td>\n

\n

Employee Influence, Worker-Manager Alliance, and Shareholder Returns from Acquisitions<\/span><\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n
\n

Sep 27<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Tony Plath<\/a><\/span><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

Labor Force Attachment and the Changing Nature of African-American Financial Services Consumption Preferences: 1983\u20132010<\/span><\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n
\n

Oct 4<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Pierre Chaigneau<\/a><\/span><\/p>\n

(HEC Montreal)<\/p>\n<\/td>\n

\n

The Effect of Monitoring on CEO Pay Practices in
\na Matching Equilibrium<\/span><\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n
\n

Nov 1<\/span><\/p>\n

2:30-4:00<\/p>\n<\/td>\n

\n

Jun Chen<\/a><\/span><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

Corporate Hedging and the Cost of Debt<\/span><\/p>\n<\/td>\n

Friday 212 <\/span><\/td>\n<\/tr>\n
\n

Nov 15<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Steve Martin<\/span><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

The Precipitous Decline in IPOs: Evidence from the Market for Real Estate Investment Trusts<\/span><\/p>\n<\/td>\n

Friday 381<\/span><\/td>\n<\/tr>\n
\n

Dec 4 (Wed)<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Brent Ambrose<\/a><\/span><\/p>\n

(Penn State)<\/p>\n<\/td>\n

\n

Real Estate Risk and Hedge
\nFund Returns<\/span><\/p>\n<\/td>\n

Friday 212<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n


\nSpring 2013<\/strong><\/h2>\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Feb 8<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Brandon Lockhart<\/a><\/span><\/p>\n

(Nebraska)<\/p>\n<\/td>\n

\n

Corporate Lobbying,
\nHigh-risk Investment, and Agency Costs of Debt<\/span><\/p>\n<\/td>\n

\n

Friday 386<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Feb 15<\/span><\/p>\n

10:00-11:30<\/p>\n<\/td>\n

\n

Adam Banai<\/a><\/span><\/p>\n

(Central Bank of Hungary)<\/p>\n<\/td>\n

\n

[1] The Demise of the Halcyon Days in Hungary: \u201cForeign\u201d and \u201cLocal\u201d Banks \u2013 Before and After the Crisis<\/span><\/p>\n

[2] Home High Above and Home Deep Down Below<\/p>\n<\/td>\n

\n

Friday 386<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Mar 1<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Neng Wang<\/a><\/span><\/p>\n

(Columbia)<\/p>\n<\/td>\n

\n

The Economics of Hedge Funds<\/span><\/p>\n<\/td>\n

\n

Friday 386<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Mar 22<\/span><\/p>\n

10:00-11:30<\/p>\n<\/td>\n

\n

Kewei Hou<\/a><\/span><\/p>\n

(Ohio State)<\/p>\n<\/td>\n

\n

Have We Solved the Idiosyncratic Volatility Puzzle?<\/span><\/p>\n<\/td>\n

\n

Friday 386<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n

Fall 2012<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Sep 14<\/span><\/p>\n

2:30-4:00<\/p>\n<\/td>\n

\n

Lynn Fisher<\/a><\/span><\/p>\n

(UNC Chapel Hill)<\/p>\n<\/td>\n

\n

Structure Type and Foreclosure Externalities<\/span><\/p>\n<\/td>\n

\n

Friday 153 <\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Sep 28<\/span><\/p>\n

10:00-11:30<\/p>\n<\/td>\n

\n

Daniel McMillen<\/a><\/span><\/p>\n

(Illinois)<\/p>\n<\/td>\n

\n

Option Value and the Price of Teardown Properties<\/span><\/p>\n<\/td>\n

\n

Friday 386<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Oct 5<\/span><\/p>\n

2:30-4:00<\/p>\n<\/td>\n

\n

Michael Seiler<\/a><\/span><\/p>\n

(Old Dominion)<\/p>\n<\/td>\n

\n

The Effect of Perceived Lender Characteristics and Market Conditions on Strategic Mortgage Defaults<\/span><\/p>\n<\/td>\n

\n

Friday 153 <\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Nov 2<\/span><\/p>\n

2:30-4:00<\/p>\n<\/td>\n

\n

Eric Powers<\/a><\/span><\/p>\n

(South Carolina)<\/p>\n<\/td>\n

\n

The Life Cycle of Make-whole Call Provisions<\/span><\/p>\n<\/td>\n

\n

Friday 153<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Nov 30<\/span><\/p>\n

2:30-4:00<\/p>\n<\/td>\n

\n

Darren Kisgen<\/a><\/span><\/p>\n

(Boston College)<\/p>\n<\/td>\n

\n

The Real and Financial Effects of Credit Ratings: Evidence from Moody’s Adjustments<\/span><\/p>\n<\/td>\n

\n

Friday 153<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Dec 5 (Wed)<\/span><\/p>\n

3:00-4:30<\/p>\n<\/td>\n

\n

Yiying Cheng<\/a><\/span><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

Real Option Model of Real Estate Development with Entitlement Risk<\/span><\/p>\n<\/td>\n

\n

Friday 130<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Dec 11 (Tue)<\/span><\/p>\n

3:00-4:30<\/p>\n<\/td>\n

\n

Minhao Cai<\/span><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

A Multi-factor Model with Quadratic Pricing Kernel<\/span><\/p>\n<\/td>\n

\n

Friday 228<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n


\nSpring 2012<\/strong><\/h2>\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Jan 13<\/span><\/p>\n

10:30-12:00<\/p>\n<\/td>\n

\n

David Mauer<\/a><\/span><\/b><\/p>\n

(UT Dallas)<\/p>\n<\/td>\n

\n

Subprime Mortgage Defaults and Credit Default Swaps<\/span><\/p>\n<\/td>\n

\n

Friday 153 <\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Apr 6<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Marcel Rindisbacher<\/a><\/span><\/b><\/p>\n

(Boston University)<\/p>\n<\/td>\n

\n

A Structural Model of Dynamic Market Timing: Theory and Estimation<\/span><\/p>\n<\/td>\n

\n

Friday 153<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Apr 13<\/span><\/p>\n

2:00-3:30<\/p>\n<\/td>\n

\n

Sudheer Chava<\/a><\/span><\/b><\/p>\n

(Georgia Tech)<\/p>\n<\/td>\n

\n

Shareholder Bargaining Power and Debt Overhang<\/span><\/p>\n<\/td>\n

\n

Friday 153<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n

Fall 2011<\/strong><\/h2>\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Sep 30<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Shu Yan<\/a><\/span><\/b><\/p>\n

(South Carolina)<\/p>\n<\/td>\n

\n

A Comparison of the Original and Revised Basel Market Risk Frameworks for Regulating Bank Capital<\/span><\/p>\n<\/td>\n

\n

Friday 12<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Oct 28<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Gene Flood<\/a> <\/span><\/b>[bio]<\/a><\/span><\/b><\/p>\n

(TIAA-CREF)<\/p>\n<\/td>\n

\n
\n

Domestic and Global Economic Outlook for 2012 and Beyond<\/span><\/p>\n<\/div>\n<\/td>\n

\n

Friday 12<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Nov 11<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Pierluigi Balduzzi<\/a><\/span><\/b><\/p>\n

(Boston College)<\/p>\n<\/td>\n

\n

Economic Risk Premia in the Fixed Income Markets: The Intra-day Evidence<\/span><\/p>\n<\/td>\n

Friday 12<\/span><\/td>\n<\/tr>\n
\n

Dec 2<\/span><\/p>\n

11:00 am-12:30 pm<\/p>\n<\/td>\n

\n

Paolo Fulghieri<\/a><\/b><\/span><\/p>\n

(UNC Chapel Hill)<\/p>\n<\/td>\n

\n

The Economics of Solicited and Unsolicited Credit Ratings<\/span><\/p>\n<\/td>\n

\n

Friday 12<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Dec 5<\/span><\/p>\n

2:00-3:15 pm<\/p>\n<\/td>\n

\n

Jason Berkowitz<\/a><\/span><\/b><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

More Accurate Asset Pricing with Options: Analysis from the Betting Market<\/span><\/p>\n<\/td>\n

\n

Friday 32<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n


\nSpring 2011<\/strong><\/h2>\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Mar 4<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Keener Hughen<\/a><\/b><\/span><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

A Bivariate GARCH Model with Closed-form Options Prices<\/span><\/p>\n<\/td>\n

\n

Friday 034<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Apr 8<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Robert Nash<\/a><\/b><\/span><\/p>\n

(Wake Forest)<\/p>\n<\/td>\n

\n

An Empirical Analysis of Cross-Listing Decisions in Share-Issue Privatizations: Evidence <\/span>from Developed and Developing Countries<\/p>\n<\/td>\n

\n

Friday 012<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

May 6<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Ray DeGennaro<\/a><\/span><\/b><\/p>\n

(Tennessee)<\/p>\n<\/td>\n

\n

Expected Returns to Stock Investments by Angel Investors in Groups<\/span><\/p>\n<\/td>\n

\n

Friday 012<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n

Fall 2010<\/strong><\/h2>\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Oct 8<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Lindsay Baran<\/a><\/b><\/span><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

Cost of Capital and S&P 500 Index Revisions<\/span><\/p>\n<\/td>\n

\n

Friday 002<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Oct 15<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Wayne Tarrant<\/span><\/b><\/p>\n

(Wingate)<\/p>\n<\/td>\n

\n

Bank Capital Reserve Requirements, Rick Measures, and Risk Weights<\/span><\/p>\n<\/td>\n

\n

Friday 002<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Nov 5<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Zongwu Cai<\/a><\/b><\/span><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

A New Conditional Capital Asset Pricing Model with Variable Selection<\/span><\/p>\n<\/td>\n

\n

Friday 002<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n


\n<\/strong>Spring 2010
\n<\/strong><\/h2>\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Mar 12<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Phelim Boyle<\/a><\/span><\/b><\/p>\n

(Wilfrid Laurier)<\/p>\n<\/td>\n

\n

Hedge Funds: Black Holes of the Financial Universe?<\/span><\/p>\n

[Abstract] [Slides]<\/p>\n<\/td>\n

\n

Friday 034<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Mar 19<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Chris Kirby<\/a><\/span><\/b><\/p>\n

(Clemson)<\/p>\n<\/td>\n

\n


\nIt’s All in the Timing:Simple Active Portfolio Strategies that Outperform Naive Diversification<\/span><\/p>\n<\/td>\n

\n

Friday 034<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Apr 8 (THUR)<\/span><\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Eric Ghysels<\/a><\/b><\/span><\/p>\n

(UNC Chapel Hill)<\/p>\n<\/td>\n

\n

Should Macroeconomic Forecasters Use Daily Financial Data and How?<\/span><\/p>\n<\/td>\n

\n

Friday 034<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Apr 16<\/span><\/p>\n

2:00-3:30 pm<\/p>\n<\/td>\n

\n

Sara Moeller<\/a><\/span><\/b><\/p>\n

(Pittsburgh)<\/p>\n<\/td>\n

\n

Do Corporate Acquisitions Affect Uncertainty about Bidder Expected Returns?<\/span><\/p>\n<\/td>\n

\n

Friday 034<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n

Fall 2009
\n<\/strong><\/h2>\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Sep 25<\/span><\/p>\n

2:00-3:30pm<\/p>\n<\/td>\n

\n

Cinder Xinde Zhang<\/a><\/span><\/b><\/p>\n

(UNC Charlotte)<\/p>\n<\/td>\n

\n

Corporate Governance, Agency Cost, and Takeover Decision<\/span><\/p>\n<\/td>\n

\n

Friday 010<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Nov 6<\/span><\/p>\n

2:00-3:30pm<\/td>\n

\n

Jingzhi (Jay) Huang<\/a><\/b><\/span><\/span><\/p>\n

(Penn State)<\/td>\n

\n

Specification Analysis of Structural Credit Risk Models<\/span><\/p>\n<\/td>\n

Friday 010<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n


\nSpring 2009<\/strong><\/h2>\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Jan 23<\/span><\/p>\n

3:30-5:00pm<\/p>\n<\/td>\n

\n

Hong Yan<\/a><\/b><\/span><\/p>\n

(South Carolina)<\/p>\n<\/td>\n

\n

Financial Distress and the Cross Section of Equity Returns<\/span><\/p>\n<\/td>\n

\n

Friday 002<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Jan 30<\/span><\/p>\n

3<\/span>:30-5:00pm<\/td>\n

\n

Lixin Huang<\/a> <\/b><\/span><\/span><\/p>\n

(Georgia State)<\/td>\n

\n

Informed Trading in the Stock Market and CEO Turnover<\/span><\/p>\n<\/td>\n

Friday 002<\/span><\/td>\n<\/tr>\n
\n

Feb 13<\/span><\/p>\n

2:00-3:30pm<\/td>\n

\n

Faith Neale<\/a> <\/span><\/b><\/p>\n

(UNC Charlotte)<\/td>\n

Financial Guarantee Insurance: Arrogance or Ignorance in an Era of Exuberance<\/span><\/td>\nFriday 001<\/span><\/td>\n<\/tr>\n
\n

Feb 20<\/span><\/p>\n

10:30-Noon<\/td>\n

\n

Weidong Tian<\/a><\/b><\/span><\/span><\/p>\n

(UNC Charlotte)<\/td>\n

Heterogeneous Beliefs, Imitation, and the Vulnerability of Financial Innovation<\/span><\/td>\nFriday 002<\/span><\/td>\n<\/tr>\n
\n

Feb 27<\/span><\/p>\n

2:00-3:30pm<\/td>\n

\n

Dolly King<\/a><\/b><\/span><\/span><\/p>\n

(UNC Charlotte)<\/td>\n

Shareholder and Bondholder Governance, Managerial Risk-taking, and Security Returns<\/span><\/td>\nFriday 001<\/span><\/td>\n<\/tr>\n
\n

Mar 6<\/span><\/p>\n

2:00-3:30pm<\/td>\n

\n

Pab Jotikasthira<\/a><\/b><\/span><\/span><\/p>\n

(UNC Chapel Hill)<\/td>\n

Regulatory Pressure and Fire Sales in the Corporate Bond Markets<\/span><\/td>\nFriday 001<\/span><\/td>\n<\/tr>\n
\n

Mar 20<\/span><\/p>\n

2:00-3:30pm<\/td>\n

\n

Guofu Zhou<\/a><\/b><\/span><\/span><\/p>\n

(Washington University)<\/td>\n

How Predictable are Components of the Aggregate Market Portfolio? <\/span><\/td>\nFriday 001<\/span><\/td>\n<\/tr>\n
\n

Mar 2<\/span>7 <\/span><\/p>\n

3:30-5:00pm<\/td>\n

\n

Mingxin Xu<\/a><\/b><\/span><\/span><\/p>\n

(UNC Charlotte)<\/td>\n

Joint Ventures, Risk Sharing and Optimal Contract Design<\/span><\/td>\nFriday 002<\/span><\/td>\n<\/tr>\n
\n

Apr 3 <\/span><\/p>\n

2:00-3:30pm<\/td>\n

\n

Kumar Venkataraman<\/a> <\/b><\/span><\/span><\/p>\n

(Southern Methodist)<\/td>\n

Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Cost<\/span><\/td>\nFriday 001<\/span><\/td>\n<\/tr>\n
\n

Apr 17 <\/span><\/p>\n

2:00-3:30pm<\/td>\n

\n

Wayne Ferson<\/a> <\/b><\/span><\/span> <\/b><\/span><\/span><\/p>\n

(Southern California)<\/span><\/td>\n

The “Out-of-Sample” Performance of Long Run Risk Models<\/span><\/td>\nFriday 001<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/h2>\n

 <\/h2>\n

Fall 2008
\n<\/strong><\/h2>\n\n\n\n\n\n
Date\/Time<\/span><\/td>\nSpeaker<\/span><\/td>\nTitle of Paper<\/span><\/td>\nLocation<\/span><\/td>\n<\/tr>\n
\n

Oct 15<\/span><\/p>\n

5:30-6:30<\/p>\n<\/td>\n

\n

Peter Carr<\/span><\/b><\/a><\/p>\n

(NYU\/Bloomberg)<\/p>\n<\/td>\n

\n

A Simple Robust Link Between American Puts and Credit Protection<\/span><\/p>\n<\/td>\n

\n

One Wachovia Building<\/span><\/p>\n<\/td>\n<\/tr>\n

\n

Nov 12<\/span><\/p>\n

3:30-5:00<\/td>\n

\n

Chung-Ming Kuan<\/b><\/a><\/span><\/span><\/p>\n

(Academia Sinica)<\/td>\n

\n

Causality in Quantiles and Dynamic Stock Return-Volume Relations<\/span><\/p>\n<\/td>\n

Friday 002<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/p>\n","protected":false},"excerpt":{"rendered":"

Finance Department Seminar Series Archive   Fall 2021 Date\/Time Speaker Title of Paper Location 9\/3 11:00\u201312:30 Chen Shen UNC Charlotte Shareholder-Creditor Conflict and Hedging Policy Evidence from Mergers between Lenders and Shareholders Virtual 9\/10 11:00\u201312:30 Jacques Lu UNC Charlotte Serial Dependence in the Stock Market: What Can We Learn from Derivatives? Virtual 9\/17 11:00\u201312:30 Dayong […]<\/p>\n","protected":false},"author":1473,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"jetpack_post_was_ever_published":false,"footnotes":""},"class_list":["post-71","page","type-page","status-publish","hentry"],"jetpack_shortlink":"https:\/\/wp.me\/P54aTB-19","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/wp-json\/wp\/v2\/pages\/71","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/wp-json\/wp\/v2\/users\/1473"}],"replies":[{"embeddable":true,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/wp-json\/wp\/v2\/comments?post=71"}],"version-history":[{"count":61,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/wp-json\/wp\/v2\/pages\/71\/revisions"}],"predecessor-version":[{"id":771,"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/wp-json\/wp\/v2\/pages\/71\/revisions\/771"}],"wp:attachment":[{"href":"https:\/\/belkcollegeofbusiness.charlotte.edu\/ichiang1\/wp-json\/wp\/v2\/media?parent=71"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}