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Faculty Seminars

 

2005-06 Finance Seminars

Spring 2006

Speaker

Title

Time/Place

April 12

Clemens Sialm
University of Michigan

Investment Taxes and Equity Returns

[ PDF 263KB]

1:30-3:00 pm/S152

April 19

Christine Parlour
UC Berkeley

Credit Risk Transfer

[ PDF 247KB]

1:30-3:00 pm/S152

April 26

Vicky Henderson
Princeton

Executive Exercise Explained: Patterns for Stock Options

[ PDF 349KB]

1:30-3:00 pm/S152

May 3

Joint Stanford-Berkeley Seminar

Anat Admati & Paul Pfleiderer- The "Wall Street Walk" as a Form of Shareholder Activism

[ PDF 437KB]

Terry Odean- Do Noise Traders Move Markets?

[ PDF 204KB]

2:30-5:40 pm/UC Berkeley

May 10
Please note room change

Henri Servaes
London Business School

Portfolio Manager Ownership and Fund Performance

[ PDF 262KB]

1:30-3:00 pm/S172

May 17

Michael Johannes
Columbia Business School

Fundamental Uncertainty, Earning Announcements and Equity Options

[ PDF 516KB]

1:30-3:00 pm/S152

May 24

Francisco Perez-Gonzales
Columbia Business School

Inside the Family Firm: The Role of Families in Succession Decisions and Performance

[ PDF 202KB]

1:30-3:00 pm/S152

May 31

Jiang Wang
MIT

Liquidity and Market Crashes

[ PDF 306KB]

1:30-3:00 pm/S152

 

Fall 2005-06

Speaker

Title

Time/Place

September 14

Pascal Maenhout
INSEAD

Option-Implied Correlations and the Price of Correlation Risk

[ PDF 580KB]

3:00-4:30 pm/L103

October 5

Adriano Rampini
Kellogg

Leasing, Ability to Repossess, and Debt Capacity

[ PDF 271KB]

1:30-3:00 pm/L107

October 12

Espen Eckbo
Dartmouth

The Toehold Puzzle

[ PDF 547KB]

1:30-3:00 pm/L107

October 19

Rossen Valkanov
UC San Diego

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

[ PDF 368KB]

1:30-3:00 pm/L107

October 26

Raman Uppal
London Business School

What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations

[ PDF 508KB]

1:30-3:00 pm/L107

Thursday
November 3

Joint Stanford-Berkeley Seminar

Ilya Strebulaev (Stanford)-Firm Size and Capital Structure

[ PDF 356KB]

Mark Seasholes (UC Berkeley)-Predictable Reversals, Cross-Stock Effects, and the Limits of Arbitrage

[ PDF 550KB]

2:30-6:00 pm/S172

November 9

Andrew Abel
Wharton

Investment, Valuation, and Growth Options

[ PDF 373KB]

Noon-1:30pm/S172

November 16

Alexander Ljungqvist
Stern School of Business

Information and Disclosure Concerns as a Limit to Competition in Investment Banking

[ PDF 380KB]

1:30-3:00 pm/L107

November 30

Deborah Lucas
Kellogg

Valuing and Hedging Defined Benefit Pension Obligations-The Role of Stocks Revisited

[ PDF 250KB]

1:30-3:00 pm/L107

December 7

Chris Malloy
LBS

Supply and Demand Shifts in the Shorting Market

[ PDF 224KB]

1:30-3:00 pm/L107

 

Winter 2006

Speaker

Title

Time/Place

Monday January 23

Victoria Ivashina
NYU

The Effects of Syndicate Structure on Loan Spreads

[ PDF 618KB]

Noon-1:30pm/L107

February 1

Craig Brown
University of Michigan

Self-Dealing in Securities Issuance

[ PDF 149KB]

1:30-3:00 pm/S151

Monday February 6

David Matsa
MIT

Capital Structure as a Strategic Variable: Evidence from Collective Bargaining

[ PDF 516KB]

Noon-1:30pm/S171

February 8

Juhani Linnainmaa
UCLA

The Limit Order Effect

[ PDF 493KB]

1:30-3:00 pm/S151

Monday February 13

Jan Schneider
University of British Columbia

A Rational Expectations Equilibrium with Informative Trading Volume

[ PDF 227KB]

1:00-2:30 pm/S152

February 15

Helene Rey
Princeton University

From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege

[ PDF 489KB]

International Financial Adjustment

[ PDF 618KB]

1:30-3:00 pm/S151

February 22

Mark Leary
Duke University

Bank Loan Supply, Lender Choice, and Corporate Capital Structure

[ PDF 322KB]

1:30-3:00 pm/S151

Friday February 24

Peter Kondor
LSE

Risk in Dynamic Arbitrage: Price Effects of Convergence Trading

[ PDF 462KB]

Noon-1:30pm/L109

March 1

Dirk Jenter
MIT

CEO Turnover and Relative Performance Evaluation

[ PDF 273KB]

1:30-3:00 pm/S151

March 8

Utpal Bhattacharya
Indiana University

Is Stock Picking Declining Around the World?

[ PDF 261KB]

1:30-3:00 pm/S151

March 15

Matthew Richardson
NYU

The Myth of Long Horizon Predictability

[ PDF 310KB]

1:30-3:00 pm/S151

March 22

Robert Goldstein
University of Minnesota

On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle

[ PDF 593KB]

1:30-3:00 pm/S151