Department of Finance
Previous Brown Bag Seminars
Previous Brown Bag Seminars
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Lunch Seminars 2022
June 21, 2022: FRIC/Finance Brown Bag Seminar with Gyuri Venter, Warwick Business SchoolÌý
Lunch Seminars 2020
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27 November, 2020: FRIC/Finance Brown Bag Seminar with Dominic Cucic, Danmarks Nationalbank
Lunch Seminars 2019
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2ÌýSeptember, 2019: FRIC Research Seminar with Ehud Ronn, Texas McCombs
4 September, 2019: Research Seminar with Torben Andersen, Northwestern University, Kellogg on Cross-Sectional Dispersion of Risk in Trading Time
23 October, 2019: Research Seminar with Randall Morck, Alberta School of Business
10 December, 2019:ÌýBrown Bag Seminar with S. Lakshmi Naaraayanan, Hong Kong University of Science and Technology
Lunch Seminars 2017
6 April, 2017:ÌýRasmus Tangsgaard Varneskov (Kellogg School of Management - Northwestern University),ÌýInference Concerns about Volatility Predictions in First-order Vector Autoregressive Economies
10 May, 2017:ÌýSimon Rottke (University of Muenster),ÌýOverpriced Winners
24 May, 2017: Ulf Nielsson (Copenhagen Business School),ÌýSwitching bank: Banking-customer relationships and retail investors’ choice of mutual funds
7 August, 2017:ÌýHayne E. Leland (UC Berkeley),ÌýRecent Developments in Dynamic Capital Structure: with a focus on optimal debt maturity
25 September, 2017:ÌýCo-Pierre Georg (University of Cape Town and Deutsche Bundesbank),ÌýIlliquidity Spirals in Coupled Over-the-Counter Markets
Brown Bag Seminars 2016
8 January, 2016:ÌýPeter Ove Christensen (Copenhagen Business School),ÌýPublic Information and Efficient Capital Investments: Implications for the Cost of Capital and Firm Values
17 March, 2016:ÌýAlireza Tahbaz-Salehi (Columbia University),ÌýCollateral Shortages and Intermediation Networks
26 April, 2016:ÌýAlexander F. Wagner (University of Zurich),ÌýIn no (un)certain terms: Managerial style in communicating earnings news
24 June, 2016:ÌýChristoph Frey (University of Konstanz),ÌýPosterior Inference for Portfolio Weights
19 September, 2016: Jesper RangvidÌý(Copenhagen Business School),ÌýTurning Local: Home-bias dynamics of relocating foreigners
24 November, 2016: Gyuri Venter (Copenhagen Business School), Central Bank Communication and the Yield Curve
28 November, 2016: Bernt Arne Odegaard (University of Stavanger), Bond Trading Costs, some Norwegian Estimates
6 May, 2015:ÌýMatti Keloharju (Aalto University School of Business),ÌýAre CEOs Born Leaders? Lessons from Traits of a Million Individuals
20 May, 2015:ÌýMatthias Efing (Swiss Finance Institute, University of Geneva),ÌýArbitraging the Basel Securitization Framework: Evidence from German ABS Investment
9 June, 2015:ÌýRamona Westermann (Copenhagen Business School),ÌýDebt covenant renegotiation and investment
9 September, 2015:ÌýChristian Wagner (Copenhagen Business School),ÌýLow Risk Anomalies
6 October, 2015:ÌýBjörn Hagströmer (Stockholm Business School),ÌýA Network Map of Information Percolation
22 October, 2015: Anastasiya Shamshur (Norwich Business School, University of East Anglia),ÌýThe Market vs Book Leverage Ratio Dilemma: Leverage Smoothing and Business Cycles
16 November 2015:ÌýKim Peijnenburg (Bocconi University),ÌýLife-Cycle Asset Allocation with Ambiguity Aversion and Learning
1 December 2015:ÌýPhilipp Schuster (Karlsruhe Institute of Technology),ÌýA Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity
BROWN BAG PHD SEMINARS (casino 168)
3 February, 2015: Desi Volker,ÌýMonetary Policy Uncertainty and Interest Rate Volatility
2 March, 2015:ÌýThomas Kjær PoulsenÌýCallable Bonds with Debt Market Illiquidity
9 March, 2015:ÌýSven Klingler,ÌýExplaining Negative Swap Spreads
16 March, 2015:ÌýSimon Mæng Bonde,ÌýAsset allocation with time-varying bond-stock correlation
13 April, 2015:ÌýNiklas Kohl,ÌýDo firms underperform after seasoned equity offerings
27 April, 2015:ÌýAndreas Bang Nielsen,ÌýFX Risk and Credit Risk
4 May, 2015:ÌýDavide Tomio,ÌýThe liquidity effect of arbitrage
3 June, 2015:ÌýKirsten Tangaa Nielsen,ÌýThe value of CEOs around the world: Measuring the value of CEOs using sudden deaths
7 September, 2015: Mikael Reimer
26 February, 2014: Marcel Fischer (casino 168),ÌýLoosing welfare by getting transfers
28 February, 2014: Aytek Malkhozov (McGill University),ÌýVariance Risk Premium Dynamics in Equity and Option MarketsÌý(joint with FRIC)
15 May, 2014:ÌýGyuri Venter (casino 168),ÌýMultiple equilibria in the Grossman-Stiglitz modelÌý(joint with FRIC)
6 June, 2014: Lisa Kramer (University of Toronto),ÌýSocial Distance and Financial Decisions
12 June, 2014: Eckard Platen (University of Technology, Sydney),ÌýA Benchmark Approach to Quantitative FinanceÌý(joint with FRIC)
5 September, 2014:ÌýDavid Cimon (University of Toronto),ÌýThe Impact of Broker Routing Decisions on Limit Order Book MarketsÌý(joint with FRIC)
12 September, 2014: Michael Brolley (University of Toronto),ÌýLiquidity for Large Orders: Do High Frequency Traders Benefit Institutional Investors?Ìý(joint with FRIC)
24 November, 2014:ÌýCarole Comerton-Forde (University of Melbourne),ÌýDark Trading and Price DiscoveryÌý(joint with FRIC)Ìý
26 November, 2014: Petri Jylha (Imperial College London),ÌýMargin Constraints and the Security Market LineÌý(joint with FRIC)
11 December, 2014:ÌýNigel Barradale (casino 168),ÌýWhat causes stock market momentum? Insights from seasonal patterns
14 March, 2013: Nigel J. Barradale (casino 168),ÌýNaïve Investors and Factor Covariances.
10 April, 2013: Ilan Cooper (BI),ÌýThe Expected Returns and Valuations of Private and Public Firms. (This is joint work with Richard Priestley.)
16 April, 2013: Davide Tomio (casino 168),ÌýThe Microstructure of the European Sovereign Bond Market: A Study of the Euro-zone Crisis.
29 May, 2013: Albert Lee Chun (casino 168),ÌýA Forward-looking Model of the Term Structure of Interest Rates.
26. August, 2013: Mads Vestergaard Jensen (casino 168),ÌýEarly Option Exercise: Never Say NeverÌý(joint with FRIC)
23. October, 2013:ÌýMarcel Fischer (casino 168),ÌýFamily Composition and the Optimal Demand for Housing over the Life Cycle
29. October, 2013:ÌýJacob Gyntelberg (BIS),ÌýIntraday dynamics of euro area sovereign CDS and bondsÌý(joint with FRIC)Ìý
5. November, 2013:ÌýTolga Cenesizoglu (HEC Montreal)
13. November, 2013: Peter Feldhütter (London Business School),ÌýÌý(joint with FRIC)Ìý
3. December, 2013: Marc Arnold (University of St. Gallen),ÌýFinancing asset sales and business cycles
17. December, 2013: Davide Tomio (Copenhagen Business School),ÌýSovereign Credit Risk, Liquidity, and ECB Intervention: Deus ex Machina?
2 March, 2012: Marcel Marekwica (casino 168),ÌýTaxation, transfer income, and stock market participation
23 March, 2012: Gyuri Venter (casino 168),ÌýFinancially Constrained Strategic Arbitrage
15 May, 2012: Jesper Rangvid (casino 168),ÌýFourth-quarter economic growth and expected returns
4 September, 2012: Michael J. Schill (Darden Business School),ÌýAre Aquisitions Unique? Evidence of the Pedestrian Nature of Post-Merger Returns
12 September, 2012: Ulf Nielsson (casino 168),ÌýProximity and IPO underpricing
25 September 2012: Jens Dick-Nielsen (casino 168),ÌýFrom Funding Liquidity to Market Liquidity: Liquidity in the Danish Government Bond versus Covered Bond Market
9 October 2012: Mamdouh Medhat (casino 168),ÌýHow covariates influence default: Direct and indirect effects
31 October, 2012: Kay Sun Park (casino 168),ÌýOptimal Regime-Contingent Debt for a Bank
6 November 2012: Gyuri Venter (casino 168),ÌýHedging Activity in Fixed Income Markets
17 June, 2011: Kristian Miltersen (casino 168),ÌýCash-Out Refinancing, Default Clustering, and the Unravelling of Collateralized Debt Obligations
11 October, 2011: Martin Klint Hansen (Ã…rhus Universitet),ÌýAnd Now, the Rest of the News: Volatility and Firm Specific News Arrival
17 October, 2011: Adlai Fisher (Sauder School of Business, University of British Columbia),ÌýDividend Strips and the Term Structure of Equity Risk Premia: A Case Study of Limits to Arbitrage
21 November, 2011: David Feldman (University of New South Wales),ÌýLinear Beta Pricing with Inefficient Benchmarks
7 December, 2011: Marcel Marekwica (casino 168),ÌýHeuristic Portfolio Trading Rules with Capital Gain Taxes
15 June, 2010: Jens Christensen, Federal Reserve Bank of San Francisco
29 October, 2010: Gabriele Lepori, Department of Finance, casino 168Ìý Ìý
5 November, 2010: Marcel Marekwica, Department of Finance, casino 168Ìý Ìý
12 November, 2010: Santiago Forte, ESADE, Barcelona
16 November, 2010: Jesper Rangvid,Department of Finance, casino 168 Ìý
30 November, 2010: Agatha Muroci, Department of Finance, casino 168
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