Finance Seminar 2009

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Fall 2009 Schedule

Date Speaker Title
September 10th from 12:30 to 2pm in Uris 140 Jonathan Berk Limited Capital Market Participation and Human Capital Risk (with Johan Walden)
September 17th Hyun Shin Illiquidity Component of Credit Risk (with Stephen Morris)
September 24th Bruce Carlin Obfuscation, Learning, and the Evolution of the Investor Sophistication (with Gustavo Manso)
October 1st Nicolae Garleanu Margin-Based Asset Pricing and Deviations from the Law of One Price (with Lasse Heje Pedersen)
October 8th Pierre-Olivier Weill Liquidity shocks and order book dynamics (with Bruno Biais)
October 15th Arthur Korteweg Sequential learning, predictive regressions, and optimal portfolio returns
October 22nd Hanno Lustig Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing? (with YiLi Chien and Harold Cole)
October 29th Timothy Johnson Commodity Dependence and Aggregate Risk
November 5th Pietro Veronesi  
November 12th in Uris 306 Josh Lerner  
November 19th Clemens Sialm Mutual Fund Tax Clienteles (with Laura Starks)
December 3rd Markus Brunnermeier A Macroeconomic Model with a Financial Sector (with Yuliy Sannikov)
December 10th Shawn Cole Barriers to Household Risk Management (with Xavier Gine, Jeremy Tobacman, Petia Topalova, Robert Townsend, and James Vickery)

Spring 2009 Schedule

Date Speaker Title
January 22nd Recruiting  
January 29th Recruiting  
February 5th Recruiting  
February 12th Gideon Saar Individual Investor Trading and Return Patterns around Earnings Announcements (with Ron Kaniel, Shuming Liu, and Sheridan Titman)
February 19th Hongjun Yan Nickel versus Black Swans: Reputation, Trading Strategies and Asset Prices
February 26th John Campbell Forced Sales and House Prices (with Stefano Giglio and Parag Pathak)
March 5th Adriano Rampini Collateral, Financial Intermediation, and the Distribution of Debt Capacity (with S. Viswanathan)
March 12th Guillaume Plantin Equilibrium Subprime Lending (with Igor Makarov)
March 19th Jeffrey Zwiebel Executive Pay, Hidden Compensation, and Managerial Entrenchment
March 26th Lubos Pastor Are Stocks Really Less Volatile in the Long Run? (with Robert F. Stambaugh)
April 2nd Jiang Wang Liquidity of Corporate Bonds (with Jack Bao and Jun Pan)
April 9th Amit Seru  The Failure of Models that Predict Failure: Distance, Incentives and Defaults (with Uday Rajan and Vikrant Vig)
April 16th Rick Green Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall? (with Dan Li and Norman Schurhoff)
April 23rd Jeffrey Wurgler The Psychology of Pricing in Mergers and Acquisitions (with Malcolm Baker and Xin Pan)
April 30 David Scharfstein Bank Lending During the Financial Crisis of 2008 (with Victoria Ivashina)
May 7th Michael Fishman Dynamic Agency and the q Theory of Investment (with Peter DeMarzo, Zhiguo He, and Neng Wang
May 14th
Time and Room Change: 1:15-2:45 in Uris 331
Dimitri Vayanos An Institutional Theory of Momentum and Reversal (with Paul Wooley)