Finance Free Lunch 2008-2009

Fall 2008 Schedule

Date Room Speaker  Subject 
September 4th Uris 329 Andrew Hertzberg Public Information and Coordination: Evidence from a Credit Registry Expansion
September 11th Uris 331 Franklin Edwards Distressed Nonbank Financial Institutions and Systemic Risk
September 18th Uris 333 Jialin Yu Pessimism and Liquidity Crunch
September 25th Uris 331 Andrew Ang Using Stocks or Portfolios in Tests of Factor Models
October 2nd Uris 331 Neng Wang Entrepreneurial finance with non-diversifiable risk
October 9th Uris 331 Tomasz Piskorski Stochastic House Appreciation and Optimal Mortgage Lending
October 16th Dodge 457 Krista Schwarz Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
October 23rd Uris 329 Martin Oehmke Predatory Short Selling
October 30th Uris 331 Morten Sorensen Risk and Return Characteristics of Entrepreneurial Companies (with Arthur Korteweg)
November 6th Uris 331 Andreas Stathopoulos Asset Prices and Risk Sharing in Open Economies
November 13th

Uris 331

Daniel Paravisini Do Banks Transmit Real Shocks across Industries in the U.S.? Evidence from Worldcom
November 20th Uris 331 James Rebitzer Unhealthy Insurance Markets: Search Frictions and the Cost and Quality of Health Insurance (with R. Cebul, L. Taylor and M. Votruba)
November 27th   Thanksgiving  
December 4th Uris 331 Chester Spatt Taxes, Estate Planning and Financial Theory: New Insights and Perspectives
December 11th no free lunch due to financial crisis conference

Spring 2009 Schedule

Date Room Speaker  Subject 
January 8th  Uris 331 Paul Tetlock  Does Public Financial News Resolve  Asymmetric Information?
January 15th  Uris 331  Tomasz Piskorski  Securitization and Distressed Loan Renegotiation
January 22nd
 
Uris 331 Jialin Yu The Chinese Warrants Bubble
January 29th
 
 Uris 331 Neng Wang A unified theory of Tobin's q, corporate investment, financing, and risk management
February 5th
 
 Uris 331 Chris Mayer Securitizers and Bond Performance

February 12th
 

 Uris 331 Marco Pagano Securitization, Transparency and Liquidity
February 19th
 
Uris 331 Martin Oehmke The Maturity Rat Race
February 26th
 
 Uris 331 Marie Hoerova Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk (with Florian Heider and Cornelia Holthausen)
March 5th
 
  David Ross Managers' Vested Option Holdings and the Cost of Private Debt
March 12th
 
  Spring Break- No free lunch  
March 19th
 
 Uris 331 Patrick Bolton The Credit Ratings Game (joint work with Joel Shapiro and Xavier Freixas)
March 26th
 
Uris 331 Gur Huberman Moral Hazard and Debt Maturity (with Rafael Repullo)

April 2nd

Uris 331 Lars Lochstoer Does Hedging Affect Commodity Spot and Futures Prices? The Case of Producer Default Risk

April 9th

Uris 331 Lasse Pedersen Dynamic Trading with Predictable Returns and Transaction Costs
April 16th  Uris 331 Wei Jiang Liar’s loan? Effects of Loan Origination Channel and Sale on Default
April 23rd Uris 331 Larry Glosten Welfare cost of informed trade
April 30th Uris 140  Andrew Ang  Tests of Conditional Factor Models
May 7th      
May 14th
Time Change: 12pm-1pm in Uris 331
 Uris 331  Wei Xiong  Dynamic Debt Runs