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Finance Research Seminars Archive

This archive lists past financial research seminars organized by the Department of Finance. The archive provides an overview of previous lectures by renowned international researchers and presents a wide range of topics and advances in financial research. It serves as evidence of our department's ongoing commitment to academic dialogue and excellence.

2025

Date Presenter Paper
14.02. Fulvia Fringuellotti
Federal Reserve Bank of New York
Payout Restrictions and Bank Risk-Shifting
14.02. Fabrizio Anfuso
Bank of England
Wrong-Way Risk, Leverage and Counterparty Credit Risk Stress Testing: New Methods and Lessons Learned
21.02. Johannes Wohlfart
University of Cologne
Mental Models of the Stock Market
28.02. Nadya Malenko
Boston College
Voting Choice
07.03. Christoph Schiller
Ohio State University Fisher College
When Values Align: Corporate Philanthropy and Employee Turnover
14.03. David Berger
Duke University
Refinancing Frictions, Mortgage Pricing and Redistribution
21.03. Anthony Lee Zhang
University of Chicago Booth
Competition in the Cryptocurrency Exchange Market
28.03. Arpit Gupta
New York University Stern
Property Taxes and Housing Allocation Under Financial Constraints
11.04. Dirk Krueger
University of Pennsylvania
Neoclassical Growth Transitions with Limited Commitment
09.05. Clemens Sialm
University of Texas at Austin
Information Acquisition by Mutual Fund Investors: Evidence from Stock Trading Suspensions
16.05. Philip Valta
University of Bern
The Real Effects of Valuation Mistakes: Estimates from Mergers and Acquisitions
23.05 Farzad Saidi
University of Bonn
Aging at the very top
19.09. Stavros Panageas
UCLA Anderson School of Management
Finance in a Time of Disruptive Growth
26.09. Arna Olafsson
Copenhagen Business School
What Makes Depositors Tick?
Bank Data Insights into Households’ Liquid Asset Allocation
03.10. Paul Smeets
University of Amsterdam
Bringing Democracy to Finance: A Field Experiment on Pension Fund Members' Preferences for Sustainable Investing
10.10. Paul Hübner
Stockholm School of Economics
Causal Inference for Asset Pricing
17.10. Shan Ge
New York University
The Hidden Effects of Climate Risk: Rising Insurance Premiums Increase Mortgage Delinquency and Drive Relocation to Safer Areas
23.10. Markus Brunnermeier
Princeton University
A Monetary Model with Money and Safe Assets
31.10. Olivier Scaillet
University of Geneva
tba
07.11. Jedrzej Bialkowski
University of Canterbury
tba
14.11. Matti Keloharju
Aalto University
tba
21.11. Mike Wittry
Ohio State University
tba
28.11. Erica Jiang
USC Marshall School of Business
tba
05.12. Matthijs Korevaar
Erasmus School of Economics
tba
11.12. Dan Greenwald
NYU Stern School of Business
tba

2024

Date Presenter Paper
15.01. Maxence Valentin
Cornell University
Voter-induced Municipal Credit Risk
16.01. Simon Büchler
Massachusetts Institute of Technology
On the value of market signals: Evidence from commercial real estate redevelopment
19.01. Francisco Amaral
University of Bonn
Price Uncertainty and Returns to Housing
22.01. Rebecca A. Jorgensen
University of Pennsylvania
Economic Consequences of Mergers Between Real Estate Agencies and Mortgage Lenders
23.02. Chendi Zhang
University of Exeter
Temperature Sensitivity, Mispricing, and Predictable Returns
Paper
01.03. Stephan Siegel
University of Washington
Rethinking the Stock Market Participation Puzzle: A Qualitative Approach
15.03. Thomas Winberry
University of Pennsylvania
Capital, Ideas, and the Costs of Financial Frictions
12.04. Jonathan Karpoff
University of Washington
The Prevalence and Costs of Undetected Financial Misrepresentation
19.04. Francesco Celentano
HEC Lausanne
Why Firms Often Don’t Have a CEO Succession Plan
03.05. Nicola Pavanini
Tilburg University
Leverage Regulation and Housing Inequality
17.05. Olivier David Zerbib
Institut Polytechnique de Paris
Can Investors Curb Greenwashing?
24.05. Manju Puri
Duke University
Does Open Banking Expand Credit Access?
31.05. Kasper Meisner Nielsen
Copenhagen Business School
A Breath of Change: Can Personal Exposures Drive Green Preferences?
20.09. Travis Johnson
University of Texas at Austin
Past is Prologue: Inference from the Cross Section of Returns Around an Event
27.09. Nickolay Gantchev
University of Warwick
The Role of Social Value in Contracting
11.10. Moritz Lenel
Princeton University
Exchange Rates, Natural Rates, and the Price of Risk
18.10. Constantin Charles
London School of Economics
Marketwide Memory
25.10. Gerard Hoberg
University of Southern California
New Technology Sectoral Disruptions
01.11. Dejanir Silva
Purdie University
Dissecting the Aggregate Market Elasticity
15.11. Petra Vokata
Ohio State University
Democratizing Private Markets: The Private Equity Performance of Individual Investors
22.11. Florian Scheuer
UZH - Department of Economics
Putting the "Finance" into "Public Finance": A Theory of Capital Gains Taxation
29.11. Lakshmi Naaraayanan
London Business School
Opening the Brown Box: Production Responses to Environmental Regulation
06.12. Roxana Mihet
HEC Lausanne
Data Risk, Firm Growth, and Innovation
13.12. Lu Liu
University of Pennsylvania
A Macro-Finance Model of Mortgage Structure: Financial Stability & Risk Sharing

2023

Date Presenter Paper
25.01. Matteo Leombroni
Stanford University
Heterogeneous Intermediaries and the Transmission(s) of Monetary Policy
26.01. Sofonias Korsaye
SFI, University of Geneva
Investor Beliefs and Market Frictions
27.01. Yucheng Yang
Princeton University
Redistributive Inflation and Optimal Monetary Policy
24.02. Umut Cetin
London School of Economics
Order routing and market quality: Who benefits from internalization?
10.03. Quentin Vandeweyer
University of Chicago
Can Stablecoins be Stable?
24.03. Ugo Panizza
Geneva Graduate Institute
Carbon Policy Surprises and Stock Returns: Signals from Financial Markets
24.03. Stanislava Nikolova
University of Nebraska-Lincoln
Corporate Bond Flipping
21.04. Elisabeth Kempf
Harvard Business School
The Political Polarization of Corporate America
05.05. Jonathan Roth
Brown University
Log-like? Identified ATEs defined with zero-valued outcomes are (arbitrarily) scale-dependent
02.06. Motohiro Yogo
Princeton University
Exchange Rates and Asset Prices in a Global Demand System
26.06. Christian Hilber
London School of Economics
Why Have House Prices Risen So Much More Than Rents in Superstar Cities?
13.07. Caroline Flammer
Columbia University
Biodiversity Finance
29.09. Stephan Luck
Federal Reserve Bank of New York
The Debt-Inflation Channel of the German Hyperinflation
Paper
06.10. Xavier D'Haultfoeuille
ENSAE
Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period
Paper
13.10. Jan Keil
HU Berlin
"Buy Now, Pay Later" and Impulse Shopping
20.10. Vardges Levonyan
UZH
Mergers and Market Power
27.10. Emil Verner
Massachusetts Institute of Technology
Failing Banks
03.11. Peter Bossaerts
University of Cambridge
Asset Pricing in a World of Imperfect Foresight
17.11. Adrien d’Avernas
Stockholm School of Economics
The Central Bank’s Balance Sheet and Treasury Market Disruptions
24.11. Brian Melzer
Dartmouth College
Dual Credit Markets: Income Risk, Household Debt, and Consumption Disruptions
01.12. Fabrice Tourré
Baruch College
The Art of Timing: Managing Sudden Stop Risk in Corporate Credit Markets
08.12. Nam Vera Chau
University of Geneva
An empirical and theoretical approach to Network Effects in Technology Diffusion: Lessons from the Energy Sector
15.12. Thomas Schmid
Hong Kong University
Do environmental and social targets in executive pay improve ES or simply increase pay?

2022

Date Presenter Topic
25.02. Ines Chaieb
University of Geneva
Who Invests in and What Drives Equity Ownership Around the World
11.03. Vitaly Orlov
University of St. Gallen
Birth order and fund manager’s trading behavior: Role of sibling rivalry
18.03. Ralph De Haas
KU Leuven
Discriminatory Lending: Evidence from Bankers in the Lab
21.03. Lukas Roth
University of Alberta
Sexism, Culture, and Firm Value: Evidence from the Harvey Weinstein Scandal and the #MeToo Movement
Paper
23.03. Emilia Garcia-Appendini
University of Zurich
Credit supply and green investments
25.03. Giuseppe Ugazio
University of Geneva
Moral and Financial Values in the Brain
30.03. Paul Smeets
Maastricht University
Do preferences for sustainable investments differ across countries? A large-scale experiment in five European countries
29.04. Alexi Savov
NYU
Credit Crunches and the Great Stagflation
13.05. Ian Martin
LSE
Sustainability in a Risky World
Paper
20.05. Sebastian Gehricke
University of Otago
In Holdings We Trust: Uncovering the ESG Fund Lemons
03.06. Manuel Adelino
Duke University
The Environmental Cost of Easy Credit: The Housing Channel
23.09. Brantly Callaway
University of Georgia
Difference in Differences with Time-Varying Covariates
Paper
07.10. Harrison Hong
Columbia University
Employee Climate Activism
11.10. Zacharias Sautner
Frankfurt School of Finance and Management
Is History Repeating Itself? The (Un)Predictable Past of ESG Ratings
Paper
21.10. Tobias Straumann
UZH
Who Paid for Hitler? The United States, Israel, and the ‘German Economic Miracle’
04.11. Martin Schmalz
University of Oxford
Do Universal Investors Vote to Curb Climate Change?
18.11. Johannes Stroebel
New York University
A quantity-based approach to constructing climate risk hedge portfolios
23.11. Christian Hilber
London School of Economics
Why Have House Prices Risen So Much More Than Rents in Superstar Cities?
02.12. Toni Berrada
University of Geneva
The Economics of Sustainability Linked Bonds
16.12. Rudiger Frey
WU Vienna
Steady does it? On the impact of (perceived) tax uncertainty on investment into carbon abatement technologies

2021

Date Presenter Topic
26.02. Olivier Scaillet
University of Geneva
Skill, Scale, and Value Creation in the Mutual Fund Industry
05.03. Dirk Niepelt
University of Bern
Monetary Policy with Reserves and CBDC: Optimality, equivalence, and politics
Paper
12.03. Ricardo Reis
LSE
The constraint on public debt when r < g but g < m
Paper
19.03. Michaela Pagel
Columbia Business School
Does Saving Cause Borrowing?
16.04. Christos Makridis
Arizona State University
Split Personalities? Behavioral Effects of Temperature on Financial Decision-making
23.04. Dmitriy Sergeyev
Bocconi University
Debt Sustainability in a Low Interest Rate World
30.04. Florian Weigert
University of Neuchâtel
Hedge Funds and the Positive Idiosyncratic Volatility Effect
07.05. Pierre Collin-Dufresne
EPF Lausanne
How integrated are credit and equity markets? Evidence from index options
28.05. Julien Cujean
University of Bern
The Low-Minus-High Portfolio and the Factor Zoo
24.09. Bruno Biais
HEC Paris
Committee-based Blockchains as Games Between Opportunistic players and Adversaries
08.10. Marcin Kacperczyk
Imperial College London
Carbon Emissions and the Bank-Lending Channel
Paper
22.10. Toni Whited
University of Michigan
Relative Performance Evaluation and Strategic Competition
05.11. Giulia Livieri
Scuola Normale Superiore
Analysis of bank leverage via dynamical systems and deep neural networks
19.11. Philippe Bacchetta
HEC Lausanne
International Portfolio Choice with Frictions: Evidence from Mutual Funds
03.12. Kathy Yuan
LSE
Dynamic Asset-Backed Security Design
Paper
17.12. Yann Koby
Brown University
Low Rates and Bank Loan Supply: Theory and Evidence from Japan

2020

Date Presenter Topic
21.02. Neeltje Van Horen
Bank of England
All You Need is Cash: Corporate Cash Holdings and Investment after the Financial Crisis
28.02. Andrew Ellul
Indiana University
Access to Public Capital Markets and Employment Growth
06.03. Johan Walden
University of California at Berkeley
Visibility Bias in the Transmission of Consumption Beliefs and Undersaving
25.09. Amir Sufi
Chicago Booth
The Saving Glut of the Rich
02.10. Fabio Trojani
University of Geneva
Smart Stochastic Discount Factors
09.10. Lore Vandewalle
Graduate Institute Geneva
Access to Banking, Savings and Consumption Smoothing in Rural India
16.10. Delia Coculescu
UZH
On the value of cooperation in risk sharing
23.10. Isil Erel
Ohio State University
Does FinTech Substitute for Banks? Evidence from the Paycheck Protection Program
30.10. Andreas Fuster
Swiss National Bank
Mortgage Credit Supply During the COVID-19 Pandemic
06.11. Tim Eisert
Erasmus University
The Anatomy of the Transmission of Macroprudential Policies
13.11. Tobias Berg
Frankfurt School of Finance and Management
Leverage and Risk-Taking
20.11. Roni Michaely
University of Geneva
Financing Payouts
27.11. Norman Shürhoff
HEC Lausanne
Self-inflicted debt crises
04.12. Jürgen Huber
University of Innsbruck
What Drives Risk Perception? A Global Survey with Financial Professionals and Lay People
11.12. Jean-Charles Rochet
UZH / University of Geneva
Taxing Financial Transactions
18.12. Markus Pelger
Stanford University
Deep Learning in Asset Pricing

2019

Date Speaker Topic
22.02. Luca Gelsomini
ICEF Moscow
Dynamic Trading and the Voluntary Disclosure of Information
01.03. Michael Wolf
University of Zurich
Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies
08.03. Miguel Ferreira
Nova School of Business and Economics
Entrepreneurship and Regional Windfall Gains: Evidence from the Spanish Christmas Lottery
15.03. Daxeng Xiu
Chicago Booth
Predicting Returns using Text Data
22.03. Oliver Boguth
Arizona State University
Competition, No-Arbitrage, and Systematic Risk
29.03. Andreas Schrimpf
BIS
The FOMC Risk Shift
12.04. Enrico Sette
Bank of Italy
The Long Run Earnings Effects of a Credit Market Disruption
26.04. Vicente Cuñat
LSE
Active Owners and Firm Policies
03.05. Hannes Wagner
Bocconi
Corporate Governance Through Voice and Exit
10.05. Felix von Meyerinck
University of St. Gallen
As California goes, so goes the nation? Board gender quotas and the legislation of non-economic values
17.05. Francesco D'Acunto
Boston College
Crowdsourcing Financial Information to Change Spending Behavior
24.05. Yacine Ait-Sahalia
Princeton
Implied Stochastic Volatility Models
20.09. Bruno Biais
Toulouse School of Economics
Variation margins, fire sales, and information constrained optimality
27.09. Shmuel Baruch
University of Utah
The Distortion in Prices due to Passive Investing
04.10. Ludovic Phalippou
Saïd Business School
How Alternative Are Private Markets?
11.10. Ragnar Juelsrud
Norges Bank
Granular Credit Risk
18.10. Paul Ehling
Norwegian Business School
Tax Collection from Realized Capital Gains on Equity
25.10. Lukas Schmid
Duke University
The Risks of Safe Assets
01.11. Tim Schmidt-Eisenlohr
Federal Reserve Board
Institutional Investors, the Dollar, and U.S. Credit Conditions
08.11. Federico Bandi
Johns Hopkins University
Spectral Factor Models
15.11. Jörgen Haug
NHH
Options and Risk
22.11. Heinz Zimmerman
University of Basel
Steady state analysis of market fundamentals: An exploration
29.11. Michael Hasler
University of Texas at Dallas
Does the CAPM Predict Returns?
06.12. Jules van Binsbergen
Wharton School
Risk-Free Interest Rates
13.12. Marco Di Maggio
Harvard Business School
Second Chance: Life without Student Debt
20.12. Matteo Crosignani
University of Michigan
Zombie Credit and (Dis-)Inflation: Evidence from Europe

2018

Date Speaker Topic
23.02 Alexandra Niessen-Rünzi
University of Mannheim
Mutual Fund Shareholder Letters: Flows, Performance, and Managerial Behavior
02.03 Christoph Herpfer
Emory Goizueta Business School
The Real Effects of Banker Networks
09.03 Ilaria Piatti
University of Oxford
Rationality and Subjective Bond Risk Premia
16.03 Laurent Frésard
USI
Technological Changes and the Evolution and IPO and Acquisition Activities
23.03 Luc Laeven
European Central Bank
Safe Asset Shortages: Evidence from the European Government Bond Lending Market
13.04 Albert Menkveld
VU Amsterdam
A Network Map of Information Percolation
20.04 Yishay Yafeh
Jerusalem School of Business Administration
The Effect of Minority Veto Rights on Controller Tunneling
27.04 Juhani Linnainmaa
USC Marshall School of Business
Factor Momentum
04.05 Michelle Lowry
Drexel University
Mutual Fund Investments in Private Firms
11.05 Michael Fleming
Federal Reserve Bank of New York
Intraday Pricing and Liquidity Effects of U.S. Treasury Auctions
18.05 Adair Morse
UC Berkeley
Consumer-Lending Discrimination in the FinTech Era
25.05 Ed deHaan
University of Washington
Why do individual investors disregard accounting information? The roles of information awareness and acquisition costs
28.05 John Griffin
University of Texas at Austrin
Is Bitcoin really Un-Tethered?
01.06 Byoung-Hyoun Hwang
Cornell University
The Emergence of “Social Executives” and Its Consequences for Financial Markets
21.09 Simi Kedia
Rutgers University
Primary Market Allocations in Corporate Bonds
28.09 Felix Matthys
ITAM
The Volatility and Uncertainty Disconnect: Optimal Portfolio Choice and Asset Prices
05.10 Joshua White
Vanderbilt University
Trade Secrets Protection and Antitakeover Provisions
12.10 Sydney Ludvigson
New York University
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
19.10 Elena Carletti
Bocconi University
Banks as Patient Lenders: Evidence from a Tax Reform
26.10 Pedro Matos
University of Virginia
Multi-Class Shares Around the World: The Role of Institutional Investors
02.11 Kaveh Majlesi
Lund University
Stock Market Returns and Consumption
09.11 Eliza Wu
University of Sidney
Creditor Control Rights and the Non-Synchronicity of Global Corporate CDS Excess Returns
16.11 Peter Zweifel
University of Zurich
Adopting Solvency III?
23.11 Anna Pavlova
London Business School
The Benchmark Inclusion Subsidy
30.11 Mariassunta Giannetti
Stockholm School of Economics
Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry
07.12 Pascal Gantenbein
University of Basel
Family Firms, Minority Investor Protection and Firm Performance
14.12 Ye Li
Ohio State University
Tokenomics: Dynamic Adoption and Valuation

2017

Date Speaker Topic
24.02 Holger Kraft
Goethe University Frankfurt
Predictors and Portfolios over the Life Cycle: Skill vs. Luck
03.03 Gregor Matvos
University of Chicago Booth School of Business
The Market for Financial Adviser Misconduct
10.03 Cars Hommes
University of Amsterdam
Coordination on Bubbles in Large-Group Asset Pricing Experiments
17.03 Martin Kanz
World Bank
Status Goods: Experimental Evidence from Platinum Credit Cards
24.03 Olesya Grishchenko
Board of Governors of the Federal Reserve System
Term Structure of Interest Rates with Short-Run and Long-Run Risks
07.04 Alexander Hillert
Goethe University Frankfurt
The Value of Visibility
21.04 Mike Burkart
LSE
Activism and Takeovers
28.04 Alberto Manconi
Universita Bocconi
Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds
05.05 Marie Kratz
ESSEC Business School
Procyclicality of Empirical Measurements of Risk in Financial Markets
12.05 Angelo Ranaldo
University of St. Gallen
Explaining the Failure of the Expectations Hypothesis with Short-Term Rates
19.05 Thierry Foucault
HEC Paris
Corporate Strategy, Conformism, and the Stock Market
26.05 Yuri Tserlukevich
Arizona State University
Embracing Risk: Hedging Policy for Firms with Real Options
30.05 John Geanakoplos
Yale University
Leverage Cycles, Credit Surfaces and Doom Triangles
02.06 David Lando
Copenhagen Business School
Generalized Recovery
22.09 Stefan Zeisberger
Radboud University / UZH
Understanding and Improving Investor Risk Perception with Digital Support
29.09 Simone Manganelli
European Central Bank
Deciding with Judgment
06.10 Rainer Haselmann
Goethe-University Frankfurt
The Political Economy of Bank Bailouts
13.10 Maxim Ulrich
Karlsruhe Institute of Technology
A No‐Arbitrage Heteroscedastic Macroeconomic Model for Equity, Dividend and Bond Yields
20.10 Javier Suarez
CEMFI
Equity versus Bail-in Debt in Banking: An Agency Perspective
27.10 Bill Ziemba
University of British Columbia
Stock Market Crashes
03.11 Clifton Green
Emory University
Wisdom of the Employee Crowd: Employer Reviews and Stock Returns
10.11 Roland Füss
University of St. Gallen
Office Market Interconnectedness and Systemic Risk Exposure
17.11 Jiekun Huang
University of Illinois at Urbana-Champaign
Informing the Market: The Effect of Modern Information Technologies on Information Production
24.11 Stijn Claessens
Bank for International Settlements
Bank Capital, Portfolio Rating Change and Loan Conditions
01.12 Ulf Axelson
LSE
Sequential Credit Markets
05.12 Martin Lettau
UC Berkeley
Estimating Latent Asset Pricing Factors
08.12 Elise Gourier
Queen Mary University of London
How Alternative Are Alternative Investments? The Case of Private Equity Funds
15.12 David Cicero
Auburn University
Local Investors’ Preferences and Capital Structure

2016

Date Speaker Topic
26.02 Sanjay Banerji
University of Nottingham
Collusion, Incentives and Reputation: The role of Experts in Corporate Governance
04.03 Paul Schneider
USI
An Anatomy of the Equity Premium
11.03 Damir Filipovic
EPF Lausanne
Linear-Rational Term Structure Models
18.03 Mitchell Petersen
Northwestern University
Understanding Precautionary Cash at Home and Abroad
08.04 Mete Soner
ETH Zurich
Optimal Dividends with Random Profitability
15.04 Fabio Trojani
University of Geneva
(Almost) Model-Free Recovery
22.04 Alberto Plazzi
USI Lugano
Birds of a Feather – do Hedge Fund Managers Flock Together?
29.04 Thomas Hellmann
University of Oxford
Fostering Entrepreneurship: Backing Founders or Investors?
13.05 Hank Bessembinder
Arizona State University
Capital Commitment and Illiquidity in Corporate Bonds
20.05 David Sraer
UC Berkeley
Aggregate Effects of Collateral Constraints
27.05 Gilles Chemla
Imperial College London
1. The Paradox of Policy-Relevant RCTs and Natural Experiments
2. Bayesian Expectancy Invalidates Randomized Controlled Medical Trials
03.06 William Megginson
University of Oklahoma
Institutional Bidding in Ipo Allocation: Evidence from China
23.09 Yasushi Hamao
University of Southern California
Selective Disclosure: The Case of Nikkei Preview Articles
30.09 Nils Herger
Study Center Gerzensee
Interest parity conditions during the classical gold standard (1880-1914) -Evidence from the investment demand for bills of exchange in Europe
03.10 Xavier Giroud
MIT Sloan School of Management
Redistribution of Local Labor Market Shocks through Firms’ Internal Networks
07.10 Allaudeen Hameed
National University of Singapore
Slow Trading and Stock Return Predictability
14.10 John Kuong
INSEAD
Servicing Securitisation through Excessive Foreclosure
21.10 Philip Valta
University of Bern
Debt in Political Campaignss
26.10 Werner Hildenbrand
University of Bonn
Piketty's chain of argument in Le Capital au XXIe siècle
28.10 Eric Swanson
UC Irvine
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets
04.11 Axel Buchner
University of Passau
The Alpha and Beta of Private Equity Investments
11.11 Elisa Luciano
University of Torino
Equilibrium bid-ask spreads and the effect of competitive trading delays
18.11 Christian Wagner
Copenhagen Business School
What is the Expected Return on a Stock?
25.11 Semyon Malamud
EPF Lausanne
Intermediation Markups and Monetary Policy Passthrough
02.12 Nina Boyarchenko
Federal Reserve Bank of New York
Credit Risk Hedging
09.12 Brian Bushee
Wharton
Linguistic Complexity in Firm Disclosures: Obfuscation or Information?
16.12 Philippe Müller
LSE
International Illiquidity

2015

Date Speaker Topic
20.02 Laurent Fresard
University of Maryland
Extending Industry Specialization, Intangibles, and Cross-Border Acquisitions
27.02 Fabio Braggion
Tilburg University
The Economic Impact of a Banking Oligopoly: Britain at the turn of the 20th century
06.03 Carol Alexander
University of Sussex
1. Trading and Investing in Volatility Products
2. Home-grown Diversification with Volatility Products
13.03 Sergei Guriev
Sciences Po, Paris
Expropriation Risk, Corporate Transparency, and Growth
20.03 Hendrik Hakenes
University of Bonn
Separating Trading and Banking: Consequences for Financial Stability
27.03 Hans-Joachim Voth
University of Zurich
Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending
27.03 Ralph Koijen
London Business School
An Equilibrium Model of Institutional Demand and Asset Prices
17.04 Ulf von Lilienfeld-Toal
University of Luxembourg
What matters for Investor Activism: An Investigation of Activists' Incentives vs. Activist Types
24.04 Carole Gresse
Université Paris-Dauphine
Effects of Lit and Dark Market Fragmentation on Liquidity
08.05 Loriano Mancini
EPF Lausanne
The Euro Interbank Repo Market
22.05 Thomas Noe
Said Business School, Oxford
The Separation of Firm Ownership and Management: A Reputational Perspective
29.05 Yuhai Xuan
Harvard Business School
The Contract Year Phenomenon in the Corner Office: An Analysis of Firm Behavior During CEO Contract Renewals
18.09 Umit Gurun
University of Texas, Dallas
Price of Publicity
25.09 Bill Wilhelm
University of Virginia
Investment-Banking Relationships: 1933-2007
02.10 Farzad Saidi
University of Cambridge
The Informational Value of Patents in Banking Relationships
02.10 Suresh Sundaresan
Columbia University
Bank Liability Structure
09.10 Mariana Khapko
University of Toronto
Asset Pricing with Dynamically Inconsistent Agents
16.10 Annette Vissing-Jorgensen
UC Berkeley
Stock Returns over the FOMC Cycle
23.10 Andrea Vedolin
LSE
Policy Announcements in FX Markets
30.10 Dong Lou
LSE
A Tug of War: Overnight Versus Intraday Expected Returns
06.11 Paul Embrechts
ETH Zurich
Model Risk, Solvency and Risk Aggregation
13.11 Fabrizio Zilibotti
UZH
Sovereign Debt and Structural Reforms
20.11 Rajkamal Iyer
MIT
The Run for Safety: Financial Fragility and Deposit Insurance
27.11 Isabel Schnabel
University of Mainz
Banks‘ Trading after the Lehman Crisis - Flight to Liquidity but no Fire Sales
04.12 Darrell Duffie
Stanford University / EPFL
Size Discovery
11.12 Gaizka Ormazabal
University of Navarra
Are Directors More Likely to Relinquish Their Riskiest Directorships after the Crisis?
18.12 Antoinette Schoar
MIT
Are Credit Card Issuers Screening for Behavioral Biases

2014

Date Speaker Topic
21.02 Per Mykland
University of Chicago
Sequential Cross-Validation in High Frequency Data
28.02 Pierre-Olivier Weill
UCLA
The Market for OTC Credit Derivatives
07.03 Josef Falkinger
University of Zurich
In Search of Economic Reality under the Veil of Financial Markets
14.03 Gilles Zumbach
Fundo (Lausanne) /
swissQuant (Zurich)
A Mean/Variance Approach to long Term Fixed Income Portfolio Allocation
21.03 George Skiadopoulos
University of Piraeus
Jumps in Option Prices and their Determinants: Real-time Evidence from the E-mini S and P 500 Option Market
28.03 Colin Mayer
Oxford University
The Ownership of Japanese Corporations in the 20th Century
04.04 Branko Urosevic
University of Belgrade
Globalization, Exchange Rate Regimes and Financial Contagion
11.04 Ilya Strebulaev
Stanford University
Financing as a Supply Chain: The Capital Structure of Banks and Borrowers
09.05 Pierre Lasserre
Université du Québec
à Montréal
Alternative and Indefinitely Repeated Investments: Species Choice and Harvest Age in Forestry
16.05 Michael Magill
University of Southern California
Martine Quinzii
University of California, Davis
Prices and Investment with Collateral and Default
23.05 Ralph De Haas
EBRD
Bank Lending and Firm Innovation - Evidence from Russia
16.06 Tobias Moskowitz
University of Chicago
Trading Costs of Asset Pricing Anomalies
11.07 Hersh Shefrin
Santa Clara University
Investors’ Judgments, Asset Pricing Factors, and Sentiment
19.09 Claire Célérier
IBF
What Drives Financial Complexity? A Look into the Retail Market for Structured Products
26.09 Luc Renneboog
Tilburg University
Finance and Society: On the Foundations of Corporate Social Responsibility
03.10 Marc Oliver Rieger
University of Trier
How to diversify with Options and Structured Products?
10.10 Jose Luis Peydro
Universitat Pompeu Fabra
Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis
17.10 Michael Weber
University of Chicago
Nominal Rigidities and Asset Pricing
24.10 Walter Torous
MIT
Second Mortgages: Valuation and Implications for the Performance of Structured Mortgage Products
31.10 Daniel Paravisini
LSE
Comparative Advantage and Specialization in Bank Lending
07.11 Boris Vallée
Harvard Business School
Political Incentives and Financial Innovation: The Strategic Use of Toxic Loans by Local Governments
14.11 Eric Jondeau
HEC Lausanne
Long-Term Portfolio Management with a Structural Macroeconomic Model
21.11 Phil Dybvig
Washington University
Tobin's q Does Not Measure Firm Performance: Theory, Empirics, and Alternatives
28.11 Sébastien Lleo
NEOMA Business School
Does the Bond-Stock Earnings Yield Differential Model Predict Equity Market Corrections Better Than High P/E Models?
05.12 Thorsten Beck
Cass Business School
Informality and Access to Finance: Evidence from India
12.12 David Oesch
University of Zurich
Understanding Director Elections: Determinants and Consequences
19.12 Galina Hale
Federal Reserve Bank SF
The Rise in Home Currency Issuance