In the Finance Seminar series, we welcome speakers from other universities to share their research findings with us to create a community of engagement and discussion. All research staff and PhD students are welcome to attend. Forthcoming seminars (which are held in the Business School unless stated otherwise) are below:
Kjell Nyborg, Chaired Professor of Finance, University of Zurich
Title: Repo Rates and the Collateral Spread Puzzle
- Wed 19 Feb
- 13:30-14.45
- LGR
Tony Zhang, Assistant Professor of Finance, Boston University
Title: A Portfolio Approach to Global Imbalances and Low Interest Rates
- Wed 26 Feb
- 13:30-14.45
- LGR
Cameron Peng, Assistant Professor of Finance, London School of Economics
Title: Resolving the Excessive Trading Puzzle: An Integrated Approach Based on Surveys and Transactions
- Wed 18 Mar
- 13:30-14.45
- ZOOM
Giorgia Barboni, Assistant Professor of Finance, University Of Warwick
Title: Knowing what’s good for you: Can a repayment flexibility option in microfinance contracts improve repayment rates and business outcomes?
- Wed 25 Mar
- 13:30-14.45
- ZOOM
Wenxin Du, Assistant Professor of Finance, University of Chicago
Title: US Banks and Global Liquidity
- Wed 29 Apr
- 13:30-14.45
- ZOOM
Lars Hansen, Professor in Finance, University of Chicago
Title: Climate Policy Sensitivity to Geoscientific and Economic Uncertainties
- Tue 5 May
- 13:30-14.45
- ZOOM
Nadya Malenko, Associate Professor of Finance, Boston College, Carroll School of Management
Paper Pending
- Wed 20 May
- 13:30-14.45
- LT1
Robin Lumsdaine, Professor of Finance, American University
Paper Pending
- Thu 21 May
- 13:30-14.45
- LT3
Bernardo Guimaraes, Professor of Economics, Sao Paulo School of Economics
Paper Pending
- Mon 1 June
- 13:30-14.45
- LT2
Annette Vissing-Jorgensen, Professor of Economics, University of California
Paper Pending
- Wed 10 June
- 13:30-14.45
- LGR
See previous seminars below
| Date | Time | Venue | Speaker/Title |
|---|---|---|---|
| Wed 25 Sept | 13:30-14.45 | LGR | Alex Gorbenko, Assistant Professor of Finance and Business Economics, USC Marshall School of Business Title: Venture Capital Contracts |
| Wed 2 Oct | 13:30-14.45 | LGR | Atif Mian, John H. Laporte, Jr. Class of 1967 Professor of Economics, Public Policy and Finance, Princeton University Title: Low Interest Rates, Market Power, and Productivity Growth |
| Wed 9 Oct | 13:30-14.45 | LGR | Mary Barth, Joan E. Horngren Professor of Accounting, Stanford University, Graduate School of Business Title: Information in Mandatory and Voluntary Earnings Announcement Date Forecasts |
| Fri 11 Oct | 13:30-14.45 | LT3 | Andrei Shleifer, John L. Loeb Professor of Economics, Harvard University Title: Expectations and Stock Market Puzzles |
| Wed 16 Oct | 13:30-14.45 | LT1 | Daniel Björkegren, Assistant Professor of Economics, Brown University Title: Manipulation Proof Machine Learning |
| Wed 23 Oct | 13:30-14.45 | LGR | Olivier Dessaint, Assistant Professor of Finance, Rotman School of Management, University of Toronto Title: CAPM-Based Company (Mis)valuations |
| Wed 30 Oct | 13:30-14.45 | LGR | Nicola Gennaioli, Professor of Finance, Bocconi University Title: Real Credit Cycles |
| Tue 5 Nov | 13:30-14.45 | LT3 | Giovanni Covi, Associate Professor, European Central Bank Title: On the Origins of Systemic Risk |
| Wed 13 Nov | 13:30-14.45 | LGR | Tomasz Piskorski, Edward S. Gordon Professor of Real Estate, Columbia Business School Title: Banking without Deposits: Evidence from Shadow Bank Call Reports |
| Wed 20 Nov | 13:30-14.45 | LGR | Anna Cieslak; Associate Professor of Finance, Fuqua School of Business, Duke University Title: Common Shocks in Stocks and Bonds |
| Tue 26 Nov | 15:00-16.15 | LT3 | Adrien Matray, Assistant Professor of Economics, Princeton University Title: Higher Dividend Taxes, No Problem! Evidence from Taxing Entrepreneurs in France |
| Wed 27 Nov | 13:30-14.45 | LGR | Svetlana Bryzgalova, Assistant Professor of Finance and Business Economics, London Business School Title: Forest through the trees: Building cross-sections of stock returns |
| Wed 4 Dec | 13:30-14.45 | LGR | Argyris Tsiaras, Research Associate, Cambridge Judge Business School Title: Cross-Border Portfolio Holdings and Equity Return Comovement |
| Wed 11 Dec | 13:30-14.45 | LTG | Matt Baron, Assistant Professor of Finance, Johnson Graduate School of Management, Cornell University Title: Salient Crises, Quiet Crises |
| Date | Time | Venue | Speaker/Title |
|---|---|---|---|
| Wed 13 Mar | 13:30-14.45 | LT1 | Amiyatosh Purnanandam, Michael Stark Professor of Finance, University of Michigan’s Ross School of Business: ‘Judging Banks’ Risk by the Profits They Report’ (abstract) |
| Wed 20 Mar | 13:30-14.45 | LT1 | Roger Farmer, Michael Stark Professor of Finance, The University of Warwick: ‘The Fiscal Theory of the Price Level in Overlapping Generations Models’ (abstract) |
| Wed 27 Mar | 13:30-14.45 | LT1 | Paul Asquith, Gordon Y. Billard Professor of Finance, MIT, Sloan and Visiting Professor, Imperial College Business School: ‘The Effects of Mandatory Transparency in Financial Market Design: Evidence from the Corporate Bond Market’ (abstract) |
| Tue 02 Apr | 13:30-14.45 | LTG | Sabrina Howell, Assistant Professor of Finance, New York University, Stern School of Business; ‘Government R&D Grants and Firm Real Outcomes: How a Cash Flow Shock Affects Wages’ (abstract) |
| Wed 03 Apr | 13:30-14.45 | LGR | Stefan Nagel, Fama Family Professor of Finance, The University of Chicago Booth School of Business: ‘Asset Pricing with Fading Memory’ (abstract) |
| Mon 08 Apr | 13:30-14.45 | LTG | Margarita Tsoutsoura, Associate Professor of Finance, Cornell University, Samuel Curtis Johnson College of Business: ‘Partisan Professionals: Evidence from Credit Rating Analysts’ (abstract) |
| Wed 01 May | 13:30-14.45 | LT2 | Nicolae Gârleanu, The Paul H. Stephens Chair in Applied Investment Analysis, BerkeleyHaas: ‘Finance in a Time of Disruptive Growth’ (abstract) |
| Tue 14 May | 13:30-14.45 | LT2 | Arvind Krishnamurthy, The John S. Osterweis Professor of Finance, Stanford Graduate School of Business: ‘Foreign Safe Asset Demand and the Dollar Exchange Rate’ (abstract) |
| Wed 22 May | 13:30-14.45 | LT2 | Moritz Schularick, Professor of Economics, University of Bonn, Graduate School of Economics: ‘Bank Capital Redux: Solvency, Liquidity and Crisis’ (abstract) |
| Wed 29 May | 13:30-14.45 | LT2 | Chris Palmer, Assistant Professor of Finance, MIT Sloan School of Management: ‘Real Effects of Search Frictions in Consumer Credit Markets’ (abstract) |
| Wed 05 Jun | 15:00-16.15 | LT2 | John Campbell, Morton L. and Carole S. Olshan Professor of Economics, Harvard University: ‘The Cross-Section of Household Preferences’ (abstract) |
| Wed 12 Jun | 13:30-14.45 | LT2 | Ben Keys, Assistant Professor of Real Estate, Wharton School, University of Pennsylvania: ‘Title TBC’ (abstract) |
| Date | Time | Venue | Speaker/Title |
|---|---|---|---|
| Wed 03 Oct | 13.30-14.45 | LT2 | Torben Anderson, Nathan S. and Mary P. Sharp Professor of Finance, Kellogg School of Management, Northwestern University: ‘The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets & Tail Risk and Return Predictability for the Japanese Equity Market.’ (abstracts) |
| Wed 10 Oct | 13.30-14.45 | LT2 | Olivier Scaillet, Professor of Probability and Statistics, University of Geneva: ‘Time-Varying Risk Premia in Large International Equity Markets’ (abstract) |
| Wed 17 Oct | 13.30-14.45 | LT2 | Peter Koudijs, Professor of Finance, Stanford Business School: ‘For Richer, For Poorer: Banker’s Skin-in-the-game and Risk Taking in New England, 1867-1880’ (abstract) |
| Wed 24 Oct | 13.30-14.45 | LT2 | Dragana Cvijanovic, Assistant Professor of Finance, UNC Kenan-Flagler Business School: ‘CEO Compensation and Real Estate Prices: Pay for Luck or Pay for Action?’ (abstract) |
| Tues 30 Oct | 13.30-14.45 | LGR | Lubos Pastor, Charles P. McQuaid Professor of Finance, The University of Chicago Booth School of Business: ‘Inequality Aversion, Populism, and the Backlash Against Globalization’ (abstract) |
| Tues 06 Nov | 13.30-14.45 | SAFB 121 | Juliana Salomao, Assistant Professor of Finance, Carlson School of Management, University of Minnesota: ‘Decomposing Firm Value’ (abstract) |
| Wed 14 Nov | 13.30-14.45 | LT2 | Camelia M. Kuhnen, Professor of Finance, UNC Kenan-Flagler Business School: ‘Expectations Uncertainty and Household Economic Behavior’ (abstract) |
| Wed 21 Nov | 13.30-14.45 | LT2 | Joachim Voth, UBS Professor of Macroeconomics and Financial Markets, Economics Department, University of Zurich: ‘From Finance to Fascism: The Real Effects of Germany’s 1931 Banking Crisis’ (abstract) |
| Thurs 22 Nov | 12.15-13.45 | LT2 | Ramana Nanda, Sarofim-Rock Professor of Business Administration, Harvard Business School: ‘House Money and Entrepreneurship’ (abstract) |
| Wed 28 Nov | 13.30-15.00 | LT2 | Giorgia Piacentino, Assistant Professor/Daniel W. Stanton Associate Professor of Business, Columbia Business School; ‘Deadlock on the Board’ (abstract) |
| Thurs 29 Nov | 12.15-13.45 | LT2 | Jason Donaldson, Assistant Professor, Olin Business School, Washington University in St Louis; ‘Conflicting Priorities: A Theory of Covenants and Collateral’ (abstract) |
| Mon 03 Dec | 16.30-18.00 | LGR | Dacheng Xiu, Associate Professor of Econometrics and Statistic, Booth School of Business, University of Chicago: ‘Empirical Asset Pricing via Machine Learning’ (abstract) |
| Tue 11 Dec | 12.15-13.45 | LT1 | Mete Kilic, Assistant Professor of Finance and Business Economics, USC Marshall School of Business: ‘Debt Overhang and Investment: The Case of Gold Clauses in the 1930s’ (abstract) |
| Wed 12 Dec | 13.30-14.45 | LT2 | Elena Simintzi, Assistant Professor, UNC: ‘Machines couldn’t compete with Chinese labor: Evidence from U.S. firms’ innovation’ (abstract) |
| Date | Time | Venue | Speaker/Title |
|---|---|---|---|
| Tue 27 Feb | 15.30-16.45 | LT3 | Xavier Vives, Professor of Economics and Financial Management, Abertis Chair of Regulation, Competition and Public Policy, IESE Business School, University of Navarra: ‘Exchange Competition, Entry, and Welfare’ (abstract) |
| Wed 07 Mar | 15.30-16.45 | LT2 | Adrian Buss, Assistant Professor of Finance, INSEAD: ‘Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency’ (abstract) |
| Wed 14 Mar | 15.30-16.45 | CANCELLED | Manju Puri, Professor of Finance and Director, Centre for Financial Research at the Federal Deposit Insurance Corporation (FDIC), The Fuqua School of Business, Duke University |
| Tue 20 Mar | 15.30-16.45 | LT1 | Dacheng Xiu, Associate Professor of Econometrics and Statistic, Booth School of Business, University of Chicago: ‘Inference on Risk Premia in the Presence of Omitted Factors’ (abstract) |
| Wed 28 Mar | 15.30-16.45 | LT2 | Lu Zhang, Professor of Finance Dean’s Distinguished Chair in Finance, Ohio State University: ‘Replicating Anomalies’ (abstract) |
| Tue 24 Apr | 12.15-13.30 | LG19A | Elise Payzan-LeNestour, Associate Professor in Finance, UNSW Australia Business School, Sydney: ‘The Waterfall Illusion, and How Prior Exposure to Extreme Risk Distorts Risk Perception’ (abstract) |
| Tue 01 May | 12.15-13.30 | LTUG | Simon Gervais, Professor of Finance, The Fuqua School of Business, Duke University: ‘The Equilibrium Value of Employee Ethics’ (abstract) |
| Wed 09 May | 15.30-16.45 | LGS | Samuel Hartzmark, Assistant Professor of Finance, Booth School of Business, University of Chicago: ‘Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows’ (abstract) |
| Tue 15 May | 12.30-13.45 | LTUG | Adair Morse, Associate Professor of Finance, University of California at Berkeley, Haas School of Business: ‘Consumer-Lending Discrimination in the FinTech Era’ (abstract) |
| Wed 16 May | 15.30-16.45 | LGS | Victoria Ivashina, Lovett-Learned Chaired Professor of Finance, Harvard Business School: ‘U.S. Monetary Policy and Emerging Market Credit Cycles’ (abstract) |
| Tue 22 May | 12.15-13.30 | LTUG | Jose Schienkman, Charles and Lynn Zhang Professor of Economics, Columbia University: ‘Shorting in Speculative Markets’ (abstract) |
| Wed 30 May | 15.30-16.45 | LGS | Dimitris Papanikolaou, Associate Professor of Finance, Kellogg School of Management, Northwestern University: ‘Developing Novel Drugs’ (abstract)Wed 06 Jun |
| Wed 06 Jun | 15.30-16.45 | LTUG | Monika Piazzesi, Joan Kenney Professor of Economics, Department of Economics, Stanford University: ‘Payments, Credit and Asset Prices’ (abstract) |
| Wed 13 Jun | 15.30-16.45 | LT3 | Juliane Begenau, Assistant Professor of Finance, Stanford Graduate School of Business: ‘Do Banks have an Edge?’ (abstract) |
| Wed 20 Jun | 12.15-13.30 | LT1 | Ilona Babenko, Associate Professor of Finance, W. P. Carey School of Business, Arizona State University: ‘Executives in Politics’ (abstract) |
| Wed 27 Jun | 15.30-16.45 | LGS | Nittai Bergman, Visiting Professor of Finance, MIT Sloan School of Management: ‘Strong Employers and Weak Employees:How Does Employer Concentration Affect Wages’ (abstract) |