Previous Seminars

Previous Seminars

In the Departmental Seminar series, we welcome speakers from other universities to share their research findings with the department to create a community of engagement and discussion. All research staff and PhD students are welcome to attend. Previous seminars are below:

  • Tue 03 Oct, Christian Leuz, Joseph Sondheimer Professor of International Economics, Finance and Accounting, Chicago Booth School of Business: ‘The Death of a Regulator: Strict Supervision, Bank Lending and Business Activity’ (abstract)
  • Wed 04 Oct, Albert Kyle, Charles E. Smith Chair Professor of Finance, Robert H. Smith School of Business, University of Maryland: ‘Toward a Fully Continuous Exchange ‘ (abstract)
  • Tue 10 Oct, Joel Peress, The AXA Chaired Professor in Financial Market Risk, INSEAD: ‘Glued to the TV: Distracted Investors and Stock Market Liquidity’ (abstract)
  • Tue 17 Oct, Gary Gorton, Frederick Frank Class of 1954 Professor of Management & Professor of Finance, Yale School of Management: ‘Good Booms, Bad Booms’ (abstract)
  • Wed 25 Oct, Andrew Caplin, Silver Professor of Economics, NYU: ‘Recovering Cognitive Costs from Choice Data: The Simple Geometry of Rational Inattention’ (abstract)
  • Tue 31 Oct, Carolin Pflueger, Assistant Professor of Finance, Sauder School of Business University of British Columbia: ‘Does Precautionary Savings Drive the Real Interest Rate? Evidence from the Stock Market’: (abstract)
  • Tue 07 Nov, Nicolas Crouzet, Assistant Professor of Finance, Kellogg School of Management, Northwestern University, Illinois: ‘Small and Large Firms over the Business Cycle’ (abstract)
  • Tue 14 Nov, Jonathan Berk, A.P. Giannini Professor of Finance, Stanford Graduate School of Business: ‘Regulation of Charlatans in High-Skill Professions’ (abstract)
  • Tue 21 Nov, Vikrant Vig, Professor of Finance, London Business School: ‘The Political Economy of Bank Bailouts’ (abstract)
  • Mon 27 Nov, Daniel Andrei, Assistant Professor of Finance, UCLA Anderson School of Management:’The Lost Capital Asset Pricing Model’ (abstract)
  • Tue 28 Nov, Johan Walden, Finance Group Chair, Associate Professor of Finance, Haas School of Business, Berkeley: ‘Making Money: Commercial Banks, Liquidity Transformation and the Payment System’ (abstract)
  • Tue 05 Dec, Kelly Shue, Professor of Finance, Yale School of Management: ‘Leverage-Induced Fire Sales and Stock Market Crashes’ (abstract)
  • Tue 12 Dec, Nick Bloom, William Eberle Professor of Economics, Stanford University: ‘The Finance-Uncertainty Multiplier’ (abstract)
  • Wed 13 Dec, Ansgar Walther, Assistant Professor of Finance, University of Warwick: ‘Does Size Matter? Bailouts with Large and Small Banks’ (abstract)
  • Tue 21 Feb, Tano Santos, David L. and Elsie M. Dodd Professor of Finance, Columbia Business School, New York
  • Tue 28 Feb, Pierre Collin-Dufresne, Professor of Finance, Swiss Finance Institute: ‘Activism, Strategic Trading, and Liquidity’ (abstract)
  • Tue 07 Mar, Subra Subramanyan, Distinguished Professor of Finance, Goldyne and Irwin Hearsh Chair in Money and Banking, Anderson Graduate School of Management, UCLA: ‘Investor Behavior and Financial Innovation: Callable Bull/Bear Contracts’ (abstract)
  • Tue 14 Mar, Andrea Eisfeldt, Laurence D. and Lori W. Fink Endowed Chair in Finance and Professor of Finance, Anderson School of Management, UCLA: ‘Prepayment Risk and Expected MBS Returns’ (abstract)
  • Tue 21 Mar, Thomas Hellmann, Professor of Entrepreneurship and Innovation, Saïd Business School, University of Oxford: ‘The trade-off be ownership and investment: Evidence from equity crowdfunding campaigns’ (abstract)
  • Tue 02 May, Dirk Jenter, Associate Professor of Finance, LSE: ‘Good and Bad CEOs’ (abstract)
  • Fri 05 May, David Scharfstein, Edmund Cogswell Converse Professor of Finance and Banking, Harvard Business School: ‘Bank Risk-Taking and the Real Economy: Evidence from the Housing Boom and its Aftermath’ (abstract)
  • Tue 09 May, Francesca Cornelli, Professor of Finance and Director of Private Equity, LBS: ‘Team Stability and Performance: Evidence from Private Equity’ (abstract)
  • Tue 16 May, Stijn Van Nieuwerburgh, David S. Loeb Professor of Finance, NYU, Stern: ‘Are Mutual Fund Managers Paid for Investment Skill?’ (abstract)
  • Wed 17 May, Amir Sufi, Bruce Lindsay Professor of Economics and Public Policy, Chicago Booth: ‘How Do Credit Supply Shocks Affect the Real Economy? Evidence from the United States in the 1980s'(abstract)
  • Tue 23 May, Yacine Ait Sahalia, Otto A. Hack 1903 Professor of Finance and Economics, Princeton: ‘High Frequency Market Making: Optimal Quoting PLUS High Frequency Market Making: Implications for Liquidity’ (abstract)
  • Wed 24 May, Co-Pierre Georg, Senior Lecturer, African Institute of Financial Markets and Risk Management, and School of Economics: ‘Illiquidity Spirals in Coupled Over-the-Counter Markets’ (abstract)
  • Tue 30 May, Ian Martin, Professor of Finance, LSE: ‘The Quanto Theory of Exchange Rates’ (abstract)
  • Tue 06 Jun, Ricardo Reis, A. W. Phillips Professor of Economics, LSE: ‘Quantitative and Qualitative Easing with Yield Curve Control’ (abstract)
  • Tue 13 Jun, Pierre – Olivier Weill, Professor of Economics, UCLA: ‘Heterogeneity in Decentralized Asset Markets’ (abstract)
  • Tue 20 Jun, Laura Veldkamp, Professor of Economics, NYU Stern: ‘Long Run Growth of Financial Technology’ (abstract)
  • David Solomon, Professor of Finance and Business Economics, University of Southern California, Marshall School of Business: ‘Rolling Mental Accounts’
  • Anisha Ghosh, Assistant Professor of Finance, Carnegie Mellon University, Tepper School of Business: ‘An Information-Theoretic Asset Pricing Model’
  • Schmuel Baruch, Associate Professor, University of Utah, David Eccles School of Business :’Strategic Foundation for the Tail Expectation in Limit Order Book Markets’
  • Peter DeMarzo, The Mizuho Financial Group Professor of Finance, Stanford University, Graduate School of Business: ‘Leverage Dynamics without Commitment’
  • Tobias Adrian, Senior Vice President, Associate Director of Research and Statistics Group Federal Reserve Bank of New York: ‘Vulnerable Growth’
  • Hoaxing Zhu, Assistant Professor of Finance, MIT Sloan School of Management: ‘Size Discovery’
  • Zvi Eckstein, Dean and Professor, the Tiomkin School of Economics & Head , the Aaron Economic Policy Institute, the Interdisciplinary Center Herzliya – IDC: “Financial Risk and Unemployment”
  • Enrico Perotti, Professor of International Finance, University of Amsterdam: ‘The (Self-)Funding of Intangibles’
  • David Lando, Professor of Finance, Copenhagen Business School: ‘Safe-Haven CDS Premiums’
  • Dragon Yongjun Tang, Associate Professor of Finance, School of Economics and Finance & School of Business, University of Hong Kong: ‘Subnational Debt of China: The Politics-Finance Nexus’
  • Maureen O’Hara, Professor of Finance and Robert W. Purcell Professorship of Management, Cornell University, Samuel Curtis Johnson Graduate School of Management: ‘Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets’
  • Renee Adams, Professor of Finance, University of New South Wales: ‘Lehman Sisters’
  • Juanita Gonzalez-Uribe, Assistant Professor, London School of Economics: ‘How Sensitive is Young Firm Investment to the Cost of Outside Equity? Evidence from a UK Tax Relief’
  • Alan Moreira, Assistant Professor of Finance, Yale School of Management: How Should Investors Respond to Changes in Volatility?’
  • James Choi, Professor of Finance, Yale School of Management: ‘Does Borrowing Undo Automatic Enrollment’s Effect on Savings?’
    • Maureen O’Hara, Robert W. Purcell Professor of Finance at the Johnson Graduate School of Management, Cornell University: ‘Can EFTs Increase Market Fragility? Effect of Information Linkages in ETF Markets’
    • Victor DeMiguel, Professor of Management Science and Operations, London Business School: ‘Fifty Ways to Beat the Market? A Portfolio Perspective on Investment Anomalies’
    • Darrell Duffie, Dean Witter Distinguished Professor of Finance at the Graduate School of Business, Stanford University: ‘Funding Value Adjustments’
    • Terry Hendershott, Cheryl and Christian Valentine Chair, Haas Business School, University of California: ‘Relationship Trading in OTC Markets’
    • Michaela Pagel, Assistant Professor in Finance and Economics, Columbia Business School: ‘The Liquid Hand-to-Mouth: Evidence from Personal Finance Management Software’
    • Thierry Foucault, Professor of Finance, HEC, Paris: ‘Corporate Strategy, Conformism, and the Stock Market’
    • Enrique Schroth, Professor of Finance, Cass Business School: ‘Debt Enforcement, Investment, and Risk Taking Across Countries’
    • Dimitri Vayanos, Professor of Finance and Director of the Paul Woolley Centre for the Study of Capital Market Dysfunctionality, LSE: ‘Liquidity Risk and the Dynamics of Arbitrage Capital’
    • Emmanuel Fahri, Professor of Economics, Harvard University: ‘A Model of the International Monetary System’
    • Utpal Bhattacharya , Professor in Finance, Hong Kong University of Science and Technology: ‘Do Superstitious Traders Lose Money?’
    • Kerry Back, J. Howard Creekmore Professor of Finance, Rice University, Houston, Texas: ‘Title tbc’
    • Alex Kostakis, Senior Lecturer in Finance, Manchester Business School:’One-Factor Asset Pricing’
  • 23 Feb – Francesca Franco, Assistant Professor of Accounting, London Business School: ‘Matching Premiums in the Executive Labor Market’
  • 01 March – Andrew Ellul, Professor of Finance and Fred T. Greene Distinguished Scholar, Kelley School of Business, Indiana University: ‘Corporate Leverage and Employees Rights in Bankruptcy’
  • 08 March – Alex Edmans, Professor of Finance, London Business School: ‘Governing Multiple Firms’
  • 15 March – Lasse Pedersen, Copenhagen Business School and NYU Stern School of Business: ‘Efficiently Inefficient Markets for Assets and Asset Management’
  • 22 March – Johan Hombert, Associate Professor of Finance, HEC Paris: ‘Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China?’
  • 23 March – Tarek Hassan, Associate Professor of Finance and Economics, The University of Chicago Booth School of Business: ‘Migrants, Ancestors, and Investments
  • 15 Sept – Paolo Fulghieri, Macon G. Patton Distinguished Professor of Finance, Kenan-Flagler Business School, University of North Carolina: ‘Uncertainty Aversion and Systemic Risk’
  • 22 Sept – Pietro Veronesi, Roman Family Professor of Finance and Robert King Steel Faculty Fellow, Chicago Booth: ‘Income Inequality and Asset Prices under Redistributive Taxation’
  • 13 Oct – Jay Shanken, Goizueta Chair in Finance, Goizueta Chair in Finance, Goizueta Business School, Emory University, Atlanta: ‘Comparing Asset Pricing Models’
  • 20 Oct – Paul Tetlock, Roger F. Murray Associate Professor of Finance, Graduate School of Business, Columbia University: ‘Retail Short Selling and Stock Prices’
  • 27 Oct – Pietro Veronesi & Lubos Pastor, Chicago Booth School of Business; ‘The Price of Political Uncertainty’
  • 03 Nov – Martin Oehmke, Roger F. Murray Associate Professor of Finance, Columbia Business School, New York: ‘Bank Resolution and the Structure of Global Banks’
  • 11 Nov – Ayako Yasuda , Associate Professor of Finance, Graduate School of Management, UC Davis, California: ‘Interim Fund Performance and Fundraising in Private Equity’
  • 17 Nov – Raj Iyer, Associate Professor of Finance, MIT Sloan School of Management: ‘The Run for Safety: Financial Fragility and Deposit Insurance’
  • 24 Nov – Dong Lou, Associate Professor of Finance, LSE: ‘The Speed of Communication’
  • 01 Dec – Haresh Sapra, Professor of Accounting, The University of Chicago Booth School of Business: ‘A Real Effects Perspective to Accounting Measurement and Disclosure: Implications and Insights for Future Research’
  • 02 Dec – Bruno Biais, Professor of Financial Economics, Senior researcher at CRM (CNRS), Toulouse School of Economics: ‘Endogenous agency problems and the dynamics of rents’
  • 08 Dec – Christophe Spaenjers, Assistant Professor of Finance, HEC Paris: ‘Unique Durable Assets’
  • 15 Dec – Konstantin Milbradt, Associate Professor of Finance, Kellogg School of Management, Northwestern University, IL, USA: ‘A Model of the Reserve Asset’
  • 03 March – Bruno Biais, Professor of Financial Economics, Research Director, CNRS, Toulouse School of Economics: ‘Endogenous agency problems and the dynamics of rents’
  • 10 March – Erwan Morellec, Swiss Finance Institute Professor of Finance, Ecole Polytechnique Fédérale de Lausanne: ‘Bank Capital, Liquid Reserves, and Insolvency Risk’
  • 17 March – Pietro Veronesi, Roman Family Professor of Finance, University of Chicago Booth School of Business: ‘Option-Based Credit Spreads’
  • 19 March – William Zame, Distinguished Professor of Economics and Mathematics, UCLA: ‘Experiments with the Lucas Asset Pricing Model’
  • 24 March – Joao Cocco, Associate Professor of Finance, London Business School: ‘Reverse Mortgage Design’
  • 25 March – Anil Kashyap, Edward Eagle Brown Professor of Economics and Finance, University of Chicago Booth School of Business: slide presentation
  • 28 April – Ulf von Lilienfeld-Toal, Associate Professor of Finance, University of Luxembourg: ‘How Did the US Housing Slump Begin? Role of the 2005 Bankruptcy Reform’
  • 29 April – Matthias Efing, Doctoral candidate in Finance, Geneva Finance Research Institute: ‘Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment’
  • 05 May – Vasso Ioannidou, Professor of Finance, Lancaster University: ‘When do Laws and Institutions Affect Recovery Rates on Collateral?’
  • 12 May – Xavier Vives, Professor of Economics and Finance, IESE Business School, Barcelona: ‘The Beauty Contest and Short-Term Trading’
  • 19 May – Christopher Polk, Director, Financial Markets Group and Professor of Finance, London School of Economics: ‘A Tug of War: Overnight vs. Intraday Expected Returns’
  • 26 May – Ilya Strebulaev, Professor of Finance at the Graduate School of Business, Stanford University: ‘Natural Experiment Policy Evaluation: A Critique’
  • 27 May – Martin Gould, Research Associate (JSMF Fellow), Department of Mathematics, Imperial College London: ‘An Alternative Approach to Managing Counterparty Risk’
  • 02 June – Antoinette Schoar, Michael Koerner ’49 Professor of Entrepreneurial Finance, MIT Sloan School of Management: ‘Changes in buyer composition and credit expansion during the boom’
  • 14 Oct – Ralph Koijen, Professor of Finance, London Business School: ‘An Equilibrium Model of Institutional Demand and Asset Prices’
  • 15 Oct – Cláudia Custódio, Assistant Professor, W. P. Carey School of Business, Arizona State University: ‘Do General Managerial Skills Spur Innnovation’
  • 21 Oct – Jean-Charles Rochet, Professor of Banking, Swiss Finance Institute Senior Chair, University of Zürich: ‘Capital Regulation and Credit Fluctuations’
  • 28 Oct – Javier Suarez, Professor of Finance, CEMFI, Madrid: ‘ How Excessive Is Banks’ Maturity Transformation?’
  • 04 Nov – CANCELLED Lubos Pastor, Charles P. McQuaid Professor of Finance, Booth School of Business, University of Chicago
  • 11 Nov – Oliver Linton, Professor of Political Economy, University of Cambridge: ‘Multivariate Variance Ratio Statistics’
  • 18 Nov – Anders Rahbek, Professor, Department of Economics, University of Copenhagen: ‘Modelling and Forecasting Corporate Default Counts with Poisson Intensity AR-X (PARX) Models’
  • 25 Nov – Nicola Gennaioli, Professor of Finance, Bocconi University, Milan: ‘Banks, Government Bonds, and Default: What do the Data Say?’
  • 02 Dec – José-Luis Peydró, Research Professor, ICREA – Universitat Pompeu Fabra: ‘Securities Trading by Banks: Micro-Evidence’
  • 10 Dec – Allan Timmermann, Atkinson/Epstein Chair, Professor of Finance,Rady School of Management, UC San Diego: ‘Network Centrality and Fund Performance’
  • 2 April – Christian Wagner, Associate Professor, Department of Finance, Copenhagen Business School:’The Cross-Section of Credit, Variance, and Skew Risk’
  • 23 April – Boris Nikolov, Assistant Professor of Finance, Simon School of Business, University of Rochester, New York:’Agency Conflicts Around the World’
  • 29 April – Anastasia Kartasheva, Economist, Bank of International Settlements, Basel , Switzerland:’Precision of Ratings’
  • 06 May – Robin Greenwood, George Gund Professor of Finance and Banking, Harvard Business School:’Waves in Ship Prices and Investment’
  • 13 May – Alexander Muermann, Professor for Risk Management and Insurance, Vienna University of Economics and Business:’ Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior’
  • 14 May – William Gornall, PhD Student, Stanford Graduate School of Business, California: ‘Financing as a Supply Chain: The Capital Structure of Banks and Borrowers’
  • 20 May – Bing Liang, Professor of Finance , Isenberg School of Management, The University of Massachusetts at Amherst:’Hedge Fund Ownership and Stock Market Efficiency’
  • 27 May – Craig Doidge, Associate Professor of Finance, Rotman School of Management, University of Toronto: “Can Institutional Investors Improve Corporate Governance through Collective Action’
  • 03 June – Nicolae Gârleanu, Associate Professor of Finance, Paul H. Stephens Chair in Applied Investment Analysis, Haas School of Business, University of California:’Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion’
  • 20 June – Adriano Rampini, Associate Professor in Finance, The Fuqua School of Business, Duke University, North Carolina:’Household Risk Management’
  • 01 Oct – Suleyman Basak, Professor of Finance, LBS and CEPR: ‘A Model of Financialization of Commodities’
  • 08 Oct – Stephen Hansen, Assistant Professor of Economics, Universitat Pompeu Fabra, Barcelona: ‘First Impressions Matter: Signalling as a Source of Policy Dynamics’
  • 15 Oct – Alon Brav, Professor of Finance, Fuqua School of Business, Duke University: ‘The Real Effects of Hedge Fund Activism: Productivity, Asset Allocation, and Industry Concentration’
  • 22 Oct – Lauren Cohen, Associate Professor of Business Administration, Marvin Bower Fellow, Harvard Business School:’Playing Favorites: How Firms Prevent the Revelation of Bad News’
  • 29 Oct – Alex Edmans, Professor of Finance, LBS: ‘Equity Vesting and Managerial Myopia’
  • 05 Nov – Laurent Calvet, Professor of FinanceHEC Paris: ‘Who are the Value and Growth Investors?’
  • 12 Nov – Antonio Mele, Professor of Finance, University of Lugano & Senior Chair, Swiss Finance Institute: ‘Title’
  • 19 Nov – George Pennacchi, Investors in Business Education Professor of Finance, University of Illinois: ‘Bank Regulation, Credit Ratings, and Systematic Risk’
  • 26 Nov – Eric French, Professor of Economics, Department of Economics, UCL: ‘Title’
  • 03 Dec – Torben Andersen, Nathan S. and Mary P. Sharp Distinguished Professor of Finance Director, International Business & Markets Program, Kellogg School of Management, Northwestern University, Illinois: ‘Title’
  • 24 April –Pierre Picard, Professor of Economics, Department of Economics, Ecole Polytechnique: ‘Automobile insurance fraud in Taiwan : On the collusion between policyholders and car dealers and the manipulation of claims’
  • 30 April – Andrea Vedolin, Lecturer in Finance, LSE:’Hedging in Fixed Income Markets’
  • 07 May – Ian Martin, Associate Professor of Finance, Stanford GSB, Visiting Reader in Finance, London School of Economics
  • 14 May – Andrew Karolyi, Faculty Co-Director of Emerging Markets Institute; Alumni Professor in Asset Management; Professor of Finance, Samuel Curtis Johnson Graduate School of Management, Cornell University
  • 21 May – CANCELLED Scott Joslin, Assistant Professor of Finance and Business Economics, US Marshall School of Business: ‘Demand for Crash Insurance, Intermediary Constraints, and Stock Returns’
  • 28 May – Pierre Collin-Dufresne, Professor of Finance, Swiss Finance Institute @ EPFL: ‘Insider Trading, Stochastic Liquidity and Equilibrium Prices’
  • 4 June – Guofu Zhou, Frederick Bierman & James E. Spears Professor of Finance, Olin Business School, Washington University: ‘Trend Factor: A New Determinant of Cross-Section Stock Returns’
  • 5 June – Fulvio Pegoraro, Researcher, Banque de France, Financial Economics Research Service: ‘Specification Analysis of International Treasury Yield Curve Factors’
  • 11 June – Matteo Maggiori, Assistant Professor of Finance, New York University, Stern School of Business: ‘Con ditional Risk Premia in Currency Markets and Other Asset Classes’
  • 12 June – Craig Burnside, Professor, Dept Economics, Duke University,&a mp;n bsp;Durham, North Carolina: ‘Exchange Rate Determination, Risk Sharing and the Asset Market View’