Seminar Series 2007/2008
Seminar Coordinator: Harjoat Bhamra
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Friday, September 07, 2007, 10:00 AM, Penthouse
Hendrik Bessembinder (Utah)
Liquidity Biases in Asset Pricing Tests
(co-authored with Ivalina Kalcheva)
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Friday, September 21, 2007, 07:00 AM, Penthouse
Xavier Gabaix (NYU)
Title TBA
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Thursday, October 11, 2007, 12:00 PM, Location TBA
Lars-Alexander Kuehn (UBC)
Real Investment commitment and Recursive Utility: Implications for Stock Returns
PhD Student
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Friday, October 19, 2007, 10:00 AM, Penthouse
Simon Gervaix (Duke)
Title TBA
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Thursday, October 25, 2007, 01:00 PM, Penthouse
Charles Gaa (UBC PhD Student)
Does Media Attention Affect the Market’s Reaction to News?
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Friday, October 26, 2007, 10:00 AM, Penthouse
Finance PhD Students (UBC)
Title TBA
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Thursday, November 01, 2007, 01:00 PM, HA 327
David Newton (UBC)
Foundations of Relative Wealth in Financial Theory
PhD Student
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Friday, November 02, 2007, 10:00 AM, Penthouse
Matt Billett (University of Iowa)
Shareholder-Manager Alignment and the Cost of Debt
[PDF file]
(co-authored with Yixin Liu)
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Friday, November 09, 2007, 10:00 AM, Penthouse
Wei Jiang (Columbia)
Payoff Complementarities and Financial Fragility: Evidence from Mutual Fund Outflows
[PDF file]
(co-authored with Qi Chen and Itay Goldstein)
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Friday, November 16, 2007, 10:00 AM, Penthouse
Neng Wang (Columbia)
Dynamic Agency and the q Theory of Investment
[PDF file]
(co-authored with Peter DeMarzo, Michael Fishman, and Zhiguo He)
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Friday, November 30, 2007, 10:00 AM, Penthouse
Valery Polkovnichenko (University of Texas at Dallas)
Downside Consumption Risk and Expected Returns
[PDF file]
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Friday, December 07, 2007, 10:00 AM, Penthouse
Adlai Fisher (UBC)
Conditional Risk, Overconditioning, and the Performance of Momentum Strategies
[PDF file]
(co-authored with Oliver Boguth, Murray Carlson, and Mikhail Simutin)
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Tuesday, March 11, 2008, 01:00 PM, Penthouse
Ralph Koijen (NYU)
The Cross-section of Managerial Ability and Risk Preferences
[PDF file]
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Friday, March 14, 2008, 10:00 AM, Penthouse
Gurdip Bakshi (University of Maryland)
Investor Heterogeneity, Aggregation, and the Non-Monotonicity of the Aggregate Marginal Rate of Substitution in the Price of Market-Equity
[PDF file]
(co-authored with Dilip Madan)
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Friday, March 28, 2008, 10:00 AM, Penthouse
Jenny Chen (UBC)
Return Comovement
[PDF file]
(co-authored with Jason Chen and Feng Li)
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Friday, April 04, 2008, 10:00 AM, Penthouse
Ulrike Malmendier (UC Berkeley)
Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?
[PDF file]
(co-authored with Stefan Nagel)
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Friday, April 11, 2008, 10:00 AM, Penthouse
Jeffrey Pontiff (Boston College)
Investment Taxation and Portfolio Performance
(co-authored with Daniel Bergstresser)
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Friday, April 18, 2008, 10:00 AM, Penthouse
Otto van Hemert (NYU)
Understanding the Subprime Mortgage Crisis
[PDF file]
(co-authored with Yuliya Demyanyk)
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Friday, April 25, 2008, 10:00 AM, Penthouse
Jennifer Carpenter (NYU)
Optimal Exercise of Executive Stock Options and Implications for Firm Cost
[PDF file]
(co-authored with Richard Stanton and Nancy Wallace)
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Friday, May 16, 2008, 10:00 AM, Penthouse
Andrew Ang (Columbia)
Monetary Policy Shifts and the Term Structure
[PDF file]
(co-authored with Jean Boivin and Sen Dong)
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Friday, May 30, 2008, 10:00 AM, Penthouse
Christopher Polk (London School of Economics)
Best Ideas
[PDF file]
(co-authored with Randy Cohen and Bernhard Silli)
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Thursday, July 03, 2008, 10:00 AM, HA 327
Mikhail Simutin (UBC)
Price as a Signal of Quality: The Case of IPOs
[PDF file]
Ph.D. Student Seminar
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