Fall 2013
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Spring 2013
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Fall 2012
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Spring 2012
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Fall 2011
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Spring 2011
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Fall 2010
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Spring 2010
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Fall 2009
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Spring 2009
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Fall 2008
Academic seminars for the Fall 2008 semester will be held from 10:30am - noon.
| Date | Presenter | Paper Title | Room |
|---|---|---|---|
| Sept. 19 | Peter Ritchken | 120 PBL | |
| Sept. 26 | Lu Zhang (University of Michigan) | 120 PBL | |
| Oct. 3 | Christa Bouwman | 120 PBL | |
| Nov. 7 | Leonardo Madureira | 120 PBL | |
| Nov. 14 | Laura Lindsey (Arizona State) | 120 PBL | |
| Nov. 21 | Michael Roberts (Wharton) | 120 PBL |
Spring 2008
| Date | Presenter | Paper Title | Room |
|---|---|---|---|
| Mar. 7 | Claudia Moise | 318 PBL | |
| Mar. 14 | SPRING BREAK | ||
| Mar.21 | Jeffrey A. Busse (Emory) | Mutual Fund Industry Selection and Persistence | 218 PBL |
| Mar. 28 | Michelle Lowry (Penn State) | Conflicts of Interest Within Investment Banks: Analysts and Proprietary Traders | 218 PBL |
| Apr. 4 | Utpal Bhattacharya (Indiana) | When No Law is Better Than a Good Law | 218 PBL |
| Apr. 11 | Yong Kim (Key Bank) | A Structural Model of Subprime Mortgages Based on Housing Market Risk | 218 PBL |
| Apr. 17 | Manju Puri (Duke) | Managerial Attitudes and Corporate Actions | 105 PBL |
| Apr. 25 | Claudia Moise | 218PBL |
Fall 2007
| Date | Presenter | Paper Title | Room |
|---|---|---|---|
| Sept. 7 | Hersh Shefrin (Santa Clara) | Risk and Return in Behavioral SDF-Based Asset Pricing Models | 03 PBL |
| Oct. 5 | Kewei Hou (Ohio State) | Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns | 501 PBL |
| Oct. 12 | Xinlei (Shelley) Zhao (Kent State) | Technological Innovation and Acquisitions | 03 PBL |
| Oct. 19 | FMA (No Seminar) | 03 PBL | |
| Oct. 26 | Leonardo Madureira | Geography and Equity Market Making | 418 PBL |
| Nov. 2 | Antje Berndt (CMU) | Default Risk Premia and Asset Returns | 03 PBL |
| Nov. 9 | Anurag Gupta | Liquidity Effects in Interest Rate Options Markets: Premium or Discount? | 318 PBL |
| Nov. 16 | Paolo Fulgheiri (UNC) | Size and Focus of a Venture Capitalist's Portfolio | 03 PBL |
| Nov. 23 | THANKSGIVING | ||
| Nov. 30 |
Spring 2007
| Date | Presenter | Paper Title | Room |
|---|---|---|---|
| Jan. 26 | Shelly Zhao (Kent State University) | Return Decomposition | 318 PBL |
| Feb. 9 | Peter Ritchken | 105 PBL | |
| Feb. 16 | J.B. Silvers | 105 PBL | |
| Feb. 23 | Isil Erel (Ohio State) | Do U.S. Firms Have the Best Corporate Governance? A Cross-Country Examination of the Relation Between Corporate Governance and Sharholder Wealth | 04 PBL |
| Mar. 2 | Mitchell Petersen (Northwestern) | Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches | 04 PBL |
| Mar. 16 | SPRING BREAK | ||
| Mar. 23 | C.N.V. Krishnan | 105 PBL | |
| Mar. 30 | Ajai Singh | 105 PBL | |
| Apr. 13 | Hank Bessembinder (Utah) | Why Designate Market Makers? Affirmative Obligations and Market Quality | 318 PBL |
| Apr. 20 | Gunter Strobl (UNC) | 318 PBL |
|
| Apr. 27 | Leonardo Madureira | 318 PBL |
Fall 2006
| Date | Presenter | Paper Title | Room |
|---|---|---|---|
| Sept. 15 | Claudia Moise | Market Volatility, Market Frictions, and the Cross-Section of Stock Returns | 318 PBL |
| Oct. 6 | Allen Poteshman (Un. of Ill.) | Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? | 105 PBL |
| Oct. 20 | Anurag Gupta | Liquidity in the Pricing of Syndicated Loans | 318 PBL |
| Oct. 27 | Kent Womack (Dartmouth College) | Changes in Analysts Coverage and Future Returns: Does the Market Overreact? | 105 PBL |
| Nov. 3 | Peter Ritchken | 318 PBL | |
| Nov. 10 | Christa Bouwman | 318 PBL | |
| Nov. 17 | Claudia Moise | 318 PBL | |
| Nov. 23 | THANKSGIVING | ||
| Dec. 1 | Linus Wilson (U. of Cincinnati) | Managerial Ownership with Resnt Seeking Employees | 105 PBL |
Spring 2006
| Date | Presenter | Paper Title | Room |
|---|---|---|---|
| Feb. 3 | Ronald Anderson (American U.) | Paying the CEO: The Integrity Reputation Premium | 124 PBL |
| Feb. 7 | Satadru Hore (U. Chicago) | Filtering Macroeconomic Variables from a Non-Linear Term Structure Model | 124 PBL |
| Feb. 10 | Hai Huang (Duke U.) | Endowment and Entrepreneurial Holding of Private Equity | 124 PBL |
| Feb. 16 | Jing Chen (Columbia U.) | Pervasive Liquidity Risk and Asset Pricing | 124 PBL |
| Feb. 21 | Claudia E. Moise (U. Chicago) | Volatility and Cross-Sectional Returns | 124 PBL |
| Feb. 24 | Ralitsa Petkova (Case-BAFI) | The Expected Value Premium | 124 PBL |
| Mar. 3 | S. Viswanathan (Duke U.) | Stock Market Decline and Liquidity | 124 PBL |
| Mar. 17 | SPRING BREAK | ||
| April 7 | Leonardo Madureira (Case-BAFI) | Information, Sell-Side Research, and Market Making | 124 PBL |
| April 14 | Rudi Fahlenbrach (Ohio State) | Does Information Drive Trading in Option Strategies? | 124 PBL |
| April 21 | Peter Ritchken (Case-BAFI) | 124 PBL |
Fall 2005
| Date | Presenter | Paper Title | Room |
|---|---|---|---|
| Sept. 9 | Christa Bouwman | Bank Capital and Liquidity Creation | |
| Sept. 23 | Fan Yu (UC Irvine) | Risk and Return in Fixed Income Arbitrage: Nickels in Front of a Steamroller? | |
| Oct. 21 | Anurag Gupta | What Drives Liquidity in the Syndicated Loan Secondary Market | |
| Oct. 28 | Peter Christoffersen (McGill Univ.) |
An Empirical Comparison of Affine and Non-Affine Models for Equity Index Options | |
| Nov. 4 | Duane Seppi (Carnegie Mellon Univ.) | The 'Ostrich Effect': Selective Attention to Information About Investments | |
| Nov. 11 | Allen Berger (Federal Reserve Board) | Bank Ownership and Efficiency in China: What Will Happen in the World's Largest Nation? |
Spring 2005
| Date | Presenter | Paper Title | Room |
|---|---|---|---|
| Jan. 25 | Patrick J. Kelly (Ariz. State U.) | Information Efficiency and Firm-Specific Return Variation | 121 PBL |
| Jan. 28 | Li Gu (Columbia U.) | Asymmetric Risk Loadings in the Cross Section of Stock Returns | 121 PBL |
| Jan. 31 | Ralph A. Walkling (Ohio State) | Anticipation, Acquisitions and Bidder Returns | 124 PBL |
| Feb. 2 | Leonardo Madureira (Wharton) | Conflicts of Interest, Regulations, and Stock Recommendations | 120 PBL |
| Feb. 9 | Stephen Dimmock (Illinois) | Loss-Aversion and Household Portfolio Choice | 218 PBL |
| Feb. 14 | Tracy Yue Wang (Maryland) | Corporate Securities Fraud: An Economic Analysis Investment, Shareholder Monitoring & the Economics of Corporate Securities Fraud |
124 PBL |
| Feb. 16 | Christa H.S. Bouwman (Michigan) | The Governance of Banks: How Do Bank Capital and Monitoring Impact Post-acquisition Risk Taking and Performance? | 124 PBL |
Fall 2004
| Date | Presenter | Paper Title | Room |
|---|---|---|---|
| Sept. 10 | Peter Ritchken (Case Western Reserve University) | Jump Starting GARCH: Pricing and Hedging Options with Jumps in Returns and Volatilities | 03 PBL |
| Sept. 17 | O.
Emre Ergungor (Federal
Reserve Bank of Cleveland) |
318 PBL | |
| Sept. 24 | Jeffrey H. Harris (University of Delaware) | Why are IPO Investors Net Buyers Through Lead Underwriters? | 318 PBL |
| Oct. 1 | Gregory Duffee (UC, Berkely) | Term Structure Estimation Without Using Latent Factors | 318 PBL |
Oct. 15 |
S.
P. Kothari (MIT) |
Stock Returns, Aggregate Earnings Surprises, and Behavioral Finance | 05 PBL |
| Oct. 20 | Steven Ongena (Tilburg) | The Impact of Competition on Bank Orientation and Specialization | 318 PBL |
| Nov. 5 | Murat
Binay (Case
Western Reserve University) |
How Important is Relationship for Underwriters and Institutional Investors? | 318 PBL |
| Nov. 12 | Anurag Gupta (Case Western Reserve University) | 318 PBL |

