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Finance Group

Finance Faculty

Finance Ph.D. Program

Finance Ph.D. Students
Finance Ph.D. Job Candidate

Placements

Finance Seminars

Masters in Financial Engineering

Research Program in Finance Working Papers

FINANCE SEMINARS
(PhDBA 239S)
Fall 2005
Updated: Dec. 9, 2005

The seminars are scheduled every Thursday from 4:10-5:40 pm in Room C210 Cheit Hall. These seminars are free and are open to the public.

September 8 Thursday

Wei Jiang (Columbia University)
Costly Communication, Shareholder Activism, and Limits to Arbitrage: Evidence from the Closed End Funds (with Michael Bradley and Alon Brav, Duke University; and Itay Goldstein, University of Pennsylvania) (pdf file)

September 15 Thursday

Pascal Maenhout (INSEAD)
Option-Implied Correlations and the Price of Correlation Risk (with Joost Driessen, University of Amsterdam; and Grigory Vikov, INSEAD) (pdf file)

September 22 Thursday

Lasse Heje Pedersen (New York University)
Market Liquidity and Funding Liquidity (with Markus Brunnermeier, Princeton University) (pdf file)

September 29 Thursday

Lorenzo Garlappi (University of Texas-Austin)
Default Risk, Shareholders' Advantage, and Stock Returns (with Tao Shu, University of Texas; and Hong Yan, University of Texas and SEC) (pdf file)

October 6 Thursday

Adriano Rampini (Northwestern University)
Leasing, Ability to Repossess, and Debt Capacity (with Andrea Eisfeldt, Northwestern University) (pdf file)

October 13 Thursday

Espen Eckbo (Dartmouth College)
The Zero-Toehold Puzzle (with Sandra Betton, Concordia University; and Karin Thorburn, Dartmouth College) (pdf file)

October 20 Thursday

Richard Roll (UCLA)
Liquidity and the Law of One Price: The Case of the Futures/Cash Basis (with Eduardo Schwartz and Avanidhar Subrahmanyam, UCLA) (pdf file)

October 27 Thursday

Raman Uppal (London Business School)
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? (with Bernard Dumas, INSEAD; and Alexander Kurshev, London Business School) (pdf file)

November 3 Thursday

Joint Stanford-Berkeley Seminar
Room S172 Stanford Business School
2:30-6:00 pm

Mark Seasholes, Berkeley
Predictable Reversals, Cross-Stock Effects, and the Limits of Arbitrage (with Sandro Andrade, UC Berkeley; and Charles Chang, Cornell University) (pdf file)

Discussant: Stefan Nagel, Stanford

Ilya Strebulaev, Stanford
Firm Size and Capital Structure (with Alexander Kurshev, London Business School) (pdf file)

Discussant: Hayne Leland, Berkeley

November 10 Thursday -- CANCELLED

Ravi Bansal (Duke University and Stanford University)
Long Run Risks and Equity Returns (with Robert Dittmar, University of Michigan; and Dana Kiku, Duke University) (pdf file) -- CANCELLED

November 17 Thursday

Alexander Ljungqvist (New York University)
Information Disclosure Concerns as a Limit to Competition in Invesmtent Banking (with John Asker, New York University) (pdf file)

November 24 Thursday

No Seminar -- Thanksgiving Holiday

December 1 Thursday

Deborah Lucas (Northwestern University)
Valuing and Hedging Defined Benefit Pension Obligations--The Role of Stocks Revisited (pdf file)

Real Estate Seminar also on Dec. 1, 1:00-2:30 pm
Room C220 Cheit Hall: An Options-Based Approach to Evaluating the Risk of Fannie Mae and Freddie Mac (pdf file)

December 8 Thursday