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Finance Group  
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Finance Seminars  
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Research Program in Finance Working Papers  

Spring 2004
Updated: May 10, 2004

The seminars are scheduled every Thursday from 4:10-5:40 pm in Room C135 Cheit Hall (except for May 12 and 20). These seminars are free and are open to the public.

February 26 Thursday

Lu Zhang (University of Rochester)
Economic Fundamentals, Risk, and Momentum Profits (with Laura Liu and Jerald Warner, University of Rochester)  (pdf file)

March 4 Thursday

Ananth Madhavan (Barclays Global Investors)
Relationship Markets and the Decision to Go Public (with Leslie Marx, Duke University; and Venkatesh Panchapagesan, Washington University, St. Louis)  (pdf file)

March 11 Thursday

Robert Anderson (UC Berkeley, Economics Department)
An Equilibrium Existence Theorem in Continuous-Time Finance (with Roberto Raimondo, University of Melbourne)   (pdf file)

March 18 Thursday

Nathalie Moyen (University of Colorado)
On the Strategic Use of Debt and Capacity in Imperfectly Competitive Product Markets (with J. Chris Leach, University of Colorado; and Jing Yang (California State University, Fullerton)  (pdf file)

March 25 Thursday

No Seminar - Spring Break

April 1 Thursday

Maureen O'Hara (Cornell University)
Down and Out in the Stock Market: The Law and Finance of the Delisting Process (with Jonathan Macey and David Pompilio, Cornell University)  (pdf file)

April 8 Thursday

Peter Tufano (Harvard University)
The Benefits of Brokers: A Preliminary Analysis of the Mutual Fund Industry (with Dan Bergstresser, Harvard University; and John Chalmers, University of Oregon)  (pdf file)

April 15 Thursday

David Hirshleifer (Ohio State University)
Do Investors Overvalue Firms with Bloated Balance Sheets? (with Kewei Hou, Siew Hong Teoh, and Yinglei Zhang, Ohio State University)  (pdf file)

April 22 Thursday

Vincenzo Quadrini (University of Southern California and New York University)
Financial Markets and Wages (with Claudio Michelacci, CEMFI)  (pdf file)

April 29 Thursday

Yacine Ait-Sahalia (Princeton University)
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise  (with Per Mykland, University of Chicago; and Lan Zhang (Carnegie Mellon University)   (paper link)

May 6 Thursday

Dimitri Vayanos (Massachusetts Institute of Technology)
Flight to Quality, Flight to Liquidity, and the Pricing of Risk  (pdf file)


Joint Stanford-Berkeley Seminar at Berkeley (2:30-5:30 PM), Room C210 Cheit Hall

2:30  Speaker:   Darrell Duffie (Stanford)
Measuring Default Risk Premia from Default Swap Rates and EDFs  (with Antje Berndt, Cornell University; Rohan Douglas and Mark Ferguson, Quantifi LLC; and David Schranz, CIBC)  (pdf file)

Background paper:  Multi-Period Corporate Failure Prediction With Stochastic Covariates  (pdf file)

Discussants:   Pierre Collin-Dufresne and Greg Duffee (Berkeley)

4:10  Speaker:   Jonathan Berk (Berkeley)
A Rational Model of the Closed-End Fund Discount  (with Richard Stanton, UC Berkeley)  (pdf file)

Discussant:   Steven Grenadier (Stanford)

May 20 Thursday

Laura Starks (University of Texas, Austin)
Conflicts of Interest and Monitoring Costs of Institutional Investors:   Evidence from Executive Compensation (with Andres Almazan and Jay Hartzell, University of Texas, Austin)  (pdf file)
Room C325 Cheit Hall

Fall 2003 Finance Seminar Schedule

Spring 2003 Finance Seminar Schedule

Fall 2002 Finance Seminar Schedule

Spring 2002 Finance Seminar Schedule

Fall 2001 Finance Seminar Schedule

For more information about the Finance Seminars, please contact June Wong, faculty assistant, at (510)642-1499 or e-mail her: june@haas.berkeley.edu.

Faculty Coordinator, Spring Seminars: Professor Chris Hennessy

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