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Finance Seminars

Finance Group

Finance Seminars (PhDBA 239S)

Fall 2009

Last Updated: November 30, 2009

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

August 27 Thursday

Introductory Session

September 3 Thursday

Jules van Binsbergen (Stanford University)
Good-Specific Habit Formation and the Cross-Section of Expected Returns  (pdf file)

September 10 Thursday

Stijn Van Nieuwerburgh (New York University)
The Cross-Section and Time-Series of Stock and Bond Returns (with Ralph Koijen, University of Chicago; and Hanno Lustig, UCLA)  (pdf file)

September 17 Thursday

Lars-Alexander Kuehn (Carnegie Mellon University)
Consumption Volatility Risk  (with Oliver Boguth, University of British Columbia)  (pdf file)

September 24 Thursday

Francisco Palomino (University of Michigan)
The Federal Reserve and the Cross-Section of Stock Returns (with Erica Li, University of Michigan)  (pdf file)

October 1 Thursday

Frederico Belo (University of Minnesota)
Labor and Asset Prices (Paper, "Labor Hiring, Investment and Stock Return Predictability in the Cross Section," with Santiago Bazdresch, University of Minnesota; and Xiaoji Lin, London School of Economics and Political Science)  (pdf file)

October 8 Thursday

Dimitris Papanikolaou (Northwestern University)
Growth Opportunities and Technology Shocks (with Leonid Kogan, Massachusetts Institute of Technology)  (pdf file)

October 15 Thursday

Ian Martin (Stanford University)
The Lucas Orchard  (pdf file)

October 22 Thursday

Amir Yaron (University of Pennsylvania)
Sources of Lifetime Inequality  (with Mark Huggett, Georgetown University; and Gustavo Ventura, University of Iowa)  (pdf file)

October 29 Thursday

Joshua Rauh (Northwestern University)
Fiscal Imbalances and Borrowing Costs:  Evidence from State Investment Losses (with Robert Novy-Marx, University of Chicago)  (pdf file)

November 5 Thursday

Joint Stanford-Berkeley Seminar at Stanford
2:30-5:40 pm, Stanford Business School, Room S162

2:30-3:30 pm  Stefan Nagel (Stanford), Estimation and Evaluation of Conditional Asset Pricing Models (with Kenneth Singleton, Stanford University)  (pdf file - updated paper 11/03/09)
3:30-3:40 pm  Discussant
3:40-3:50 pm  General Discussion

3:50-4:20 pm  Break

4:20-5:20 pm  Terrence Hendershott and Dmitry Livdan (Berkeley), Informed Trading and Portfolio Returns (with Alex Boulatov, University of Houston)  (pdf file)
5:20-5:30 pm  Discussant
5:30-5:40 pm  General Discussion

November 12 Thursday

Igor Makarov (London Business School)
Equilibrium Subprime Lending (with Guillaume Plantin, London Business School and Toulouse School of Economics)  (pdf file)

November 17 TUESDAY -- Economics Department Seminar, 2:10-3:30 pm, 608-7 Evans Hall

Malcolm Baker (Harvard University) and Jeff Wurgler (New York University)
A Reference Point Theory of Mergers and Acquisitions (with Xin Pan, Harvard University) (pdf file)

November 19 Thursday

Veronica Guerrieri (University of Chicago and visiting at MIT)
Adverse Selecton in Competitive Search Equilibrium (with Robert Shimer, University of Chicago; and Randall Wright, University of Pennsylvania)  (pdf file)

November 26 Thursday

Thanksgiving Holiday -- No Seminar

December 1 TUESDAY -- Economics Department Seminar, 2:10-3:30 pm, 608-7 Evans Hall

David Laibson (Harvard University)
Asset Bubbles and the Cost of Economic Fluctuations (with Kyle Chauvin and Johanna Mollerstrom, Harvard University)  (pdf file)

December 3 Thursday

Carola Frydman (Massachusetts Institute of Technology)
Military CEOs (with Efraim Benmelech, Harvard University)  (pdf file)

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, Fall Seminars:  Professor Martin Lettau

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