Finance Seminar Series - Summer term 2011

The seminar takes place every Tuesday from 5:15 p.m. to - 6:30 p.m. in room "Deutsche Bank" in the House of Finance. Paper download (PDF) will be enabled when available.

Organizer: Holger Kraft

Assistant: Sebastian Wagner

We gratefully acknowledge financial support by Alfons und Gertrud Kassel Stiftung and Interessengemeinschaft Frankfurter Kreditinstitute.

Former Seminars:

Summer term 2019Winter term 2018/2019
Summer term 2018Winter term 2017/2018
Summer term 2017Winter term 2016/2017
Summer term 2016Winter term 2015/2016
Summer term 2015Winter term 2014/2015
Summer term 2014Winter term 2013/2014
Summer term 2013Winter term 2012/2013
Summer term 2012Winter term 2011/2012
Summer term 2011Winter term 2010/2011
Summer term 2010Winter term 2009/2010
Summer term 2009Winter term 2008/2009
Summer term 2008Winter term 2007/2008
Summer term 2007Winter term 2006/2007
Summer term 2006Winter term 2005/2006
Summer term 2005

Winter term 2004/2005

1.26.AprAlexander KempfUniversität zu KölnCaught in the Act: How Hedge Funds Manipulate their Equity PositionsAbstract  | PDF
2.03.MayMichael BrennanUCLA Anderson School of ManagementPredicting the market using information from equity portfolio returnsAbstract  | PDF
3.10.MayPaul EhlingBI Norwegian Business SchoolWhen does cash matter?Abstract
4.17.MayAnders TrolleÉcole polytechnique fédérale de LausanneThe term structure of interbank riskAbstract
5.24.MayDouglas A. ShackelfordUniversity of North Carolina, Kenan-Flagler Business SchoolThe Impact of Financial Constraints on the Relation between Shareholder Taxes and the Cost of Equity CapitalAbstract  | PDF
6.14.JunAlberto PlazziUniversity of LuganoConditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic FundamentalsAbstract
7.28.JunBjørn ErakerWisconsin School of BusinessDynamic Present Values and the Intertemporal CAPMAbstract
8.12.JulOlesya V. GrishchenkoPenn State Smeal College of BusinessThe Information Content of the Embedded Deflation Option in TIPSAbstract  | PDF
9.27.SepFrank DieboldUniversity of PennsylvaniaOn the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial FirmsAbstract