Finance Seminar Series - Winter term 2009/2010

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

1.13.OctStavros PanageasUniversity of Chicago Booth School of BusinessToo big to fail, but lot to bail: Optimal financing of large bailouts (joint with Frankfurt Seminar in Economics) (HoF E.20 / DZ Bank)PDF
2.20.OctBernard DumasINSEADIncomplete-Market Equilibria Solved Recursively on an Event TreeAbstract
3.27.OctViral AcharyaLondon Business School and NYU SternPrecautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime CrisisAbstract
4.03.NovHarald HauINSEAD Boulevard de ConstanceGlobal versus Local Asset Pricing: Evidence from Arbitrage of the MSCI Index ChangeAbstract
5.10.NovDavid LandoCopenhagen Business SchoolCorporate bond liquidity before and after the onset of the subprime crisisAbstract
6.17.NovIngolf DittmannErasmus School of Economics, RotterdamCapping CEO PayAbstract
7.01.DecWalter DistasoImperial College LondonTBA
8.12.JanPeter SchotmanMaastricht UniversityEfficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing and Portfolio Choice
9.19.JanLars NordenRotterdam School of Management, Erasmus UniversityCredit Derivatives, Corporate News, and Credit RatingsAbstract
10.26.JanDarren KisgenCarroll School of Management, Boston CollegeDo Equity Short Sellers Anticipate Bond Rating Downgrades?Abstract
11.09.FebFrans de RoonTilburg UniversityAn Anatomy of Commodity Futures Risk PremiumsAbstract