Finance Seminar Series - Winter term 2010/2011
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:
Date: | Speaker: | Affiliation: | Topic: | ||
1. | 16.Nov | Astrid Schornick | INSEAD | The Role of Bond Markets When Portfolio Choice is Constrained | Abstract | PDF |
2. | 23.Nov | Claus Munk | Aarhus University | Equilibrium in Securities Markets with Heterogeneous Investors and Unspanned Income Risk | Abstract | PDF |
3. | 30.Nov | Stefan Nagel | Stanford Graduate School of Business | Haircuts and Repo Rates: Evidence from Money Market Mutual Fund Filings | |
4. | 14.Dec | Bart Lambrecht | Lancaster University | A Lintner Model of Dividends and Managerial Rents (SSRN) | Abstract |
5. | 18.Jan | Frank De Jong | Tilburg University | An asset pricing approach to liquidity effects in corporate bond markets | Abstract |
6. | 01.Feb | Monika Trapp | Universität zu Köln | Trading the Bond-CDS Basis - The Role of Credit Risk and Liquidity | Abstract | PDF |
7. | 08.Feb | Stefan Ruenzi | University Mannheim | Commonality in Liquidity: A Demand-Side Explanation | Abstract | PDF |
8. | 15.Feb | Peter Feldhütter | London Business School | The same bond at different prices: identifying search frictions and selling pressures | Abstract | PDF |