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:
Date: | Speaker: | Affiliation: | Topic: | ||
1. | 26.Apr | Alexander Kempf | Universität zu Köln | Caught in the Act: How Hedge Funds Manipulate their Equity Positions | Abstract | PDF |
2. | 03.May | Michael Brennan | UCLA Anderson School of Management | Predicting the market using information from equity portfolio returns | Abstract | PDF |
3. | 10.May | Paul Ehling | BI Norwegian Business School | When does cash matter? | Abstract |
4. | 17.May | Anders Trolle | École polytechnique fédérale de Lausanne | The term structure of interbank risk | Abstract |
5. | 24.May | Douglas A. Shackelford | University of North Carolina, Kenan-Flagler Business School | The Impact of Financial Constraints on the Relation between Shareholder Taxes and the Cost of Equity Capital | Abstract | PDF |
6. | 14.Jun | Alberto Plazzi | University of Lugano | Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals | Abstract |
7. | 28.Jun | Bjørn Eraker | Wisconsin School of Business | Dynamic Present Values and the Intertemporal CAPM | Abstract |
8. | 12.Jul | Olesya V. Grishchenko | Penn State Smeal College of Business | The Information Content of the Embedded Deflation Option in TIPS | Abstract | PDF |
9. | 27.Sep | Frank Diebold | University of Pennsylvania | On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms | Abstract |