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:
| Date: | Speaker: | Affiliation: | Topic: | ||
| 1. | 13.Oct | Stavros Panageas | University of Chicago Booth School of Business | Too big to fail, but lot to bail: Optimal financing of large bailouts (joint with Frankfurt Seminar in Economics) (HoF E.20 / DZ Bank) | |
| 2. | 20.Oct | Bernard Dumas | INSEAD | Incomplete-Market Equilibria Solved Recursively on an Event Tree | Abstract |
| 3. | 27.Oct | Viral Acharya | London Business School and NYU Stern | Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis | Abstract |
| 4. | 03.Nov | Harald Hau | INSEAD Boulevard de Constance | Global versus Local Asset Pricing: Evidence from Arbitrage of the MSCI Index Change | Abstract |
| 5. | 10.Nov | David Lando | Copenhagen Business School | Corporate bond liquidity before and after the onset of the subprime crisis | Abstract |
| 6. | 17.Nov | Ingolf Dittmann | Erasmus School of Economics, Rotterdam | Capping CEO Pay | Abstract |
| 7. | 01.Dec | Walter Distaso | Imperial College London | TBA | |
| 8. | 12.Jan | Peter Schotman | Maastricht University | Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing and Portfolio Choice | |
| 9. | 19.Jan | Lars Norden | Rotterdam School of Management, Erasmus University | Credit Derivatives, Corporate News, and Credit Ratings | Abstract |
| 10. | 26.Jan | Darren Kisgen | Carroll School of Management, Boston College | Do Equity Short Sellers Anticipate Bond Rating Downgrades? | Abstract |
| 11. | 09.Feb | Frans de Roon | Tilburg University | An Anatomy of Commodity Futures Risk Premiums | Abstract |