Workshops - Spring 2009

All workshops will be held at 11:00am in 1140 Grainger Hall unless otherwise noted.

Papers are available for download in pdf format, or in 5269 Grainger Hall.  If there are any questions, contact Danielle Nguyen, (608) 262-6032.

Date
Author
Affiliation
Paper

1/16/2009

 Emiliano Pagnotta Northwestern University Trading Strategies at Optimal Frequencies: Theory & Evidence

1/21/2009

Fatma Sonmez Saryal 

 University of Toronto Rethinking Idiosyncratic Volatility: Is It Really a Puzzle?
1/23/2009 Richard Lowery

Carnegie Mellon University

 Imperfect Monitoring & Fixed Spreads in the Market for IPOs

1/28/2009

 Yihui Wang                      University of North Carolina Does Credit Supply Drive the LBO Market?

2/4/2009

 Caroline Mueller HEC Paris Economic Growth, Business Cycles & Expected Stock Returns
2/6/2009 Andreas Stathopoulos Columbia University Asset Prices & Risk Sharing in Open Economies

2/10/2009

 Zhipeng Zhang Stanford University Recovery Rates & Macroeconomic Conditions: The Role of Loan Covenants

2/11/2009

 Pasquale Della Corte University of Warwick The Forward Volatility Bias in Foreign Exchange
2/20/2009 Anisha Ghosh London School of Economics Asset Pricing with Regime Shifts in Consumption & Dividend Growth
2/27/2009 Lukas Schmid Duke University A Quantitative Dynamic Agency Model of Financing Constraints
3/6/2009 Thomas George University of Houston Securities Trading when Liquidity Providers are Informed

3/9/2009

 Randall Wright University of Pennsylvania Money & Capital: A Quantitative Analysis
4/3/2009 Diane Del Guercio University of Oregon Unbundling the Value of Portfolio Management & Distribution in Retail Mutual Funds
4/10/2009 Jiang Wang MIT Liquidity of Corporate Bonds
5/1/2009 Robert Goldstein University of Minnesota How Large Can Jump-to-Default Risk Premia Be?
5/20/2009 Xiaoyan Zhang Cornell University Is There a Trend in Idiosyncratic Volatility?

 

 

Archives:

Spring 2009 /Fall 2008 / Spring 2008 / Fall 2007 / Spring 2007 / Fall 2006 / Spring 2006 / Fall 2005 / Spring 2005 / Fall 2004