Finance Workshop


Mary Ellen Krejci, (


Tuesday, 1:20-2:50p.m.


Harper Center Room 03

For information concerning this workshop, please contact Mary Ellen Krejci, 773.702.5530.

Autumn 2012

Date Topic Speaker, Institution
September 25 "The Lengthy Shelf Life of Broker's Investment Call" Andrius Staisiunas, PhD Student, Chicago Booth
October 2 "Corporate Bond Premia" Yoshio Nozawa, PhD Student, Chicago Booth
October 9 "Capacity Constraints and Internal Capital Markets: Property Casualty Insurers’ Response to Hurricanes" Teresa Lwin, PhD Student, Chicago Booth
October 16 "Joint Dynamics of Bond and Stock Returns" Serhiy Kozak, PhD Student, Chicago Booth
October 23 "Trading Costs of Asset Pricing Anomalies" Tobias Moskowitz, Chicago Booth/Andrea Frazzini, AQR
October 30 "Risk Reconsidered: The Effect of Personal Experience on Lending Behavior" Peter Koudijs, Stanford
November 6 "Cash-Flow Maturity and Risk Premia in CDS Markets" Diogo Palhares, PhD Student, Chicago Booth
November 13 "The Sum of All Seasonalities" Juhani Linnainmaa, Chicago Booth
November 20 "The Cost of Financial Frictions for Life Insurers" Ralph Koijen, Chicago Booth
November 27 "Swinging for the Fences: Executive Reactions to Quasi-Random Option Grants" Kelly Shue, Chicago Booth
December 4 "Why Do Investors Trade?" Paul Tetlock, Columbia

Spring 2012

Date Topic Speaker, Institution
March 27 "Policy Intervention in Debt Renegotiation: Evidence from Home Affordable Modification Program" Amit Seru, Chicago Booth
April 3 "Equilibrium Portfolios and External Adjustment
under Incomplete Markets"
Anna Pavlova, London Business School
April 10 "A Theoretical Analysis of Momentum and Value Strategies" Dimitri Vayanos, London School of Economics
April 17 "Liquidity and the Threat of Fraudulent Assets" Pierre Olivier Weill, UCLA
April 24 "Sovereign debt, government myopia, and the financial sector" Raghuram Rajan, Chicago Booth
May 1 "No News is News" Kelly Shue and Stefano Giglio. Chicago Booth
May 8 "Carry" Ralph Koijen, Chicago Booth
May 15 "CEO Preferences and Acquisitions" Dirk Jenter, Stanford
May 29 "Lemons and CDOs: Why Did So Many Banks Issue Poorly Performing CDOs?" Chris Mayer, Columbia
June 5 "Decomposing Value" Juhani Linnainmaa and Joseph Gerakos, Chicago Booth

Winter 2012

Date Topic Speaker, Institution
January 3 "Inefficient Investment Waves" Zhiguo He, Chicago Booth
January 10 "Do Dark Pools Harm Price Discovery?" Haoxiang Zhu, Stanford
January 17 "A model of time-varying risk premia with habits and production" Ian Dew-Becker, Harvard
January 18 *TIME: 11:45 a.m. - 1:15 p.m. *ROOM: C07 "Financial Illiteracy and Pension Contributions: A Field Experiment on Compound Interest in China" Changcheng Song, Berkeley
January 24 "Financial Liberalization, Capital-skill Complementarity, and Wage Inequality" Mauricio Larrain, Berkeley
January 25 *TIME: 11:45 a.m. - 1:15 p.m. *ROOM: C07 "The Impact of Asymmetric Information About
Collateral Values in Mortgage Lending"
Johannes Stroebel, Stanford
January 31 "Financial Intermediation, International Risk Sharing, and Reserve Currencies" Matteo Maggiori, Berkeley
February 7 NO SEMINAR  
February 14 "The Effects of Quantitative Easing on Interest Rates:
Channels and Implications for Policy"
Annette Vissing-Jorgensen, Northwestern, Kellogg
February 21 "Text-Based Network Industries and Endogenous
Product Differentiation"
Gerard Hoberg, Maryland, Smith
February 28 N/A Jonathan Berk, Stanford
March 6 NO SEMINAR  

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