For further information concerning the Finance Seminars, please contact the seminar organizer, Tray Spilker. When available, copies of the paper presented can be received from Kristine Stenstrom. For more information, contact the Finance Department at (808) 956-6675.
Spring 2023
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Jan. 27, 2023 (Fri) |
Tarun Chordia |
Emory University - Goizueta |
Biased Expectations & Default Risk in the Municipal Bond Market |
D-106 |
3.00 - 4.30pm |
| Feb. 24, 2023 (Fri) |
Bing Han |
University of Toronto - Rotman |
Where Does Money Flow? A Tale of Two Manager Abilities and The Role of Market Volatility |
D-106 |
3.00 - 4.30pm |
| Mar. 20, 2023 (Mon) |
Yong Chen |
Texas A&M - Mays |
Capital Concentration of the Bond Fund Industry and Bond Market Fragility |
D-204 |
10.30 - 11.45am |
| Mar. 31, 2023 (Fri) |
Tracy Yue Wang |
University of Minnesota - Carlson |
Corporate Social Responsibility and Employee Retention |
George Hall 344 |
12.00 - 1.30pm |
| Apr. 5, 2023 (Wed) |
Chris Veld |
Monash University |
TBD |
C-103 |
3.00 - 4.00pm (Brown Bag) |
Upcoming Speakers: 2023-2024
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Fall 2023 (Date TBD) |
Rich Evans |
University of Virginia - Darden |
TBD |
TBD |
TBD |
| Nov. 13, 2023 (Mon) |
Steve Dimmock |
National University of Singapore |
TBD |
TBD |
TBD |
| Nov. 27, 2023 (Mon) |
Kee Chung |
University at Buffalo (SUNY) |
TBD |
TBD |
TBD |
| Dec. 4, 2023 (Mon) |
Martin Grace |
Temple University - Fox |
TBD |
TBD |
TBD |
| Feb. 5, 2024 (Mon) |
Brent Ambrose |
Penn State University - Smeal |
TBD |
TBD |
TBD |
| Mar. 25, 2024 (Mon) |
Zhaogang Song |
Johns Hopkins University - Carey |
TBD |
TBD |
TBD |
|
Apr. 5, 2024 (Fri)
|
David Brown |
University of Arizona - Eller |
TBD |
TBD |
TBD |
Past Seminar Speakers
Fall 2022
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Sep. 19, 2022 (Mon) |
Katsumasa Nishide |
Hitotsubashi University |
Competition in High Frequency Market Making |
D204 |
12.00 - 1.00pm (Brown Bag) |
| Dec. 5, 2022 (Mon) |
Patrick Augustin |
McGill University - Desautels |
Reaching for Yield in Decentralized Financial Markets |
D204 |
10.30 - 11.45am |
Spring 2022
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Jan. 20, 2022 |
Albert Zevelev |
Baruch College (CUNY) - Zicklin |
Does Bankruptcy Protection Affect Asset Prices? Evidence from Changes in Homestead Exemptions |
Zoom |
Job Market Candidate |
| Jan. 27, 2022 |
Yifan Chen |
Pennsylvania State University - Smeal |
Firm Location and the Value-Growth Premium |
Zoom |
Job Market Candidate |
| Feb. 1, 2022 |
Maxence Valentin |
Pennsylvania State University - Smeal |
Interest Deductibility, Market Frictions, and Price Discrimination |
Zoom |
Job Market Candidate |
| Feb. 4, 2022 |
Philip Kalikman |
Yeshiva University - Sy Syms |
Targeted Principal Forgiveness is Effective: Mortgage Modification and Financial Crisis |
Zoom |
Job Market Candidate |
| Feb. 14, 2022 |
Lin William Cong |
Cornell University - Johnson |
Designing AI Models for Finance
with An Illustration Using Panel Trees |
G-102 |
3.00 - 4.30pm |
| Apr. 25, 2022 |
Gordon Liao |
Uniswap |
Automated Market Makers |
D-204 |
Brown Bag |
Fall 2021
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Sep. 20, 2021 (Mon) |
Feng Zhang |
University of Utah - Eccles |
Non-Random Survival and Long-Run Firm Performance |
Zoom |
10.30 - 11.45am |
| Sep. 27, 2021 (Mon) |
Rene Stulz |
Ohio State University - Fisher |
Is financial globalization in reverse after the 2008 global financial crisis? Evidences from corporate valuations |
Zoom |
10.30 - 11.45am |
| Oct. 25, 2021 (Mon) |
Turan Bali |
Georgetown University - McDonough |
In Search of a Factor Model for Optionable Stocks |
Zoom |
10.30 - 11.45am |
| Nov. 22, 2021 (Mon) |
K.C. John Wei |
Hong Kong Polytechnic University |
Does the speculative frenzy in bitcoin spread to the stock market? |
Zoom |
3.30 - 4.45pm |
Spring 2021
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Feb. 8, 2021 (Mon) |
Vikas Agarwal |
Georgia State U. - Robinson |
Eponymous Hedge Funds |
Zoom |
10.30am |
| Mar. 1, 2021 (Mon) |
Jun-Koo Kang |
Nanyang Business School |
Remote Board Meetings and Board Monitoring Effectiveness: Evidence from China |
Zoom |
3.15pm |
| Mar. 22, 2021 (Mon) |
Hanming Fang |
U. Pennsylvania - Economics |
The Collateral Channel of Monetary Policy: Evidence from China |
Zoom |
10.30am |
| Mar. 29, 2021 (Mon) |
Jarrad Harford |
U. Washington - Foster |
Disloyal managers and shareholders’ wealth |
Zoom |
10.30am |
| Apr. 12, 2021 (Mon) |
Anna Scherbina |
Brandeis University |
Performance Isn’t Everything: Personal Characteristics and Career Outcomes of Mutual Fund Managers |
Zoom |
10.30am |
Fall 2020: Internal Brown Bag Series (Covid)
| Date |
Speaker |
Paper |
Time |
|---|
| Oct. 26, 2020 (Mon) |
Nimesh Patel |
Alpha by Affiliation |
10.30am - 11.45am |
| Nov. 2, 2020 (Mon) |
Jiakai Chen |
Regulating Shadow Banks |
12pm - 1.15pm |
| Nov. 9, 2020 (Mon) |
Joonho Kim |
Do Social Networks Facilitate Informed Trading? Evidence from Alumni Reunion Networks |
2pm - 3.15pm |
| Nov. 16, 2020 (Mon) |
Murat Arabaci |
Reducing Agency Costs with Average Beta Portfolios |
12pm - 1.15pm |
Spring 2020
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Jan. 13, 2020 (Mon) |
Amir Kermani |
U. California - Berkeley Haas |
Two Tales of Debt |
G102 |
10.30am - 12.00pm |
| Feb 10, 2020 (Mon) |
Jeffrey Pai |
U. Manitoba |
Pricing Temperature Derivatives with a Filtered Historical Simulation Approach |
G102 |
10.30am - 12.00pm |
| Feb 28, 2020 (Fri) |
David Cimon |
Wilfrid Laurier U. |
Cyber Risk in Financial Markets |
D204 |
3.30pm - 4.30pm |
| Mar. 6, 2020 (Fri) |
Warren Bailey |
Cornell U. Johnson |
Does the Stock Market Benefit the Economy? |
D204 |
3.00 - 4.30pm |
Fall 2019
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Oct. 14, 2019 (Mon) |
Michael Sherris |
UNSW Business School |
Portfolio Management with Targeted Constant Market Volatility |
G102 |
10.30am - 12.00 pm |
Spring 2019
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Feb. 22, 2019 (Fri) |
Kai Li |
U. British Columbia Sauder |
The Myth about Public versus Private Enforcement of Securities Laws – Evidence from Chinese Comment Letters |
G102 |
3:00 - 4:30 pm |
| Feb. 25, 2019 (Mon) |
Alexandre Jeanneret |
HEC Montreal |
A Credit-Based Theory of the Currency Risk Premium |
G102 |
10:00 - 11:30 am |
| Mar. 1, 2019 (Fri) |
Zhi Da |
Notre Dame Mendoza |
Leverage Networks and Market Contagion |
G102 |
3:00 - 4:30 pm |
| Mar. 18, 2019 (Mon) |
Anthony Saunders |
NYU Stern |
International Lending: The Role of Creditor Laws and Self Selection |
G102 |
10:00 - 11:30 am |
| May 20, 2019 (Mon) |
Peter Swan |
U. New South Wales |
Smart Money?: The Trading Performance of Hedge Funds in a Zero-Sum Contest |
G102 |
10:00 - 11:30 am |
Fall 2018
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Oct 19, 2018 (Fri) |
Uday Rajan |
U. Michigan Ross |
Robust Security Design |
G102 |
3:00 - 4:30 pm |
| Oct. 26, 2018 (Fri) |
Christian Lundblad |
UNC Kenan-Flagler |
Crowded Trades and Tail Risk |
G102 |
3:00 - 4:30 pm |
| Nov 2, 2018 (Fri) |
Mark Grinblatt |
UCLA Anderson |
Hedge Funds, Mutual Funds, and Momentum |
G102 |
3:00 - 4:30 pm |
| Nov 9, 2018 (Fri) |
Jonathan Karpoff |
U. Washington Foster |
The Lifecycle Effects of Firm Takeover Defenses |
G102 |
3:00 - 4:30 pm |
| Nov. 20, 2018 (Tue) |
Ran Duchin |
U. Washington Foster |
Dissecting Conglomerates |
D102 |
3:00 - 4:20 pm |
Spring 2018
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Feb 16, 2018 (Fri) |
Mark Browne |
St. John's Tobin |
Does National Flood Insurance Program Participation Induce Housing Development? |
G102 |
3:00 - 4:30 pm |
| Feb 23, 2018 (Fri) |
Wayne Ferson |
USC Marshall |
Holdings-based Fund Performance Measures: Estimation and Inference |
G102 |
3:00 - 4:30 pm |
| Mar 19, 2018 (Mon) |
Hui Guo |
U. Cincinnati Lindner |
On the Stock Market Variance-Return or Price Relations: A Tale of Two Variances |
G102 |
3:00 - 4:30 pm |
| Mar 23, 2018 (Fri) |
Russ Wermers |
U. Maryland Smith |
Picking Funds with Confidence |
G102 |
3:00 - 4:30 pm |
| Apr 9, 2018 (Mon) |
Bohui Zhang |
UNSW Business School |
Panda Games: Corporate Disclosure in the Eclipse of Search |
G102 |
3:00 - 4:30 pm |
| Apr 13, 2018 (Fri) |
Kenneth Ahern |
USC Marshall |
Do Proxies for Informed Trading Measure Informed Trading? Evidence From Illegal Insider Trades |
G102 |
3:00 - 4:30 pm |
Fall 2017
| Date |
Speaker |
Institution |
Paper |
Room |
Time |
|---|
| Oct. 6, 2017 (Fri) |
Dong Hyun Ahn |
Seoul National University |
The More Efficient, The More Vulnerable! |
D204 |
3:00 - 4:30 pm |
AY 2016 - 2017
| Date |
Speaker |
Institution |
|---|
| Sept. 2016 |
David Ng |
Cornell University - Johnson |
| Sept. 2016 |
Ben Marshall |
Massey University |
| Mar. 2017 |
Kai Li |
University of British Columbia - Sauder |
| May 2017 |
Warren Bailey |
Cornell University - Johnson |
AY 2015 - 2016
| Date |
Speaker |
Institution |
|---|
| Oct. 2015 |
Zhi Da |
University of Notre Damn - Mendozza |
| Dec. 2015 |
Allandeen Hameed |
National University of Singapore |
| Jan. 2016 |
KC John Wei |
Hong Kong University of Science and Technology |
| Mar. 2016 |
Hitoshi Takehara |
Waseda University |
| Mar. 2016 |
Tong Yu |
University of Cincinnati - Lindner |
| Apr. 2016 |
Patrick Brockett |
University of Texas at Austin - McCombs |