Winter 2024 |
|
Friday, March 22 2024, 10h00  Room Trudeau Corporation  |
Douglas Cumming Florida Atlantic University "Stock Market Manipulation and Corporate Venture Capital Investments" |
| Friday, April 5 2024, 10h00 Hélène-Desmarais Building |
Luke Taylor Wharton Finance - University of Pennsylvania "Green Tilts" |
| Friday, April 12 2024, 10h00 Room Vilnius |
Ralf Meisenzahl Federal Reserve Bank of Chicago. "How Climate Change Shapes Bank Lending: Evidence from Portfolio Reallocation" |
| Friday, April 19 2024, 10h00 Room Budapest |
Camelia M. Kuhnen University of North Carolina "Learning how to borrow in a Fintech world: Evidence from Scandinavia" |
| Friday, May 3 2024, 10h00 Room Caracas |
Sean Higgins Northwestern University "Price Comparison Tools in Consumer Credit Markets" |
Fall 2023 |
|
| Friday, September 15 2023, 11h00 Keynote Lecture – CDI Hotel Le Saint-Sulpice |
Jun Pan Shanghai Advanced Institute of Finance |
| Friday, September 22 2023, 10h00 Room Séoul |
Judith C.Schneider Leibniz Universität Hannover "Anticipated and Experienced Regret in Annuity Choices: An Experimental Study" |
| Friday, October 20 2023, 10h00 Room Port-au-Prince |
Pedro Matos University of Virginia, Darden School of Business "Decarbonizing Institutional Investor Portfolios: Helping to Green the Planet or Just Greening Your Portfolio?" |
| Friday, November 10 2023, 10h00 Room Accra |
Jaewon Choi University of Illinois Urbana-Champaign "Hidden Duration: Interest Rates Derivatives in Fixed Income Funds" |
| Friday, November 10 2023 Keynote Lecture – CEAR-RSI Hélène-Desmarais Building |
Tullio Jappelli University of Naples Federico II |
| Friday, November 24 2023, 10h00 Room Budapest |
Liyan Yang University of Toronto "Personalized Pricing, Network Effects, and Corporate Social Responsibility" |
Winter 2023 |
|
| Friday, March 31 2023, 10h00 Room CPA du Québec |
Wei Wang Queen's University, Smith School of Business "Do Hedge Funds Exploit Material Nonpublic Information?" |
| Wednesday, April 12 2023, 12h Room Xerox Canada |
Paola Brighi University of Bologna "The impact of board diversity and sustainability engagement on bank performance" |
| Friday, April 14 2023, 10h00 Joint Seminar with McGill Room Banque Scotia |
Itay Goldstein University of Pennsylvania "On ESG Investing: Heterogeneous Preferences, Information, and Asset Prices" |
| Friday, April 28 2023, 10h00 Room CPA du Québec |
Motohiro Yogo Princeton University "Which Investors Matter for Equity Valuations and Expected Returns?" |
| Wednesday, May 3 2023, 12h Room St-Hubert |
Thomas Geelen Copenhagen Business School "Sustainable Organizations" |
| Friday, May 5 2023, 10h00 Room CPA du Québec |
Sandy Klasa University of Arizona, Eller College of Management "Employee Flight Risk and Capital Structure Decisions" |
| Friday, May 12 2023, 10h00 Room Transat |
Kai Li University of British Columbia, Sauder School of Business "Female Equity Analysts and Corporate Environmental and Social Performance" |
Fall 2022 |
|
| Friday, September 9 2022, 10h00 Room Société canadienne des postes |
Jonathan Lewellen Dartmouth College, Tuck School of Business "How Many Factors?" |
| Friday, September 23 2022, 11h00 Keynote Lecture – CDI Hotel William Gray |
Darrell Duffie Stanford University & CDI Research Fellow "Why Treasury Markets Get Dysfunctional, and What to Do About It" |
| Wednesday, September 28 2022, 10h00 Room Marie-Husny |
Pasquale Della Corte Imperial College London "Expected currency returns?" |
| Friday, September 30 2022, 10h00 Room Salon des diplomés, Deloitte |
Neil Pearson University of Illinois Urbana-Champaign "Anomalies and Their Short Sale Costs" |
| Friday, October 14 2022, 10h00 Room Walter Capital |
Paul Decaire Arizona State University, W.P. Carey School of Business "On a Spending Spree: The Real Effects of Heuristics in Managerial Budgets" |
| Friday, November 4 2022, 10h00 Room Société canadienne des postes |
Paul Beaumont McGill University "The Role of FinTech in Small Business Lending" |
| Friday, November 11 2022, 10h00 Hélène-Desmarais Building |
Ivan Ivanov Federal Reserve Bank of Chicago |
| Saturday, November 12 2022, 16h45 Keynote Lecture – CEAR-RSI Room Hôtel le Saint-Sulpice |
Annamaria Lusardi George Washington University School of Business "The P-Fin Index: What we can learn from six years of data on financial literacy and personal finance" |
| Friday, November 18 2022, 10h00 Room Société canadienne des postes |
Alessandro Previtero Kelley School of Business "Investor Protections and Stock Market Participation: An Evaluation of Financial Advisor Oversight" |
| Friday, December 9 2022, 10h00 Room Helene-Desmarais |
Mirela Sandulescu University of Michigan "Internation Arbitrage Premia" |
Winter 2022 |
|
| Friday, March 4 2022, 10h00 Hélène-Desmarais Building |
Stefano Giglio Yale School of Management "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios" |
| Friday, March 11 2022 POSTPONED |
Itay Goldstein University of Pennsylvania "On ESG Investing: Heterogeneous Preferences, Information, and Asset Prices" |
| Friday, April 1 2022, 10h00 Room St-Hubert |
Nina Boyarchenko Federal Reserve Bank of New York "Measuring Corporate Bond Market Dislocations" |
| Friday, April 8 2022, 10h00 Room Procter & Gamble |
Terry Hendershott Haas School of Business, University of California "True Cost of Immediacy" |
| Friday, April 22 2022, 10h00 Room Nancy et Michel-Gaucher |
Christopher Jones USC Marshall "Return Extrapolation and Day/Night Effects" |
| Wednesday, April 27 2022, 12h00 Room Sony |
Andrey Golubov University of Toronto "Valuation Uncertainty" |
| Friday, April 29 2022, 10h00 Room Guy-Joron |
Adrien Verdelhan MIT Sloan School of Management "FX Transaction and Translation Risk" |
| Friday, May 6 2022, 10h00 Room Sony |
Itzhak Ben-David Fisher College of Business "A Theory of Corporate Policies with EPS-Fixated Managers" |
| Friday, May 13 2022, 10h00 Room Serge-Saucier |
Lauren Cohen Havard Business School "Hidden Alpha" |
| Friday, June 3 2022, 10h00 Room Serge-Saucier |
George Aragon ASU Arizona State University "Exploration or Exploitation? Hedge Funds in Venture Capital" |
Fall 2021 |
|
| Friday, September 24 2021, 11h00 Keynote Lecture – CDI Room Keurig |
Neil Pearson University of Illinois Urbana-Champaign "Retail Derivatives and Sentiment" |
| Friday, October 1 2021, 10h00 Room Zoom |
Neng Wang Columbia Business School "Welfare Consequences of Sustainable Finance" |
| Friday, October 8 2021, 10h00 Room TAL Gestion globale des actifs |
Ryan Riordan Queens "Carbon Liquidity" |
| Friday, October 15 2021, 10h00 Room Zoom |
Bo Becker Stockholm School of Economics "The resilience of the U.S. Corporate Bond Market During Financial Crises" |
| Friday, October 22 2021, 10h00 Room Esdras-Minville |
Steven J. Riddiough Rotman University of Toronto "Private Information and Currency Returns: A Corporate Investment Connection" |
| Friday, October 29 2021, 10h00 Room Metro Inc. |
Kent Daniel Columbia Business School "The Dynamics of Disagreement" |
| Wednesday, November 3 2021, 10h00 Room PWC |
Michaela Pagel Columbia Business School "Gender Quotas and Support for Women in Board Elections" |
Winter 2020 |
|
| Monday, March 9 2020, 10h00 Room Xerox Canada |
Marcin Kacperczyk Business School Building South Kensington Campus "Carbon Premium around the World" |
| Friday, May 1 2020, 10h00 POSTPONED - COVID19 |
Lauren Cohen Harvard Business School |
| Friday, May 8 2020, 10h00 POSTPONED - COVID19 |
Kent Daniel Columbia Business School, Columbia University |
| Friday, May 15 2020, 10h00 POSTPONED - COVID19 |
Motohiro Yogo Princeton University |
| Friday, May 29 2020, 10h00 POSTPONED - COVID19 |
Neng Wang Columbia Business School |
FALL 2019 |
|
Wednesday, September 4 2019, 12h00  CDI Guest Room Transat |
Zhenzhen Fan Nankai University "US Equity Tail Risk and Currency Risk Premia" contact: christian.dorion@hec.ca |
| Friday, September 6 2019, 10h00 Room Société canadienne des postes |
Oscar Jorda Federal Reserve Bank of San Francisco "The Total Risk Premium Puzzle" contact: valeri.sokolovski@hec.ca |
| Wednesday, September 11 2019, 12h00 CDI Guest Room Xerox Canada |
Aurelio Vasquez ITAM "Common Factors in Equity Option Returns" contact: christian.dorion@hec.ca |
| Friday, September 13 2019, 10h00 Keynote Lecture – CDI |
David Bates University of Iowa "Jumps versus Stochastic Volatility: A Long-term View" contact: christian.dorion@hec.ca |
| Friday, September 20 2019, 10h00 Room St-Hubert |
Jaroslav Borovicka New York University "Risk Premia and Unemployment Fluctuations" contact: valeri.sokolovski@hec.ca |
| Friday, October 11 2019, 10h00 Jointly with Decision Sciences Room Manuvie |
Kris Boudt Ghent University "Optimizing the Design of Textual Indices: Impression Management and Sentometrics" contact: david.ardia@hec.ca |
| Wednesday, November 6 2019, 12h00 CDI Guest Room Banque CIBC |
Xiao Xiao Erasmus School of Economics "Default Risk and Option Returns" contact: iwan.meier@hec.ca |
| Friday, November 8 2019, 10h30 Joint Seminar with McGill Room Bronfman 360 @McGill |
Robin Greenwood Harvard Business School contact: valeri.sokolovski@hec.ca |
| Friday, November 29 2019, 10h00 Room St-Hubert |
Jorge Cruz Lopez Western University "Joint Determination of Counterparty and Liquidity Risk in Payment Systems" contact: georges.dionne@hec.ca |
| Friday, December 6 2019, 13h30 Room Edouard-Montpetit |
Grigory Vilkov Frankfurt School of Finance & Management "Sentimental Recovery" contact: valeri.sokolovski@hec.ca |
WINTER 2019 |
|
| Friday, February 8 2019, 10h Room Saine Marketing |
Mike Hoy University of Guelph contact: martin.boyer@hec.ca |
| Wednesday, February 13 2019, 10h Room Hélène-Desmarais |
Paul Schneider University of Lugano and Swiss Finance Institute "Does it pay to be an optimist?" contact: piotr.orlowski@hec.ca |
| Thursday, February 21 2019, 12h Room Cogeco |
Marie Lambert HEC Liege "Looking for the Tangent Portfolio: Risk Optimization Techniques on Equity Style Buckets" contact: mathieu.fournier@hec.ca |
| Friday, February 22 2019, 10h Room Nancy et Michel-Gaucher |
Johannes Stroebel New York University "Five Facts About Beliefs and Portfolios" contact: philippe.dastous@hec.ca |
| Thursday, March 21 2019, 10h Room Marie-Husny |
Thierry Foucault HEC Paris "Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News" contact: georges.dionne@hec.ca |
| Monday, March 25 2019, 12h Room Sony |
Shaun Vahey Warwick Business School "Improved Methods for Combining Point Forecasts for an Asymmetrically Distributed Variable" contact: piotr.orlowski@hec.ca |
| Friday, March 29 2019, 10h Joint Seminar with McGill Room St-Hubert |
Michelle Lowry LeBow College of Business Drexel University "Investors' Attention to Corporate Governance" contact: piotr.orlowski@hec.ca |
| Friday, April 5 2019, 10h Room St-Hubert |
Anmol Bhandari University of Minnesota "Survey data and subjective beliefs in business cycle models" contact: piotr.orlowski@hec.ca |
| Wednesday, April 10 2019, 12h Room Nancy et Michel-Gaucher |
Julien Sauvagnat Bocconi University "Employment Effects of Alleviating Financing Frictions: Evidence from a Loan Guarantee Program" contact: philippe.dastous@hec.ca |
| Friday, April 12 2019, 10h Room St-Hubert |
Francesca Carrieri McGill University "Can Cross-Border Funding Frictions Explain Financial Integration Reversals?" contact: piotr.orlowski@hec.ca |
| Wednesday, April 17 2019, 10h30 Joint Seminar with Applied Economics Room Rona |
Erik Loualiche Carlson School of Management "Efficient Bubbles?" contact: tibor.heumann@hec.ca |
| Friday, April 26 2019, 10h Room Xerox Canada |
Anatoliy Swishchuk University of Calgary "Modelling of Limit Order Books: Ideas, Methods, Recent and New Results" contact: christian.dorion@hec.ca |
| Friday, May 3 2019, 10h Room Saine Marketing |
Dong Lou London School of Economics "Wealth Redistribution in Bubbles and Crashes" contact: valeri.sokolovski@hec.ca |
| Friday, May 10 2019, 10h Room Saine Marketing |
Bernard Herskovi? UCLA Anderson School of Management "Hedging Risk Factors" contact: christian.dorion@hec.ca |
| Wednesday, May 15 2019, 12h Room Sony |
Sven Klingler Norwegian Business School "How Safe are Safe Havens?" contact: valeri.sokolovski@hec.ca |
FALL 2018 |
|
| Wednesday, August 29 2018, 12h15 Room Marie-Husny |
Christophe Courbage Haute École de Gestion de Genève "Estate Fiscal Policies, Long-Term Care Insurance and Informal Care" contact: martin.boyer@hec.ca |
| Friday, September 7 2018, 10h Room CPA du Québec |
Turan Bali McDonough School of Business - Georgetown University "Economic Uncertainty Premium in the Corporate Bond Market" contact: tolga.cenesizoglu@hec.ca |
| Wednesday, September 19 2018, 10h Room EY |
Olivier Scaillet GFRI, Université de Genève "Time-Varying Risk Premia in Large International Equity Markets" contact: piotr.orlowski@hec.ca |
| Friday, September 21 2018 Keynote Lecture – CDI |
Mikhail Chernov UCLA Anderson School of Management contact: christian.dorion@hec.ca |
| Tuesday, September 25 2018, 12h Room Xerox Canada |
Cisil Sarisoy Federal Reserve Board "Variance Dynamics in Term Structure Models" contact: piotr.orlowski@hec.ca |
| Wednesday, September 26 2018, 12h Room Hélène-Desmarais |
Hugues Langlois HEC Paris "Measuring Skewness Premia" contact: mathieu.fournier@hec.ca |
| Friday, September 28 2018, 10h Room CPA du Québec |
Elicia Cowins Washington and Lee University "Executive Compensation and Hedge Accounting: An Investigation of the Reporting and Risk Incentives Associated with the Corporate Use of Derivatives" contact: martin.boyer@hec.ca |
| Friday, October 5 2018, 10h Room Sony |
Pasquale Della Corte Imperial College "Currency Mispricing and Dealer Balance Sheets" contact: alexandre.jeanneret@hec.ca |
| Friday, October 19 2018, 10h Room Sony |
Nir Vulkan Oxford University "Be careful what you ask for: Fundraising strategies in equity crowdfunding" contact: genevieve.gauthier@hec.ca |
| Friday, November 2 2018, 10h Room Sony |
Viktor Todorov Northwestern University Kellogg School of Management "Idiosyncratic Jump Risk" contact: mathieu.fournier@hec.ca |
| Friday, November 16 2018, 10h Joint Seminar with McGill Room Bronfman 002 @McGill |
Jonathan Berk Stanford Graduate School of Business contact: david.schumacher@mcgill.ca |
WINTER 2018 |
|
| Friday, February 16 2018, 10h Room Hélène-Desmarais |
Stijn Van Nieuwerburgh New York University "Financial Fragility with SAM?" contact: christian.dorion@hec.ca |
| Friday, February 23 2018, 10h Joint Seminar with McGill Room Hélène-Desmarais |
Stefan Nagel University of Michigan "Shrinking the Cross Section" contact: philippe.dastous@hec.ca |
| Friday, March 23 2018, 10h Room Hélène-Desmarais |
Hui Chen MIT "The Dark Side of Circuit Breakers" contact: mathieu.fournier@hec.ca |
| Friday, April 6 2018, 10h Room Hélène-Desmarais |
Sydney C. Ludvigson New York University "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?" contact: alexandre.jeanneret@hec.ca |
| Friday, April 13 2018, 10h Room Hélène-Desmarais |
Lars Lochstoer UCLA "What Drives Anomaly Returns?" contact: alexandre.jeanneret@hec.ca |
| Wednesday, April 18 2018, 12h Room Transat |
Pascal Létourneau University of Wisconsin-Whitewater "Modifying Real Options' Probability of Exercise" contact: christian.dorion@hec.ca |
| Tuesday, April 24 2018, 12h Room Serge-Saucier |
Zhuo Zhong Melbourne University "Innovation and Informed Trading: Evidence from Industry ETFs" contact: mathieu.fournier@hec.ca |
| Friday, May 4 2018, 12h Room Transat |
Jie Cao Chinese University of Hong Kong "Volatility Uncertainty and the Cross-Section of Option Returns" contact: christian.dorion@hec.ca |
FALL 2017 |
|
| Friday, September 8 2017, 10h Room Transat |
Vincent Grégoire University of Melbourne "Inverted Fee Venues and Market Quality" contact: martin.boyer@hec.ca |
| Friday, September 15 2017, 14h Keynote Lecture – CDI Hotel Le Saint-Sulpice |
Pietro Veronesi University of Chicago "Option-Based Credit Spreads" contact: christian.dorion@hec.ca |
| Friday, September 29 2017, 10h Room Louis-Laberge |
Cédric Okou et Bruno Feunou UQAM et Banque du Canada "Downside Variance Risk Premium & Good Volatility, Bad Volatility and Option Pricing" contact: christian.dorion@hec.ca |
| Wednesday, October 11 2017, 10h Room Marie-Husny |
Harjoat Bhamra Imperial College "Small Growth and Distress Returns: Two Sides of the Same Coin?" contact: christian.dorion@hec.ca |
| Wednesday, October 18 2017, 12h Room Salon Deloitte |
Rui Albuquerque Boston College "What Makes for High CEO Pay?" contact: mathieu.fournier@hec.ca |
| Friday, November 3 2017, 10h Room Société canadienne des postes |
Maureen O'Hara Cornell University "From Mining to Markets: The Evolution of Bitcoin Transaction Fees" contact: georges.dionne@hec.ca |
| Friday, November 10 2017, 10h Room Saine Marketing |
Nicola Fusari John Hopkins University "The Pricing of Tail Risk and the Equity Premium: Evidence from international Option Markets" & "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span" contact: mathieu.fournier@hec.ca |
| Friday, November 24 2017, 10h Room Société canadienne des postes |
Vyacheslav Fos Boston College "Informed Trading in the Stock Market and Option Price Discovery" contact: georges.dionne@hec.ca |
| Friday, December 1 2017, 10h Joint Seminar with McGill Room Bronfman 002 @McGill |
Matthew Spiegel Yale University "Better Bond Indices and Liquidity Gaming the Rest" contact: philippe.dastous@hec.ca |
WINTER 2017 |
|
| Friday, March 24 2017, 10h Room CPA du Québec |
Denis Schweizer Concordia "Disentangling Crowdfunding from Fraudfunding" contact: valeri.sokolovski@hec.ca |
| Friday, March 31 2017, 10h Room CPA du Québec |
Zvi Wiener The Hebrew University of Jerusalem "Loan Commitments" contact: valeri.sokolovski@hec.ca |
| Friday, April 7 2017, 10h Room CPA du Québec |
Ines Chaieb University of Geneva and SFI "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?" contact: valeri.sokolovski@hec.ca |
| Friday, April 21 2017, 10h Room Louis-Laberge |
Benjamin Keys University of Pennsylvania "Eyes Wide Shut? Mortgage Insurance During the Housing Boom" contact: valeri.sokolovski@hec.ca |
| Friday, April 28 2017, 10h Joint Seminar with McGill Room Marie-Husny |
Amir Yaron University of Pennsylvania "Identifying Long Run Risks: A Bayesian Mixed Frequency Approach" contact: valeri.sokolovski@hec.ca |
| Friday, May 5 2017, 10h Room St-Hubert |
Joshua M. Pollet University of Illinois "Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options" contact: valeri.sokolovski@hec.ca |
| Friday, May 12 2017, 10h Room St-Hubert |
Marti Subrahmanyam New York University "Credit Default Swaps Around the World: Investment and Financing Effects" contact: valeri.sokolovski@hec.ca |
FALL 2016 |
|
| Friday, September 2 2016, 10h Room Xerox Canada |
Diane Del Guercio University of Oregon "Playing favorites: Conflicts of interest in mutual fund management" contact: valeri.sokolovski@hec.ca |
| Friday, September 16 2016 Keynote Lecture – CDI |
Kris Jacobs University of Houston "Date limite d'inscription : 5 août 2016" contact: valeri.sokolovski@hec.ca |
| Friday, September 30 2016, 10h Room TD Assurance Meloche Monnex |
Evan Dudley The Stephen J.R. Smith School of Business "Priority Spreading and Liquidity Concerns" contact: valeri.sokolovski@hec.ca |
| Friday, October 7 2016, 10h Room Xerox Canada |
Matthieu Bouvard McGill University "Risk Management Failures" contact: valeri.sokolovski@hec.ca |
| Friday, October 14 2016, 10h Room Xerox Canada |
Katya Malinova University of Toronto "Regulation Dark Trading: Order Flow Segmentation and Market Quality" contact: valeri.sokolovski@hec.ca |
| Tuesday, October 25 2016, 10h Room Deloitte |
Simon Gervais Duke University "Transparency and Talent Allocation in Money Management" contact: valeri.sokolovski@hec.ca |
| Friday, November 4 2016, 10h Room Xerox Canada |
Rui Albuquerque Boston College "Relative Performance Banker Compensation and Systemic Risk" contact: valeri.sokolovski@hec.ca |
| Friday, November 11 2016, 15h Room Marie-Husny |
Yacine Ait-Sahalia Princeton University "Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data" contact: valeri.sokolovski@hec.ca |
| Friday, November 18 2016, 10h Room TD Assurance Meloche Monnex |
Michael Weber University of Chicago "Dissecting Characteristics Nonparametrically" contact: valeri.sokolovski@hec.ca |
| Friday, November 25 2016, 10h Joint Seminar with McGill Room Bronfman 002 @McGill |
Ian Martin London School of Economics "What is the Expected Return on a Stock?" contact: valeri.sokolovski@hec.ca |
| Friday, December 2 2016, 10h Room TD Assurance Meloche Monnex |
Ryan Riordan Queen's University "High Frequency Trading and Extreme Price Movements" contact: valeri.sokolovski@hec.ca |
WINTER 2016 |
|
| Friday, March 11 2016, 10h Room Banque CIBC |
Lyian Yang University of Toronto "Commodity Financialization: Risk Sharing and Price Discovery in Commodity Futures Markets" contact: valeri.sokolovski@hec.ca |
| Friday, March 18 2016, 10h Room Saine Marketing |
Georgios Skoulakis University of British Columbia "Ex-Post Risk Premia Tests Using Individual Stocks: The IV-GMM Solution to the EIV Problem" contact: valeri.sokolovski@hec.ca |
| Thursday, March 24 2016, 11h Room Standard Life |
Traian Pirvu McMaster University "Multi-Stock Portfolio Optimization under Prospect Theory" contact: valeri.sokolovski@hec.ca |
| Friday, April 1 2016, 10h |
Diane Del Guercio - SÉMINAIRE ANNULÉ University of Oregon "Playing Favorites: Conflicts of Interest in Mutual Fund Management" contact: valeri.sokolovski@hec.ca |
| Friday, April 8 2016, 10h Room Saine Marketing |
Yacine Ait-Sahalia Princeton University "A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data" contact: valeri.sokolovski@hec.ca |
| Friday, April 15 2016, 10h Room Saine Marketing |
Ilze Kalnina Université de Montréal "Cross-Sectional Dependence in Idiosyncratic Volatility" contact: valeri.sokolovski@hec.ca |
| Friday, April 22 2016, 14h Joint Seminar with McGill Room Marie-Husny |
Dimitri Vayanos London School of Economics "Liquidity Risk and the Dymanics of Arbitrage Capital" contact: valeri.sokolovski@hec.ca |
| Friday, April 29 2016, 14h Room Xerox |
Christopher Hennessy London Business School "Corporate Finance Responses to Exogenous Tax Changes: What Is the Null and Where Did It Come From?" contact: valeri.sokolovski@hec.ca |
| Tuesday, May 10 2016, 14h Room Xerox Canada |
Antje Berndt North Carolina State University "The Impact of Hedge Fund Activism on the Target Firm's CDS and Bond Yield Spreads" contact: valeri.sokolovski@hec.ca |
FALL 2015 |
|
| Friday, August 28 2015, 10h Room CPA du Québec |
Dimitris Margaritis University of Auckland "Liquidity Patterns in the U.S. Corporate Bond Market" contact: valeri.sokolovski@hec.ca |
| Friday, September 11 2015, 10h Room Xerox Canada |
Cesare Fracassi University of Texas at Austin "Technological Specialization and the Decline of Diversified Firms" contact: valeri.sokolovski@hec.ca |
| Friday, October 2 2015, 10h Room Xerox Canada |
Léa H. Stern Syracuse University "A Learning-Based Approach to Evaluating Boards of Directors" contact: valeri.sokolovski@hec.ca |
| Friday, October 9 2015, 10h Room Xerox Canada |
Mohammad Erfan Danesh Jafari University of Toronto "The Power of Economic Network: Investor Recognition through Supply-Chain Relationship" contact: valeri.sokolovski@hec.ca |
| Friday, October 23 2015, 10h Joint Seminar with McGill Room Bronfman 002 @McGill |
Wei Xiong Princeton University "Learning about the Neighborhood: Supply Elasticity and Housing Cycles" contact: valeri.sokolovski@hec.ca |
| Friday, October 30 2015, 10h Room Sony |
Ruslan Goyenko McGill University "Options Illiquidity: Determinants and Implications for Stock Returns" contact: valeri.sokolovski@hec.ca |
| Friday, November 6 2015, 10h Room Xerox Canada |
Joao Cocco London Business School "Background Expenditure Risk: Implications for Household Finances and Psychological Well-Being" contact: valeri.sokolovski@hec.ca |
| Friday, December 4 2015, 10h Room Marie-Husny |
Colin Ward University of Minnesota "Is the IT Revolution Over? An Asset Pricing View" contact: valeri.sokolovski@hec.ca |
WINTER 2015 |
|
| Friday, March 27 2015, 10h Room Deloitte |
Stephan Siegel University of Washington "The Cultural Origin of Preferences: CEO Cultural Heritage and Corporate Investment" contact: valeri.sokolovski@hec.ca |
| Wednesday, April 1 2015, 11h30 Room Sony |
Huseyin Gulen Purdue University Krannert School of Management "Absolute Strength: Eploring Momentum in Stock Returns" contact: valeri.sokolovski@hec.ca |
| Thursday, April 9 2015, 9h45 Joint Seminar with McGill Room Banque de développement |
Darrell Duffie Stanford "Benchmarks in Search Markets" contact: valeri.sokolovski@hec.ca |
| Friday, April 17 2015, 10h Room Sony |
Randall Morck U. of Alberta "The great pyramids of America: A revised history of US Business Groups Corporate Ownership and Regulation, 1930-1950" contact: valeri.sokolovski@hec.ca |
| Friday, April 24 2015, 10h Room Trudeau Corporation |
Cesare Fracassi UT Austin "Do Credit Analysts Matter? The Effect of Analysts on Ratings, Prices, and Corporate Decisions" contact: valeri.sokolovski@hec.ca |
FALL 2014 |
|
| Friday, September 5 2014, 10h Room Sony |
Nicolae Garleanu UC Berkeley "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion" contact: valeri.sokolovski@hec.ca |
| Friday, September 19 2014, 10h Room Xerox Canada |
Toni Anhert Bank of Canada "Covered Bonds" contact: valeri.sokolovski@hec.ca |
| Wednesday, September 24 2014, 10h Room Xerox Canada |
Sophie Moinas Toulouse 1 Capitole "Liquidity Supply across Multiple Trading Venues" contact: valeri.sokolovski@hec.ca |
| Friday, October 10 2014, 10h Room Xerox Canada |
Marie Lambert University of Liege "Size Matters, Book-To-Market Does Not! The Fama-French Empirical CAPM Revisited" contact: valeri.sokolovski@hec.ca |
| Friday, October 31 2014, 10h Room Xerox Canada |
Michael Hasler University of Toronto "Term Structure of Disagreement and Predictability over the Business Cycle" contact: valeri.sokolovski@hec.ca |
| Friday, November 7 2014, 10h Room KPMG |
Sanjiv Das Santa Clara University "Venture Capital Communities" contact: valeri.sokolovski@hec.ca |
| Friday, November 21 2014, 10h Room Xerox Canada |
Harjoat Bhamra Imperial College Business School "Does Household Finance Matter? Small Financial Errors with Large Social Costs" contact: valeri.sokolovski@hec.ca |
| Friday, November 28 2014, 10h Joint Seminar with McGill Room Bronfman 002 @McGill |
Murillo Campello Cornell "Enlarging the Contracting Space: Collateral Menus, Access to Credit, and Economic Activity" contact: valeri.sokolovski@hec.ca |
WINTER 2014 |
|
| Friday, January 10 2014, 10h Room Hélène-Desmarais |
Eric Hughson Claremont McKenna College "Can Clearing Mitigate Counterparty Risk? The Introduction of Clearing on the NYSE: Contagion and the Counterparty Risk Premium" contact: valeri.sokolovski@hec.ca |
| Friday, January 17 2014, 10h Room Hélène-Desmarais |
Sébastien Betermier Desautels Faculty of Management, McGill "Who Are the Value and Growth Investors?" contact: valeri.sokolovski@hec.ca |
| Friday, February 21 2014, 10h Room Sony |
Ron Alquist Bank of Canada "Fire-Sale FDI or Business as Usual?" contact: valeri.sokolovski@hec.ca |
| Friday, March 14 2014, 10h Room Raymond Chabot Grant Thornton |
Tim Adam Humboldt University Berlin "Hold-Up and the Use of Performance-Sensitive Debt" contact: valeri.sokolovski@hec.ca |
| Friday, March 21 2014, 10h Room Van Houtte |
Vikas Mehrotra University of Alberta "Exit and Transitions in Family Control and Ownership in Post-War Japan" contact: valeri.sokolovski@hec.ca |
| Friday, March 28 2014, 10h Joint Seminar with McGill Room Hélène-Desmarais |
Thomas Hellman University of British Columbia "Angels and Venture Capitalists: Complements or Substitutes?" contact: valeri.sokolovski@hec.ca |
| Friday, April 4 2014, 10h Room Marie-Husny |
Jens Hilscher Brandeis University "Credit Ratings and Credit Risk: Is One Measure Enough?" contact: valeri.sokolovski@hec.ca |
| Friday, April 11 2014, 10h Room Marie-Husny |
Geert Bekaert Columbia Business School "Asset Return Dynamics and Bad Environment - Good Environment Fundamentals" contact: valeri.sokolovski@hec.ca |
| Friday, April 25 2014, 10h Room Société canadienne des postes |
Susan Christoffersen Rotman School of Management, University of Toronto "On the Demand for High-Beta Stocks: Evidence from Mutual Funds" contact: valeri.sokolovski@hec.ca |
| Friday, May 2 2014, 10h Room Société canadienne des postes |
Don Chambers Lafayette College "The Limitations of Diversification Return" contact: valeri.sokolovski@hec.ca |
| Friday, May 9 2014, 10h Room Société canadienne des postes |
Michael King University of Western Ontario contact: valeri.sokolovski@hec.ca |
FALL 2013 |
|
| Friday, September 6 2013, 10h Room Société canadienne des postes |
Olivier Scaillet Swiss Finance Institute, Université de Genève "Predictability Hidden by Anomalous Observations" contact: valeri.sokolovski@hec.ca |
| Friday, September 13 2013, 10h Room CPA du Québec |
Ling Cen Rotman School of Management, University of Toronto "Discipline or Disruption? Stakeholder Relationships and the Effect of Takeover Threat" contact: valeri.sokolovski@hec.ca |
| Wednesday, September 18 2013, 10h Room Hélène-Desmarais |
Zhaogang Song Federal Reserve Board of Governors "Do Hedge Funds Exploit Rare Disaster Concerns?" contact: valeri.sokolovski@hec.ca |
| Thursday, September 26 2013, 10h Room Marie-Husny |
Gonul Colak Florida State University "Political Uncertainty and IPO Activity: Evidence from U.S. Gubernatorial Elections" contact: valeri.sokolovski@hec.ca |
| Friday, October 11 2013, 10h Room Société canadienne des postes |
Wanda Mimra ETH Zurich "Price Competition and Reputation in Credence Goods Markets: Experimental Evidence" contact: valeri.sokolovski@hec.ca |
| Friday, October 25 2013, 10h Room Xerox Canada |
Daniel Gottlieb Wharton, University of Pennsylvania "Simultaneous Adverse Selection and Moral Hazard" contact: valeri.sokolovski@hec.ca |
| Friday, November 1 2013, 10h Room Nancy et Michel-Gaucher |
Pascal St-Amour Swiss Finance Institute, HEC Lausanne "Life Cycle Responses to Health Insurance Status" contact: valeri.sokolovski@hec.ca |
| Friday, November 15 2013, 10h Joint Seminar with McGill Room Bronfman 002 @McGill |
Terry Odean University of California, Berkeley "Bubbling with Excitement: An Experiment" contact: valeri.sokolovski@hec.ca |
| Thursday, November 21 2013, 12h Room Marie-Husny |
Philip Valta HEC Paris "Debt Renegotiation and Investment Decisions Across Countries" contact: valeri.sokolovski@hec.ca |
| Friday, December 6 2013, 10h POSTPONED (2014/05/02) |
Michael King University of Western Ontario contact: valeri.sokolovski@hec.ca |
| Friday, December 13 2013, 10h Room Société canadienne des postes |
Jeffrey Wurgler New York University "Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly" contact: valeri.sokolovski@hec.ca |
WINTER 2013 |
|
| Thursday, January 31 2013, 15h15 Room Raymond Chabot Grant Thornton |
Rajesh K. Aggarwal Carlson School of Management, U. of Minnesota "Unrelated Acquisitions" contact: valeri.sokolovski@hec.ca |
| Thursday, March 7 2013, 15h15 Room Xerox Canada |
Stefan Mittnik Chair of Financial Econometrics, LMU Munich "Realistic versus Regulatory Captial Requirements in Solvency II: A Recalibration for Equity Risk" contact: valeri.sokolovski@hec.ca |
| Wednesday, March 13 2013, 12h Room Sony |
Daniel Andrei UCLA Anderson School of Management "Information Percolation Driving Volatility" contact: valeri.sokolovski@hec.ca |
| Thursday, March 21 2013, 15h15 Room Louis-Laberge |
Huntley Schaller Carleton University "Fibonacci, Pacioli, and the Slow Diffusion of Knowledge" contact: valeri.sokolovski@hec.ca |
| Thursday, April 18 2013, 15h15 Room Serge-Saucier |
Erwan Morellec École Polytechnique Fédérale de Lausanne "Capital Supply Uncertainty, Cash Holdings, and Investment" contact: valeri.sokolovski@hec.ca |
| Thursday, April 25 2013, 15h15 Room Serge-Saucier |
Egor Matveyev University of Alberta "How Do Firms and Directors Choose Each Other? Evidence from a Two-sided Matching Model of the Director Labor Market" contact: valeri.sokolovski@hec.ca |
| Thursday, May 2 2013, 15h15 Room Sony |
Viral Acharya New York University "How Do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007" contact: valeri.sokolovski@hec.ca |
FALL 2012 |
|
| Thursday, September 6 2012, 15h15 Room Marie-Husny |
Mario Ghossoub Université de Montréal "Belief Heterogeneity in the Arrow-Borch-Raviv Insurance Model" contact: valeri.sokolovski@hec.ca |
| Thursday, September 13 2012, 15h15 Room Quebecor |
Vicente Cunat London School of Economics "Say Pays! Shareholder Voice and Firm Performance" contact: valeri.sokolovski@hec.ca |
| Thursday, September 20 2012, 15h15 Room Marie-Husny |
Sandro Andrade University of Miami "The Euro and European Equity Market (Dis)Integration" contact: valeri.sokolovski@hec.ca |
| Thursday, October 4 2012, 15h15 Room Marie-Husny |
Itay Goldstein Wharton "Information Diversity and Market Efficiency Spirals" contact: valeri.sokolovski@hec.ca |
| Thursday, October 11 2012, 15h15 Room Quebecor |
Adlai Fisher University of British Columbia "Levered Noise and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia" contact: valeri.sokolovski@hec.ca |
| Wednesday, October 31 2012, 12h Room Banque Scotia |
Manuel Mayer Vienna Graduate School of Finance "Sovereign Credit Risk and Banking Crises" contact: valeri.sokolovski@hec.ca |
| Thursday, November 1 2012, 15h15 Room CIBC |
Paul Oyer Stanford University "Exploration for Human Capital: Theory and Evidence from the MBA Labor Market" contact: valeri.sokolovski@hec.ca |
| Thursday, November 8 2012, 15h15 Room CIBC |
Hernan Ortiz-Molina University of British Columbia "Labor Mobility and Corporate Cash Reserves" contact: valeri.sokolovski@hec.ca |
| Thursday, November 8 2012, 15h15 Room CIBC |
George Tauchen Duke University "Volatility Occupation Times" contact: valeri.sokolovski@hec.ca |
| Thursday, December 6 2012, 15h15 Room Ordre des CGA |
Ulrike Malmendier University of California, Berkeley "Learning from Inflation Experiences" contact: valeri.sokolovski@hec.ca |
| Thursday, December 13 2012, 15h15 Room St-Hubert |
David McLean University of Alberta "Does Academic Research Destroy Stock Return Predictability?" contact: valeri.sokolovski@hec.ca |
WINTER 2012 |
|
| Thursday, January 12 2012, 15h15 Room TAL Gestion globale d'actifs inc. |
Laura Coroneo University of Manchester - School of Social Sciences "Spanned and Unspanned Macro Risk in the Yield Curve" contact: valeri.sokolovski@hec.ca |
| Wednesday, March 14 2012, 12h Room St-Hubert |
Ilze Kalnina Department of Economics, U. de Montréal "Nonparametric Tests of Time Variation in Betas" contact: valeri.sokolovski@hec.ca |
| Thursday, March 22 2012, 15h15 Room Gérard-Parizeau |
Éric Ghysels UNC Chapel Hill - Kenan-Flagler Business School "Mixed Frequency Vector Autoregressive Models" contact: valeri.sokolovski@hec.ca |
| Thursday, March 29 2012 POSTPONED |
Sandro C. Andrade School of Business Administration - University of Miami contact: valeri.sokolovski@hec.ca |
| Thursday, April 5 2012 POSTPONED |
Itay Goldstein The Wharton School of the University of Pennsylvania contact: valeri.sokolovski@hec.ca |
| Thursday, April 12 2012, 15h15 Room Banque Scotia |
Laurent Fresard Robert H. Smith School of Business - U. of Maryland "Competitive Pressure and Corporate Policies" contact: valeri.sokolovski@hec.ca |
| Monday, April 16 2012, 12h Room Xerox Canada |
Kai Li Sauder School of Business - UBC "Are CEOs in U.S. Public Firms Overpaid? New Evidence from Private Firms" contact: valeri.sokolovski@hec.ca |
| Thursday, April 19 2012, 15h15 Room Sony |
Revansiddha B. Khanapure Lerner College of Business and Economics - U. of Delaware "Life-Cycle Portfolio Allocation for Disappointment Averse Agents" contact: valeri.sokolovski@hec.ca |
| Monday, April 30 2012, 15h30 Room Société canadienne des postes |
Nabil Tahani York University "Pricing Interest Rate Derivatives under Multi-Factor GARCH" contact: valeri.sokolovski@hec.ca |
| Tuesday, June 5 2012, 14h Room Cogeco |
Pascal Gantenbein Faculty of Business and Economics, U. of Basel "Director Characteristics, Culture, and Firm Performance" contact: valeri.sokolovski@hec.ca |
FALL 2011 |
|
| Thursday, September 1 2011, 15h Room Hélène-Desmarais |
Lars-Alexander Kuehn Carnegie Mellon University "Investment-Based Corporate Bond Pricing" contact: valeri.sokolovski@hec.ca |
| Thursday, September 22 2011, 15h Room Ordre des CGA |
Jayant R. Kale Georgia State University - Robinson College of Business "The Effect of CEO Risk-Taking Incentives on Relationship-Specific Investments by Customers and Suppliers" contact: valeri.sokolovski@hec.ca |
| Thursday, September 29 2011, 15h Room Ordre des CGA |
Hui Chen MIT - Sloan School of Management "Market Timing, Investment, and Risk Management" contact: valeri.sokolovski@hec.ca |
| Thursday, October 13 2011, 15h15 Room Van Houtte |
Ehud I. Ronn University of Texas at Austin - McCombs School of Business "The Valuation and Information Content of Options on Crude-Oil Futures Contracts" contact: valeri.sokolovski@hec.ca |
| Thursday, October 27 2011, 15h Room Sony |
Andrew J. Patton Duke University - Department of Economics "Modelling Dependence in High Dimensions with Factor Copulas" contact: valeri.sokolovski@hec.ca |
| Thursday, November 3 2011, 15h15 Room Standard Life |
Rui Albuquerque Boston University - School of Management "Search Frictions and Controlling Shareholder Illiquidity" contact: valeri.sokolovski@hec.ca |
| Friday, November 18 2011, 15h30 Room Esdras-Minville |
Olivier Scaillet Geneva Finance Research Institute (Université de Genève) "Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets" contact: valeri.sokolovski@hec.ca |
| Thursday, December 1 2011, 15h15 Room Trudeau Corporation |
Fernando Zapatero U. of Southern California - Marshall School of Business "Labor Income, Relative Wealth Concerns, and the Cross-section of Stock Returns" contact: valeri.sokolovski@hec.ca |
WINTER 2011 |
|
| Thursday, January 27 2011, 15h15 Room Société canadienne des postes |
Jonathan Reeves University of New South Wales "Betas, Hedge Funds and the Myth of Market Neutrality" contact: valeri.sokolovski@hec.ca |
| Thursday, February 17 2011, 15h Room Sony |
Adrien Verdelhan MIT "Sovereign Risk Premia" contact: valeri.sokolovski@hec.ca |
| Thursday, February 24 2011, 15h Room Béton-Grilli |
Jean-Sébastien Fontaine Banque du Canada "Fed Funds Futures and the Federal Reserve" contact: valeri.sokolovski@hec.ca |
| Wednesday, March 16 2011, 15h15 Room Standard Life |
Anna Obizhaeva University of Maryland "Market Microstructure Invariants" contact: valeri.sokolovski@hec.ca |
| Wednesday, April 6 2011, 12h Room Hélène-Desmarais |
Marie Lambert Maastricht University "Comoment Risk and Stock Returns" contact: valeri.sokolovski@hec.ca |
| Thursday, April 14 2011, 15h15 Room Hélène-Desmarais |
Patrice Poncet ESSEC "The Myth of Long Horizon Predictability: an Investment Perspective" contact: valeri.sokolovski@hec.ca |
| Thursday, April 28 2011, 15h30 Room Ordre des CGA |
Ingolf Dittmann Erasmus School of Economics "Indexing Executive Compensation Contracts" contact: valeri.sokolovski@hec.ca |
| Thursday, May 5 2011, 15h30 Room KPMG |
Louis Gagnon Queen's University "Short Changed? the Market's Reaction to the Short Sale Ban of 2008" contact: valeri.sokolovski@hec.ca |
FALL 2010 |
|
| Thursday, September 23 2010, 15h30 Room Banque Scotia |
Ivana Komunjer University of California, San Diego "Non Parametric Identification and Estimation of Transformation Models" contact: valeri.sokolovski@hec.ca |
| Thursday, October 7 2010, 15h30 Room Sony |
Anastasia Kartasheva Wharton University "Rating Standards for Catastrophic Risks and the Insurer's Capital Structure" contact: valeri.sokolovski@hec.ca |
| Thursday, October 14 2010, 15h30 Room Sony |
Sudipto Bhattacharya London School of Economics "Agregate Risk Perception, Adverse Selection, and Securitized Lending: Mitigating Allocational Consequences of Exuberance" contact: valeri.sokolovski@hec.ca |
| Thursday, October 21 2010, 15h Room Sony |
Harris Schlesinger University of Alabama "Higher-Order Risk Attitudes" contact: valeri.sokolovski@hec.ca |
| Thursday, October 28 2010, 15h Room Transat |
Bernard Dumas INSEAD "Incomplete-Market Equilibria Solved Recursively on an Event Tree" contact: valeri.sokolovski@hec.ca |
| Thursday, November 4 2010, 15h30 Room Xerox |
James Tyler Leverty University of Iowa "Do Acquisitions Create More Value When Good Management Replaces Bad Management" contact: valeri.sokolovski@hec.ca |
| Friday, November 12 2010, 10h Room Hélène-Desmarais |
Bruno Biais Toulouse School of Economics "Trading and Liquidity under Limited Cognition" contact: valeri.sokolovski@hec.ca |
| Thursday, November 25 2010, 15h30 Room Louis-Laberge |
Arthur Charpentier Université de Rennes 1 "Natural Catastrophe Insurance: When Should the Government Intervene?" contact: valeri.sokolovski@hec.ca |
| Thursday, December 2 2010, 15h Room Quebecor |
Jan Ericsson McGill University "The Cost and Timing of Financial Distress" contact: valeri.sokolovski@hec.ca |
WINTER 2010 |
|
| Friday, January 22 2010, 10h Room TAL Gestion globales d'actifs inc. |
Art Durnev McGill University "The Resource Curse: A Corporate Transparency Channel" contact: valeri.sokolovski@hec.ca |
| Wednesday, January 27 2010, 12h Room Van Houtte |
Tolga Cenesizoglu Séminaire interne "The Effect of Monetary Policy on Credit Spreads" contact: valeri.sokolovski@hec.ca |
| Friday, January 29 2010, 10h Room TAL Gestion globale d'actifs inc. |
Andrei Semenov York University "Asset Pricing in the Presence of Background Risk" contact: valeri.sokolovski@hec.ca |
| Friday, February 12 2010, 10h Room TAL Gestion globale d'actifs inc. |
Mitchell Petersen Northwestern University "Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act" contact: valeri.sokolovski@hec.ca |
| Friday, February 19 2010, 10h Room Tal Gestion globale d'actifs inc. |
Garland Durham University of Colorado at Boulder "Beyond Stochastic Volatility and Jumps in Returns and Volatility" contact: valeri.sokolovski@hec.ca |
| Friday, April 9 2010, 10h Room TAL Gestion globale d'actifs inc. |
Gergana Jostova The George Washington University "Momentum in Corporate Bond Returns" contact: valeri.sokolovski@hec.ca |
| Friday, April 16 2010, 10h Room Transat |
Lukas Roth University of Alberta "Uninvited U.S. Investors? Economic Consequences of Involuntary Cross-listings" contact: valeri.sokolovski@hec.ca |
| Friday, April 23 2010, 10h CANCELED |
Turan G. Bali Zicklin Sc. of Business - Baruch College contact: valeri.sokolovski@hec.ca |
| Friday, April 30 2010, 10h CANCELED |
Sudipto Bhattacharya The London School of Economics and Political Science contact: valeri.sokolovski@hec.ca |
| Friday, May 7 2010, 10h Room Xerox Canada |
Eric Renault University of North Carolina, Chapel Hill "The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times" contact: valeri.sokolovski@hec.ca |
| Friday, May 21 2010, 10h Room Xerox Canada |
Alon Raviv Brandeis University "The 2007-2009 Financial Crisis and Executive Compensation: an Analysis and a Proposal for a Novel Structure" contact: valeri.sokolovski@hec.ca |
| Friday, May 28 2010, 10h Room Transat |
Jean-Marc Bourgeon INRA et École Polytechnique, France "On Debt Service and Renegotiation when Debt-holders Are More Strategic" contact: valeri.sokolovski@hec.ca |
Fall 2009 |
|
| Friday, September 11 2009, 10h CANCELED |
Bruno Biais Toulouse School of Economics "The Lifecycle of the Financial Sector and Other Speculative Industries" contact: valeri.sokolovski@hec.ca |
| Wednesday, September 16 2009, 12h Room Nancy & Michel-Gaucher |
Serge Patrick Amvella Motaze Séminaire interne "Managerial Incentives and the Risk-taking Behavior of Hedge Fund Managers" contact: valeri.sokolovski@hec.ca |
| Friday, September 18 2009, 10h Room Ordre des CGA du Québec |
Sandra Betton Concordia University "Markup Pricing Revisited" contact: valeri.sokolovski@hec.ca |
| Friday, October 2 2009, 10h Room St-Hubert |
Sydney Ludvigson New York University "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium" contact: valeri.sokolovski@hec.ca |
| Friday, October 9 2009, 10h Room Ordre des CGA du Québec |
Zhi Da University of Notre-Dame "In Search of Attention" contact: valeri.sokolovski@hec.ca |
| Wednesday, October 14 2009, 12h Room Nancy & Michel-Gaucher |
Rachidi Kotchoni Université de Montréal "Assessing the Nature of Pricing Inefficiencies Via Realized Measures" contact: valeri.sokolovski@hec.ca |
| Friday, October 23 2009, 10h Room Transat |
Gunnar Grass The Wharton School, University of Pennsylvania "Using Structural Models for Default Prediction" contact: valeri.sokolovski@hec.ca |
| Wednesday, October 28 2009, 10h Room Transat |
Christophe Hurlin University of Orléans - LEO "Backtesting Value-at-Risk: A GMM Duration-Based Test" contact: valeri.sokolovski@hec.ca |
| Friday, October 30 2009, 10h Room Hélène-Desmarais |
Sergei Davydenko University of Toronto "A Market-Based Study of the Costs of Default" contact: valeri.sokolovski@hec.ca |
| Friday, November 6 2009, 10h Room Ordre des CGA du Québec |
Nikola Gradojevic Lakehead University "The Dynamic Interaction of Trading Flows, Macroeconomic Announcements and the CAD/USD Exchange Rate: Evidence from Disaggregated Data" contact: valeri.sokolovski@hec.ca |
| Friday, November 13 2009, 10h Room Ordre des CGA du Québec |
Sebastian Jaimungal University of Toronto "Incorporating Risk Aversion and Model Misspecification into Structural Models of Default" contact: valeri.sokolovski@hec.ca |
Winter 2009 |
|
| Friday, March 27 2009, 10h Room Société canadienne des postes |
Bruce Mizrach Rutgers University "Jump and Cojump Risk in Subprime Home Equity Derivatives" contact: valeri.sokolovski@hec.ca |
| Friday, April 3 2009, 10h Room Marie-Husny |
Martijn Cremers Yale School of Management "Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation" contact: valeri.sokolovski@hec.ca |
| Friday, April 17 2009, 10h Room St-Hubert |
Nicolae Garleanu University of California, Berkeley "The Demographics of Innovation and Asset Returns" contact: valeri.sokolovski@hec.ca |
| Thursday, April 23 2009, 10h Room Société canadienne des postes |
Guofu Zhou Washington University "Markowitz Meets Talmud: A Combination of Sophisticated and Naive Diversification Strategies" contact: valeri.sokolovski@hec.ca |
| Friday, May 15 2009, 10h Room Serge-Saucier |
Thomas-Olivier Leautier Université Toulouse 1 "Risk Management and Imperfect Competition" contact: valeri.sokolovski@hec.ca |
Fall 2008 |
|
| Friday, August 22 2008, 10h Room Marie-Husny |
Tony Berrada Université de Genève "Incomplete Information, Idiosyncratic Volatility and Stock Returns" contact: valeri.sokolovski@hec.ca |
| Friday, September 12 2008, 10h Room Société canadienne des postes |
Richard Phillips Georgia State University "Competition Among Rating Agencies and Information Disclosure" contact: valeri.sokolovski@hec.ca |
| Friday, September 19 2008, 10h Room Ordre des CGA du Québec |
Lorenzo Garlappi University of Texas at Austin "Financial Distress and the Cross-Section of Equity Returns" contact: valeri.sokolovski@hec.ca |
| Friday, September 26 2008, 10h Room Société canadienne des postes |
Craig Doidge University of Toronto "Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations Under SEC Exchange Act Rule 12h-6" contact: valeri.sokolovski@hec.ca |
| Friday, October 3 2008, 10h Room Xerox Canada |
Richard Evans University of Virginia "What do Soft-dollars Buy? Performance, Expense Shifting, Agency Costs" contact: valeri.sokolovski@hec.ca |
| Friday, October 17 2008, 10h Room Hélène-Desmarais |
Stylianos Perrakis Concordia University "Can the Black-Scholes-Merton Model Survive Under Transaction Costs? An Affirmative Answer" contact: valeri.sokolovski@hec.ca |
| Friday, October 24 2008, 10h Room Xerox Canada |
Franc Klaasen University of Amsterdam "A New Approach to Measuring Exchange Market Pressure" contact: valeri.sokolovski@hec.ca |
| Friday, October 31 2008, 10h Room Transcontinental |
Marcos Fabricio Perez Wilfrid Laurier University "Exploring the Common Factors in the Term Structure of Credit Spreads" contact: valeri.sokolovski@hec.ca |
| Friday, November 7 2008, 10h Room Transat |
William L. Megginson University of Oklahoma "The Financial Impact of Sovereign Wealth Fund Investments in Listed Companies" contact: valeri.sokolovski@hec.ca |
| Wednesday, November 12 2008, 12h Room St-Hubert |
Kristian R. Miltersen Norwegian School of Economics and Business Administration "Additional Mortgages: A Dynamic Model on Default Probabilities" contact: valeri.sokolovski@hec.ca |
| Friday, November 14 2008, 10h Room Transat |
Robert Korajczyk Northwestern University "Indraday Patterns in the Cross-Section of Stock Returns" contact: valeri.sokolovski@hec.ca |
| Friday, November 28 2008, 10h Room Transat |
Andrea Gamba George Washington University "Valuing Corporate Financing Strategies" contact: valeri.sokolovski@hec.ca |
Winter 2008 |
|
| Monday, March 31 2008, 15h30 Room Serge-Saucier |
Chad Syverson University of Chicago "Vertical Integration and Production: Some Plant-Level Evidence" contact: valeri.sokolovski@hec.ca |
| Friday, April 4 2008, 10h Room Ordre des CGA |
Huntley Schaller Carleton University "The Macroeconomic Effect of Sentiment" contact: valeri.sokolovski@hec.ca |
| Wednesday, April 16 2008, 13h30 Room Xerox Canada |
Yongsung Chang University of Rochester "Can A Representative Agent Model Represent A Heterogeneous Agent Economy?" contact: valeri.sokolovski@hec.ca |
| Wednesday, April 16 2008, 12h Room St-Hubert |
Olivier Gergaud Université de Reims Champagne-Ardenne "Strategic Forecasting in Rank-Order Tournaments: Evidence from Horse-Racing Tipsters" contact: valeri.sokolovski@hec.ca |
| Friday, April 25 2008, 10h Room Marie-Husny |
Morten Orregard Nielsen Cornell University "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock" contact: valeri.sokolovski@hec.ca |
| Monday, April 28 2008, 13h30 CANCELED |
Olivier Deschênes University of California at Santa Barbara contact: valeri.sokolovski@hec.ca |
| Friday, May 2 2008, 10h Room Sony |
Vivek Kapoor CITI "Synthetic CDO Risk-Return Dynamics / Optimal Static Hedging of Defaults in CDOs / Optimal Dynamic Hedging of Cliquets" contact: valeri.sokolovski@hec.ca |
Fall 2007 |
|
| Thursday, September 6 2007, 15h30 Room Hélène-Desmarais |
Amitabh Chandra Harvard University "Some Economics of Treatment Disparities in Healthcare" contact: valeri.sokolovski@hec.ca |
| Friday, September 14 2007, 10h Room Transcontinental |
Mikhail Chernov London Business School "Understanding Index Option Returns" contact: valeri.sokolovski@hec.ca |
| Thursday, September 20 2007, 15h30 Room Transat |
Andrea Mattozzi Caltech "Personal Influence: Social Context and Political Competition" contact: valeri.sokolovski@hec.ca |
| Wednesday, September 26 2007, 10h Room Hélène-Desmarais |
Luc Bauwens CORE, UCL "Theory and Inference for a Markov-Switching GARCH Model" contact: valeri.sokolovski@hec.ca |
| Friday, October 5 2007, 10h Room Serge-Saucier |
Jean Helwege Pennsylvania State University "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions" contact: valeri.sokolovski@hec.ca |
| Wednesday, October 10 2007, 10h Room Trudeau Corporation |
Martin Burda University of Toronto "Classical and Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors" contact: valeri.sokolovski@hec.ca |
| Friday, October 12 2007, 10h CANCELED |
Tom McCurdy University of Toronto "Components of Market Risk and Return" contact: valeri.sokolovski@hec.ca |
| Wednesday, October 17 2007, 10h Room Sony |
Amartya Lahiri University of British Columbia "On the Non-Monotonic Relation Between Interest Rates and the Exchange Rate" contact: valeri.sokolovski@hec.ca |
| Friday, October 19 2007, 10h Room Louis-Laberge |
Jan Mahrt-Smith University of Toronto "Organizational Structure, R&D Intensity, and Firm Value" contact: valeri.sokolovski@hec.ca |
| Tuesday, October 23 2007, 12h30 Room Serge-Saucier |
Paul Beaudry University of British Columbia "Spill-Overs from Good Jobs" contact: valeri.sokolovski@hec.ca |
| Wednesday, October 24 2007, 12h Room Sony |
Simon Gilchrist Boston University "Investment and the Cost of Capital: New Evidence from the Corporate Bond Market" contact: valeri.sokolovski@hec.ca |
| Friday, October 26 2007, 10h Room Transat |
Ilan Guedj University of Texas "Director Networks and Firm Governance" contact: valeri.sokolovski@hec.ca |
| Wednesday, October 31 2007, 10h Room Trudeau Corporation |
Stuart McDonald California Institute of Technology "The Market for Internet Services as a Tiebout Economy: An Application of the Shapley Value to Pricing of Internet Services" contact: valeri.sokolovski@hec.ca |
| Wednesday, November 7 2007, 10h Room Trudeau Corporation |
Simon Woodcock Simon Fraser University "Glass Ceilings or Glass Doors? Immigrant and Visible Minority Wages in Canada" contact: valeri.sokolovski@hec.ca |
| Thursday, November 8 2007, 15h30 Room Banque Scotia |
Claudio Lucarelli Cornell University "An Analysis of the Medicare Prescription Drug Benefit" contact: valeri.sokolovski@hec.ca |
| Thursday, November 15 2007, 15h30 Room Transat |
Victor Aguirregabiria University of Toronto "A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments" contact: valeri.sokolovski@hec.ca |
| Friday, November 16 2007, 10h CANCELED |
Scott Joslin MIT "Pricing and Hedging Volatility Risk in Fixed Income Markets" contact: valeri.sokolovski@hec.ca |
| Wednesday, November 21 2007, 10h Room Trudeau Corporation |
Francis Bloch Brown University/GREQAM "Correlated Equilibria, Incomplete Information and Coalitional Deviations" contact: valeri.sokolovski@hec.ca |
| Wednesday, November 28 2007, 10h Room Trudeau Corporation |
Sanjay K. Chugh University of Maryland and Federal Reserve Board "Bargaining, Fairness, and Price Rigidity in a DSGE Environment" contact: valeri.sokolovski@hec.ca |
| Thursday, December 13 2007, 15h30 Room Ernst & Young |
Allan Timmermann University of California - San Diego "Portfolio Sorts and Tests of Cross-Sectional Patterns in Expected Returns" contact: valeri.sokolovski@hec.ca |
Winter 2007 |
|
| Thursday, February 8 2007, 10h30 Room Jobboom (3rd Floor) |
Menzie David Chinn University of Wisconsin at Madison "The Overvaluation of Renminbi Undervaluation" contact: valeri.sokolovski@hec.ca |
| Thursday, March 8 2007, 15h30 Room Xerox Canada |
Huseyin Yildirim Duke University "Blind Review" contact: valeri.sokolovski@hec.ca |
| Thursday, March 15 2007, 15h30 Room Sony |
Nicola Persico New York University "Racial Profiling: A Theoretical, Empirical, and Legal Analysis" contact: valeri.sokolovski@hec.ca |
| Thursday, March 22 2007, 15h30 Room Xérox Canada |
Nir Jaimovich Stanford University "The Young, the Old, and the Restless: Demographics and Business Cycle Volatility" contact: valeri.sokolovski@hec.ca |
| Thursday, March 29 2007, 15h30 Room Serge-Saucier |
Benoît Crutzen Erasmus University, Rotterdam "Differentiation in the Workplace?" contact: valeri.sokolovski@hec.ca |
| Thursday, April 5 2007, 15h30 Room Xérox Canada |
Richard Paap Erasmus School of Economics "Do Leading Indicators Lead Peaks More Than Troughs?" contact: valeri.sokolovski@hec.ca |
| Thursday, April 12 2007, 15h30 Room Xérox Canada |
Dharmarajan Hariharan University of Pittsburgh "Efficient Likelihood Analysis and Filtering for State-Space Representations" contact: valeri.sokolovski@hec.ca |
| Thursday, April 19 2007, 15h30 Room Sony |
Chris Riddell Queen's University "The Pitfalls of "Work-first" Welfare Reform Policies: Human Capital Accumulation in the Self-sufficiency Project" contact: valeri.sokolovski@hec.ca |
| Friday, April 20 2007, 10h Room Sony |
Edith Hotchkiss Boston College "Deal Behavior and the Trading of Newly Issued Corporate Bonds" contact: valeri.sokolovski@hec.ca |
| Thursday, April 26 2007, 15h30 Room Saine Marketing |
William L. Thomson University of Rochester "Children Crying at Birthday Parties. Why?" contact: valeri.sokolovski@hec.ca |
| Friday, April 27 2007, 10h Room Transat |
Peter Reinhard Hansen Stanford University "Subsampled Realised Kernels" contact: valeri.sokolovski@hec.ca |
| Wednesday, May 2 2007, 12h Room Xerox Canada |
Caio Ibsen Rodrigues de Almeida Getulio Vargas Foundation "The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model" contact: valeri.sokolovski@hec.ca |
| Thursday, May 3 2007, 10h Room Louis-Laberge |
Luca Benzoni Federal Reserve Bank of Chicago / University of Minnesota "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models" contact: valeri.sokolovski@hec.ca |
| Tuesday, May 8 2007, 10h Room Ernst & Young |
Bradley Paye Jones Graduate School of Management, Rice University "Portfolios of Estimated Portfolios: Combination Approaches to Estimating Optimal Portfolio Weights" contact: valeri.sokolovski@hec.ca |
| Thursday, May 10 2007, 15h30 Room Ernst & Young |
Stéfan Ambec INRA Grenoble "Welfare Criteria to Rank Lifesaving Drug Prices" contact: valeri.sokolovski@hec.ca |
| Tuesday, May 15 2007, 14h30 Room Ordre des CGA du Québec |
Hashmat Khan Carleton University "Investment Adjustment Costs: An Empirical Assessment" contact: valeri.sokolovski@hec.ca |
| Wednesday, June 13 2007, 15h Room Société canadienne des postes |
José Manuel Marqués Sevillano Banco de Espana "Uncertainty and the Price of Risk in a Nominal Convergence" contact: valeri.sokolovski@hec.ca |
Fall 2006 |
|
| Friday, August 25 2006, 14h Room Hélène-Desmarais |
Dominique Guégan École Normale Supérieure de Cachan "Prévisions non linéaires et chaos : Applications en économie et finance" contact: valeri.sokolovski@hec.ca |
| Thursday, September 7 2006, 15h30 Room Trudeau |
Rui Castro Université de Montréal "Legal Institutions, Sectoral Heterogeneity, and Economic Development" contact: valeri.sokolovski@hec.ca |
| Thursday, September 14 2006, 15h30 Room Xerox Canada |
Étienne Wasmer UQAM "The Economics of Prozac (Do employees really gain from strong employment protection?)" contact: valeri.sokolovski@hec.ca |
| Friday, September 15 2006, 10h30 Room Hélène-Desmarais |
Jianjun Miao Boston University "Investment, Consumption and Hedging under Incomplete Markets" contact: valeri.sokolovski@hec.ca |
| Tuesday, September 19 2006, 10h Room Hélène-Desmarais |
Martina Wilhelm ETH Zurich "Pricing financial derivatives in electricity markets" contact: valeri.sokolovski@hec.ca |
| Wednesday, September 20 2006, 12h Room Hélène-Desmarais |
Taoufik Bouezmarni Séminaire interne "Non Parametric Density Estimation for Positive Time Series" contact: valeri.sokolovski@hec.ca |
| Thursday, September 21 2006, 15h30 Room Hélène-Desmarais |
Nikolay Gospodinov Concordia University "Asymptotic and Bootstrap Tests for Linearity in a TAR-GARCH(1,1) Model with Near Unit Roots" contact: valeri.sokolovski@hec.ca |
| Friday, September 29 2006, 10h30 Room Hélène-Desmarais |
Amrita Nain McGill University "Corporate Risk Management in an Industry Setting: An Empirical Investigation" contact: valeri.sokolovski@hec.ca |
| Thursday, October 5 2006, 15h30 Room Xérox Canada |
Martin Uribe Duke University "Real Business Cycles in Emerging Countries" contact: valeri.sokolovski@hec.ca |
| Friday, October 6 2006, 10h30 Room Hélène-Desmarais |
Jason Wei Joseph L. Rotman School of Management "Is Systematic Risk Priced in Options?" contact: valeri.sokolovski@hec.ca |
| Thursday, October 19 2006, 15h30 Room Louis-Laberge |
Lutz Weinke Duke University "Firm-specific Capital and Welfare" contact: valeri.sokolovski@hec.ca |
| Thursday, October 26 2006, 15h30 Room Louis-Laberge |
Matteo Iacoviello Boston College "The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy" contact: valeri.sokolovski@hec.ca |
| Friday, October 27 2006, 10h CANCELED |
Anthony Sanders Ohio State University "Subordinations Levels in Structured Financing" contact: valeri.sokolovski@hec.ca |
| Friday, November 3 2006, 14h Room Marie-Husny |
René Garcia Université de Montréal "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns" contact: valeri.sokolovski@hec.ca |
| Friday, November 3 2006, 10h Room Hélène-Desmarais |
Robert McDonald Kellogg School of Management - Northwestern University "Portfolio Choice and Corporate Financial Policy When There Are Tax-Intermediating Dealers" contact: valeri.sokolovski@hec.ca |
| Thursday, November 9 2006, 15h30 Room Xérox Canada |
Tom Wiseman University of Texas at Austin "Reputation and Exogenous Private Learning" contact: valeri.sokolovski@hec.ca |
| Friday, November 10 2006, 10h Room Hélène-Desmarais |
Fan Yu University of California, Irvine "How Important is Option-Implied Volatility for Pricing Credit Default Swaps?" contact: valeri.sokolovski@hec.ca |
| Thursday, November 16 2006, 15h30 Room Xérox Canada |
Jeffrey S. Racine McMaster University "Nonparametric Estimation of Conditional CDF and Quantile Functions with Mixed Categorical and Continuous Data" contact: valeri.sokolovski@hec.ca |
| Friday, November 17 2006, 14h Room St-Hubert |
John Abowd Cornell University "New Measures of Human Capital and Work Force Productivity" contact: valeri.sokolovski@hec.ca |
| Friday, November 17 2006, 10h Room Hélène-Desmarais |
Rossen Valkanov Rady School of Management - University of California "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns" contact: valeri.sokolovski@hec.ca |
| Friday, November 24 2006, 10h Room CIBC |
John R. Conlon University of Mississippi "Should Central Banks Burst Bubbles? Some Microeconomic Issues" contact: valeri.sokolovski@hec.ca |
| Thursday, November 30 2006, 15h30 Room St-Hubert |
Alain Guay UQAM "Identification of Technology Shocks in Structural VARs" contact: valeri.sokolovski@hec.ca |
| Friday, December 1 2006, 10h Room Ordre des CGA |
François Derrien Joseph L. Rotman School of Management "Currying Favor to Win IPO Mandates" contact: valeri.sokolovski@hec.ca |
| Thursday, December 7 2006, 14h Room Trudeau Corporation |
Jean-Pierre Dubé University of Chicago Graduate School of Business "Do Switching Costs Make Markets Less Competitive?" contact: valeri.sokolovski@hec.ca |
| Friday, December 8 2006, 10h Room St-Hubert |
Joseph Chen University of Southern California "Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance" contact: valeri.sokolovski@hec.ca |
| Tuesday, December 19 2006, 15h Room Louis-Laberge |
Martin Boileau University of Colorado "Dynamics of the Current Account and Interest Differentials" contact: valeri.sokolovski@hec.ca |
Winter 2006 |
|
| Thursday, March 16 2006, 15h30 Room Standard Life 1 |
Nicolas Marceau UQAM "Concurrence fiscale et émergence de paradis fiscaux" contact: valeri.sokolovski@hec.ca |
| Friday, March 17 2006, 10h30 Room Louis-Laberge |
Alexander David Haskayne School of Business "Inflation Uncertainty, Asset Valuations, and Five Credit Risk Puzzles" contact: valeri.sokolovski@hec.ca |
| Thursday, March 23 2006, 15h30 Room Standard Life 1 |
Diego Garcia Tuck School of Business at Dartmouth "Noise and aggregation of information in large markets" contact: valeri.sokolovski@hec.ca |
| Wednesday, March 29 2006, 15h Room Sony |
Norman Schofield Washington University "The Mean Voter Theorem: Necessary and Sufficient Conditions for Equilibrium" contact: valeri.sokolovski@hec.ca |
| Friday, April 7 2006, 10h30 Room Louis-Laberge |
Pierluigi Balduzzi Boston College "Rebalancing Activity in 401 (k) Plans" contact: valeri.sokolovski@hec.ca |
| Wednesday, April 19 2006, 13h30 Room Sony |
Willem Van Zandweghe Carnegie Mellon University "On-the-job search, sticky prices, and persistence" contact: valeri.sokolovski@hec.ca |
| Thursday, April 20 2006, 15h30 Room Société canadienne des postes |
Yianis Sarafidis Yale University "Games with Time Inconsistent Players" contact: valeri.sokolovski@hec.ca |
| Friday, April 21 2006, 10h30 Room Louis-Laberge |
Jeffrey Pontiff Boston College "Investment Taxation and Portfolio Performance" contact: valeri.sokolovski@hec.ca |
| Wednesday, April 26 2006, 13h30 Room Louis-Laberge |
Leemore Dafny Kellogg School - Northwestern University "Do Report Cards Tell Consumers Anything They Don't Already Know? The Case of Medicare HMOs" contact: valeri.sokolovski@hec.ca |
| Friday, April 28 2006, 10h30 Room Louis-Laberge |
Christophe Perignon Simon Fraser University "Commonality in Liquidity: A Global Perspective" contact: valeri.sokolovski@hec.ca |
| Thursday, May 4 2006, 15h30 Room Louis-Laberge |
Elyès Jouini Paris-Dauphine "Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk-aversion" contact: valeri.sokolovski@hec.ca |
| Friday, May 5 2006, 10h30 Room Sony |
Ales Cerny Cass Business School - UK "Performance of Dynamic Hedging Strategies: The Tale of Two Trading Desks" contact: valeri.sokolovski@hec.ca |
| Thursday, May 11 2006, 10h30 Room Sony |
Eymen Errais Stanford University "Pricing multi-name credit derivatives: Beyond the Gaussian copula" contact: valeri.sokolovski@hec.ca |
| Friday, May 12 2006, 10h30 Room Sony |
Chung-Li Tseng University of Missouri-Rolla "A Framework Using Two-Factor Price Lattices for Generation Asset Valuation" contact: valeri.sokolovski@hec.ca |
Fall 2005 |
|
| Thursday, September 22 2005, 15h30 Room Hélène-Desmarais |
Michael Smart University of Toronto "Regional grants as pork barrel politics" contact: valeri.sokolovski@hec.ca |
| Tuesday, October 4 2005, 14h30 Room Demers Beaulne |
Juanyi Xu Simon Fraser University "Global Monetary Policy under a Dollar Standard" contact: valeri.sokolovski@hec.ca |
| Friday, October 7 2005, 10h30 Room Transat |
Sergei Sarkissian McGill University "Are there permanent valuation gains to overseas listing? Evidence from market sequencing and selection" contact: valeri.sokolovski@hec.ca |
| Thursday, October 13 2005, 15h30 Room Salle Transat |
Jean Boivin Columbia University Business School "DSGE Models in a Data-Rich Environment" contact: valeri.sokolovski@hec.ca |
| Friday, October 14 2005, 10h30 Room Transat |
David Lando Princeton University "Decomposing Swap Spreads" contact: valeri.sokolovski@hec.ca |
| Thursday, October 20 2005, 15h30 Room Transat |
Biung-Ghi Ju University of Kansas "Efficiency and Consistency for Locating Multiple Public Facilities" contact: valeri.sokolovski@hec.ca |
| Friday, October 28 2005, 10h30 Room Sony |
J. David Cummins Wharton School - University of Pennsylvania "Convergence and Contagion in the U.S. Banking and Insurance Industries: Evidence From Operational Risk Events" contact: valeri.sokolovski@hec.ca |
| Thursday, November 3 2005, 15h30 Room Transat |
William A. Pizer Resources for the futures "Indexed Regulation" contact: valeri.sokolovski@hec.ca |
| Friday, November 4 2005, 10h30 Room Van Houtte |
Ryan Davies Babson College "Portfolio Cross-autocorrelation Puzzles" contact: valeri.sokolovski@hec.ca |
| Friday, November 11 2005, 14h Room Salle Transat |
Sumon Majumdar Queen's University "On Institution Building" contact: valeri.sokolovski@hec.ca |
| Friday, November 11 2005, 10h30 Room Van Houtte |
Clemens Sialm Stephen M. Ross School/University of Michigan "Unobserved Actions of Mutual Funds" contact: valeri.sokolovski@hec.ca |
| Thursday, November 17 2005, 15h30 Room Salle Transat |
Diego Restuccia University of Toronto "On the Aggregate and Distributional Implications of TFP Differences across Countries" contact: valeri.sokolovski@hec.ca |
| Friday, November 18 2005, 14h Room Transat |
Margarida Duarte Federal Reserve Bank of Richmond "Nontradable Goods, Market Segmentation, and Exchange Rates" contact: valeri.sokolovski@hec.ca |
| Friday, November 18 2005, 10h30 Room Nancy & Michel-Gaucher |
Vefa Tarhan Loyola University Chicago "Cash Flow Sensitivities With Constraints" contact: valeri.sokolovski@hec.ca |
| Thursday, November 24 2005, 15h30 Room Transat |
Taoufik Bouezmarni Catholic University of Louvain "Asymmetric Kernel Density Estimators" contact: valeri.sokolovski@hec.ca |
| Friday, November 25 2005, 10h30 Room Transat |
Christiane Lemieux University of Calgary "Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulation in Finance" contact: valeri.sokolovski@hec.ca |
| Thursday, December 1 2005, 15h30 Room Transat |
André Kurmann UQAM "Credit Market Frictions and Capital Reallocation over the Business Cycle" contact: valeri.sokolovski@hec.ca |
| Friday, December 2 2005, 10h30 Room Nancy & Michel Gaucher |
Ilya Strebulaev Stanford University "Firm Size and Capital Structure" contact: valeri.sokolovski@hec.ca |
| Friday, December 9 2005, 14h30 CANCELED |
Nicolas Marceau UQAM "Efficacité de la concurrence fiscale et des paradis fiscaux" contact: valeri.sokolovski@hec.ca |
| Friday, December 9 2005, 10h30 Room Serge-Saucier |
Ernst Schaumburg Kellogg School of Management - Northwestern University "The Value of Equity Analysts' Target Prices" contact: valeri.sokolovski@hec.ca |
Winter 2005 |
|
| Friday, February 25 2005, 14h Room Xérox |
Gautam Gowrisankaran Washington University of St-Louis "Managed Care, Drug Benefits and Mortality: An Analysis of the Elderly" contact: valeri.sokolovski@hec.ca |
| Thursday, March 3 2005, 15h30 Room Xerox |
Richard Akresh University of Illinois at Urbana Champaign "Adjusting Household Structure: School Enrollment Impacts of Child Fostering in Burkina Faso" contact: valeri.sokolovski@hec.ca |
| Friday, March 4 2005, 13h30 Room Dutaillier |
Burton Hollifield Tepper School of Business - Carnegie Mellon "Financial Intermediation and the Costs of Trading in an Opaque Market" contact: valeri.sokolovski@hec.ca |
| Thursday, March 10 2005, 15h30 Room Transat |
Ulrich Doraszelski Harvard University "Learning-by-Doing, Organizational Forgetting, and Industry Dynamics" contact: valeri.sokolovski@hec.ca |
| Friday, March 11 2005, 13h30 Room Xerox |
Michaela Draganska Stanford University "Modeling Joint Pricing and Product Assortment Choices" contact: valeri.sokolovski@hec.ca |
| Friday, March 11 2005, 10h30 Room Xerox |
Jin-Chuan Duan University of Toronto "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises" contact: valeri.sokolovski@hec.ca |
| Wednesday, March 16 2005, 16h30 Room Société canadienne des postes |
Phelim Boyle University of Waterloo "Incomplete Markets: Specification Errors and Robustness" contact: valeri.sokolovski@hec.ca |
| Friday, March 18 2005, 10h30 Room Sony |
Jessica A. Wachter The Wharton School - University of Pennsylvania "A Consumption-based Model of the Term Structure of Interest Rates" contact: valeri.sokolovski@hec.ca |
| Thursday, March 24 2005, 15h30 Room Sony |
David Sahn Cornell University "Estimating the Consequences of Changes in Fertility on Child Health and Education in Romania: An Analysis Using Twins Data" contact: valeri.sokolovski@hec.ca |
| Wednesday, March 30 2005, 15h30 Room Standard Life 1 |
Lucas Davis University of Michigan "The Effect of Driving Restrictions on Air Quality in Mexico City" contact: valeri.sokolovski@hec.ca |
| Thursday, March 31 2005, 10h30 Room Transat |
John Maheu University of Toronto "How useful are historical data for forecasting the long-run equity premium?" contact: valeri.sokolovski@hec.ca |
| Friday, April 1 2005, 10h30 Room Transat |
Mark R. Huson University of Alberta "Do IPO Investors Get the Blues? Seasonal Affective Disorder and Initial Public Offerings" contact: valeri.sokolovski@hec.ca |
| Thursday, April 7 2005, 15h30 Room Transat |
Douglas J. Hodgson Université du Québec à Montréal "Models of Foreign Exchange Intervention: Estimation and Testing" contact: valeri.sokolovski@hec.ca |
| Friday, April 15 2005, 10h30 Room Transat |
Paolo Siconolfi Columbia University "Economies with Asymmetric Information and Individual Risk" contact: valeri.sokolovski@hec.ca |
| Thursday, April 21 2005, 15h30 CANCELED |
Frank Strobel University of Birmingham "Switching mortgages: a real options perspective" contact: valeri.sokolovski@hec.ca |
| Friday, April 22 2005, 10h30 Room Sony |
Timothy T. Simin The Pennsylvania State University "Do Growth Options Explain the Trend in Idiosyncratic Risk?" contact: valeri.sokolovski@hec.ca |
| Thursday, April 28 2005, 15h30 Room St-Hubert |
Christian M. Hafner Erasmus University Rotterdam "Semi-Parametric Modelling of Correlation Dynamics" contact: valeri.sokolovski@hec.ca |
| Friday, April 29 2005, 14h Room Serge-Saucier |
Mihkel M. Tombak Joseph L. Rotman School of Business "Firms are not all created equal: Location and Price competition with cost asymmetries" contact: valeri.sokolovski@hec.ca |
| Friday, April 29 2005, 10h30 Room Xerox Canada |
Vikas Agarwal Georgia State University "Why is Santa Claus so kind to hedge funds? The December bonanza puzzle!" contact: valeri.sokolovski@hec.ca |
| Thursday, May 5 2005, 15h30 Room Xerox Canada |
Lee Alston University of Colorado "On the Brazilian Road to Governance: Recovering from Economic and Political Shocks" contact: valeri.sokolovski@hec.ca |
| Friday, May 6 2005, 10h30 Room Xerox Canada |
Daniel Bergstresser Harvard University "Earnings Manipulation, Pension Assumptions, and Managerial Investment Decisions" contact: valeri.sokolovski@hec.ca |
Fall 2004 |
|
| Thursday, September 9 2004, 15h30 Room St-Hubert |
Rajshri Jayaraman University of Munich "Modelling Domestic Violence" contact: valeri.sokolovski@hec.ca |
| Thursday, September 23 2004, 15h30 Room Ordre des CGA du Québec |
Charles Corbett Anderson School of Business, UCLA "The Financial Impact of ISO 9000 Certification in the US: An Empirical Analysis" contact: valeri.sokolovski@hec.ca |
| Thursday, September 30 2004, 15h30 Room Ordre des CGA du Québec |
Meta Brown University of Wisconsin-Madison "Informal Care and the Division of End-of-Life Transfers" contact: valeri.sokolovski@hec.ca |
| Thursday, October 7 2004, 15h30 Room Ordre des CGA du Québec |
Christopher Ferrall Queen's University "Joint Production at the Workplace: Evidence from Norwegian Establishment Data" contact: valeri.sokolovski@hec.ca |
| Friday, October 8 2004, 10h30 Room St-Hubert |
Christian Gouriéroux University of Toronto "Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk" contact: valeri.sokolovski@hec.ca |
| Thursday, October 14 2004, 15h30 Room Ordre des CGA du Québec |
Bruce Shearer Université Laval "The Response to Worker Effort to Piece Rates: Evidence from a Field Experiment" contact: valeri.sokolovski@hec.ca |
| Friday, October 15 2004, 10h30 Room Ordre des CGA du Québec |
Kris Jacobs McGill University "Option Valuation with Volatility Components" contact: valeri.sokolovski@hec.ca |
| Friday, October 22 2004, 10h30 CANCELED |
Burton Hollifield Carnegie Mellon "Financial Intermediation and the Costs of Trading in an Opaque Market" contact: valeri.sokolovski@hec.ca |
| Friday, October 29 2004, 10h30 Room Sony |
Raman Uppal London Business School "How Inefficient are Simple Asset-allocation Strategies?" contact: valeri.sokolovski@hec.ca |
| Friday, October 29 2004, 10h30 Room St-Hubert |
Stéphane Chrétien Université Laval "Portfolio Performance Measurement: A No Arbitrage Bounds Approach" contact: valeri.sokolovski@hec.ca |
| Friday, November 5 2004, 14h Room Standard Life |
Vijayendra Rao The World Bank "Tokenism or Agency? The Impact of Women's Reservations on Panchayats in South India" contact: valeri.sokolovski@hec.ca |
| Friday, November 12 2004, 14h Room Hélène-Desmarais |
Mark Duggan University of Maryland "The Distortionary Effects of Government Procurement: Evidence from Medicaid Prescription Drug Purchasing" contact: valeri.sokolovski@hec.ca |
| Friday, November 12 2004, 10h30 Room Hélène-Desmarais |
Murray Carlson The University of British Columbia "Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance" contact: valeri.sokolovski@hec.ca |
| Friday, November 19 2004, 14h Room Xérox Canada |
Michael Greenstone MIT "Does Hazardous Waste Matter? Evidence from the Housing Market and the Superfund Program" contact: valeri.sokolovski@hec.ca |
| Friday, November 19 2004, 10h30 Room Hélène-Desmarais |
Xavier Gabaix MIT "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market" contact: valeri.sokolovski@hec.ca |
| Thursday, November 25 2004, 15h30 Room Ordre des CGA du Québec |
Susumu Imai Concordia Universitiy "Crime and Young Men: The Role of Arrest, Criminal Experience and Heterogeneity" contact: valeri.sokolovski@hec.ca |
| Thursday, December 2 2004, 15h30 Room Hélène-Desmarais |
Arianna Degan Université du Québec à Montréal "Do Citizens Vote Sincerely (If They Vote at All)? Theory and Evidence from U.S. National Elections" contact: valeri.sokolovski@hec.ca |
| Thursday, December 9 2004, 15h30 Room Hélène-Desmarais |
Paul Makdissi Université de Sherbrooke "Socially-Improving Tax Reforms" contact: valeri.sokolovski@hec.ca |
Winter 2004 |
|
| Friday, January 16 2004, 9h Room Hélène-Desmarais |
Michel Crouhy Banque CIBC "Développements récents dans la gestion du risque de crédit" contact: valeri.sokolovski@hec.ca |
| Tuesday, March 2 2004, 13h30 Room Transat |
Stanley E. Zin Carnegie Mellon University - GSIA "Generalized Disappointment Aversion and Asset Prices" contact: valeri.sokolovski@hec.ca |
| Thursday, March 4 2004, 15h30 Room Transat |
Izabela Jelovac Maastricht University "Internationally-based price regulation and price negotiation patterns" contact: valeri.sokolovski@hec.ca |
| Tuesday, March 9 2004, 13h30 Room Hélène-Desmarais |
Mark Loewenstein Boston University "The Limits of Investor Behavior" contact: valeri.sokolovski@hec.ca |
| Thursday, March 11 2004, 15h30 Room Hélène-Desmarais |
Franklin Allen Wharton School - U. of Pennsylvania "Law, Finance and Economic Growth in China" contact: valeri.sokolovski@hec.ca |
| Thursday, March 18 2004, 15h30 Room Hélène-Desmarais |
Audra Bowlus Western Ontario "Domestic Violence, Employment and Divorce" contact: valeri.sokolovski@hec.ca |
| Tuesday, March 23 2004, 13h30 Room Hélène-Desmarais |
Robert Jarrow Cornell Universitiy "Capital Structure and the Present Value of a Firm's Investment Opportunities: A Reduced Form Credit Risk Perspective" contact: valeri.sokolovski@hec.ca |
| Thursday, March 25 2004, 15h30 Room Hélène-Desmarais |
David Kelly University of Miami "Economic Growth and the Environment: Theory and Facts" contact: valeri.sokolovski@hec.ca |
| Tuesday, April 13 2004, 13h30 Room Hélène-Desmarais |
François Derrien University of Toronto "Quid Pro Quo in IPOs: Why Book-building is Dominating Auctions" contact: valeri.sokolovski@hec.ca |
| Tuesday, April 20 2004, 13h30 Room Hélène-Desmarais |
Domenico Cuoco Wharton University of Pennsylvania "An Analysis of VaR-based Capital Requirements" contact: valeri.sokolovski@hec.ca |
| Thursday, April 22 2004, 15h30 Room Hélène-Desmarais |
Caroline M. Hoxby Harvard University "Our Favorite Method of Redistribution: School Spending Equality, Income Equality, and Growth" contact: valeri.sokolovski@hec.ca |
| Thursday, April 29 2004, 15h30 Room Hélène-Desmarais |
Duncan Thomas UCLA "Causal effect of health on labor market outcomes: Evidence from a random assignment iron supplementation intervention" contact: valeri.sokolovski@hec.ca |
| Thursday, May 13 2004, 15h30 Room Société canadienne des postes |
Daniel A. Ackerberg UCLA and NBER "Unobserved Product Differentiation in Discrete Choice Models: Estimating Price Elasticities and Welfare Effects" contact: valeri.sokolovski@hec.ca |
Fall 2003 |
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| Thursday, September 11 2003, 15h30 Room Sony |
Daniel Parent Université McGill "Education and Smoking: Were Vietnam War Draft Avoiders Also More Likely to Avoid Smoking?" contact: valeri.sokolovski@hec.ca |
| Tuesday, September 16 2003, 15h30 Room Transat |
Peter Christoffersen McGill University "Option Valuation with Conditional Skewness" contact: valeri.sokolovski@hec.ca |
| Thursday, September 18 2003, 15h30 Room Quebecor |
Pietro Veronesi University of Chicago "Stock Prices and IPO Waves" contact: valeri.sokolovski@hec.ca |
| Thursday, September 18 2003, 15h30 Room Standard Life 1 |
Martin Boileau University of Colorado at Boulder "Inventories, Sticky Prices, and the Propagation of Nominal Shocks" contact: valeri.sokolovski@hec.ca |
| Tuesday, September 23 2003, 10h30 Room Louis-Laberge |
Daniel A. Rogers Portland State University "Does Fuel Hedging Make Economic Sense? The Case of the US Airline Industry" contact: valeri.sokolovski@hec.ca |
| Thursday, September 25 2003, 15h30 Room Sony |
Diego Restuccia University of Toronto "Policy Distortions and Aggregate Productivity with Heterogeneous Plants" contact: valeri.sokolovski@hec.ca |
| Thursday, October 2 2003, 15h30 Room Sony |
Paul Beaudry University of British columbia "Globalization, Gains from Specialization and the World Distribution of Output" contact: valeri.sokolovski@hec.ca |
| Thursday, October 9 2003, 15h30 Room Sony |
Jennifer Hunt Université de Montréal "Trust and Bribery: The Role of the Quid Pro Quo and the Link with Crime" contact: valeri.sokolovski@hec.ca |
| Tuesday, October 14 2003, 15h30 Room Xerox Canada |
Paul Glasserman Columbia University "Monte Carlo Methods for Portfolio Credit Risk" contact: valeri.sokolovski@hec.ca |
| Thursday, October 16 2003, 15h30 Room Louis-Laberge |
Jean-Marie Dufour Université de Montréal "Testing Black's CAPM with Possibly Non-Gaussian Error Distributions: An Exact Simulation-Based Approach" contact: valeri.sokolovski@hec.ca |
| Tuesday, October 21 2003, 15h30 Room Sony |
Terrence John Hendershott Berkeley University of California "Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation" contact: valeri.sokolovski@hec.ca |
| Thursday, October 23 2003, 15h30 Room Sony |
Robert Town University of Minnesota "Causality and the Volume-Outcome Relationship in Surgery" contact: valeri.sokolovski@hec.ca |
| Tuesday, October 28 2003, 10h30 Room Xérox Canada |
Thierry Foucault HEC France "Does Anonymity Matter in Electronic Limit Order Markets?" contact: valeri.sokolovski@hec.ca |
| Thursday, October 30 2003, 15h30 Room Sony |
Shannon Seitz Queen's University "Consumption Inequality and Intra-Household Allocations" contact: valeri.sokolovski@hec.ca |
| Thursday, October 30 2003, 10h30 Room Transat |
Jin Chuan Duan Rotman School of Management - U. of Toronto "Executive Stock Options and Incentive Effects due to systematic Risk" contact: valeri.sokolovski@hec.ca |
| Tuesday, November 4 2003, 15h30 Room Transat |
Javier de Frutos University of Valladolid "Implicit-explicit Runge-Kutta methods for financial derivatives pricing models" contact: valeri.sokolovski@hec.ca |
| Thursday, November 6 2003, 15h30 Room Van Houtte |
Ig Horstmann Rotman School of Management - U. of Toronto "Agency Contracts with Long-Term Customer Relationships" contact: valeri.sokolovski@hec.ca |
| Tuesday, November 11 2003, 15h30 Room Transat |
Luc Wathieu Harvard Business School "Privacy, Exposure and Price Discrimination" contact: valeri.sokolovski@hec.ca |
| Friday, November 14 2003, 10h30 Room Samson Bélair Deloitte Touche |
Christian Gouriéroux Centre Recherche en Économie et Statistique "Spred Term Structure and Default Correlation" contact: valeri.sokolovski@hec.ca |
| Thursday, November 20 2003, 15h30 Room Transat |
Jean Boivin Columbia University "Measuring the Effects of Monetary Policy: A factor-Augmented Vector Autoregressive (FAVAR) Approach" contact: valeri.sokolovski@hec.ca |
| Tuesday, November 25 2003, 15h30 Room Transat |
Jan Ericsson McGill University "Accounting Transparency and the Implied Volatility Smile" contact: valeri.sokolovski@hec.ca |
| Thursday, November 27 2003, 15h30 Room Transat |
Bruno Versaevel E.M.LYON "Conflict and Cooperation on R&D Markets" contact: valeri.sokolovski@hec.ca |
| Thursday, December 4 2003, 15h30 Room Transat |
Anna Pavlova Massachusetts Institute of Technology (MIT "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management" contact: valeri.sokolovski@hec.ca |
| Tuesday, December 9 2003, 15h30 Room Transat |
Tano Santos University of Chicago "The Time Series of the Cross Section of Asset Prices" contact: valeri.sokolovski@hec.ca |
| Thursday, December 11 2003, 15h30 Room Transat |
Damien de Walque The World Bank "How Does the Impact of an HIV/AIDS Information Campaign Vary with Educational Attainment? Evidence from Rural Uganda" contact: valeri.sokolovski@hec.ca |
