Finance Research Seminar

 Fall Term 2019

Guillaume Vuillemey, HEC Paris
"The Private Production of Safe Assets"
Host: Angelo Ranaldo

Thierry Foucault, HEC Paris
"Inventory Management, Dealers' Connections, and Prices in OTC Markets"
Host: Angelo Ranaldo

Alexandra Niessen-Ruenzi, University of Mannheim
"The Long-lasting Effects of Experiencing Communism on Attitudes towards Financial Markets"
Host: Felix von Meyerinck

Michael Halling, Stockholm School of Economics
"Valuation ratios and shape predictability in the distribution of stock returns"
Host: Markus Schmid

Lukas Schmid, Duke University
"Benchmark interest rates when the government is risky"
Host: Markus Schmid

Stephen H. Penman, Columbia University
"An Accounting-based Asset Pricing Model and a Fundamental Factor"
 

Tim Kroencke, University of Neuchatel
"Recessions and the Stock Market"
Host: Roland Füss

Martin Thomas Hibbeln, University Duisburg-Essen

Host: Christian Biener

Paul Smeets, Maastricht University

Host: Sebastian Utz

Lorenz Kueng, Northwestern University & University of Lugano

Host: Matthias Weber 

Michael Weber, University of Chicago

Host: Markus Schmid           

Renée Adams, University of Oxford

Host: Felix von Meyerinck          

 Spring Term 2019

Frank Heinemann, Technical University of Berlin
"An Experimental Test of the Global-Game Selection in Games with Asymmetric Players"
Host: Matthias Weber

George Tauchen, Duke University
"Jump Factor Models in Large Cross-Sections"
Host: Angelo Ranaldo

Christiane Hellmanzik, Technical University of Dortmund

Host: Roland Füss

Peter Bossaerts, University of Melbourne
"Does Imperfect Foresight Matter After All?"
Host: Matthias Weber

Toni Ahnert, Bank of Canada
"Loan Insurance, Adverse Selection and Screening"
Host: Christoph Aymanns

Lars Hornuf, University of Bremen
"Paralyzed by shock: The portfolio formation behavior of peer-to-business lending investors"
Host: Martin Brown

Maximilian von Ehrlich, University of Bern
"Housing supply reactions to rent vs. price changes: The role of capitalization rates and regulation"
Host: Roland Füss

Tony Klein, Queen's University
"The Impact of SHFE's Night Trading Session on Commodity Futures Markets"
Host: Thomas Walther

Tim Eisert, Erasmus University
"Credit Misallocation and Inflation in Europe"
Host: Martin Brown

Philipp Krueger, University of Geneva
"Institutional Investors' Views and Preferences on Climate Risk Disclosure"
Host: Markus Schmid

Clemens Sialm, University of Texas at Austin
"Out of Sight No More? The Effect of Fee Disclosures on 401 (k) Investment Allocations"
Host: Florian Weigert