Guest Seminar 2010-2019
Browse the archives below to find information and working papers from past guest seminars hosted by the department of finance.
09/07/2018 | Emil Verner, MIT "Household Debt Revaluation and the Real Economy: Evidence from a Foreign Currency Debt Crisis" |
09/14/2018 | Sheridan Titman, University of Texas "Urban Vibrancy and Firm Value Creation" |
09/21/2018 | Andrea Eisfeldt, UCLA "Human Capitalists" |
09/28/2018 | Leonid Kogan, MIT "Technological Innovation and the Distribution of Labor Income Growth" |
10/19/2018 | Gilles Chemla, Imperial College "Equilibrium Counterfactuals: Counterfactuals: Joint Estimation and Control in Structural Models" |
11/30/2018 | Jaroslav Borovicka, NYU "Risk Premia and Unemployment Fluctuations" |
01/25/2019 | Elisabeth Kempf, Harvard Busines School "Partisan Professionals: Evidence from Credit Rating Analysts" |
02/08/2019 | Adrien Verdelhan, MIT "The Term Structure of Currency Carry Trade Risk Premia" |
02/15/2019 | Jonathan Zinman, Dartmouth College "We are all behavioral, more or less: Measuring and using consumer-level behavioral sufficient statistics" |
02/22/2019 | Victoria Ivashina, Harvard Business School "Weak Credit Covenants" |
03/01/2019 | Andres Liberman "Evidence from Consumer Credit Markets" |
03/08/2019 | Antony DeFusco, University of Wisconsin-Madison "Regulating Household Leverage" |
03/29/2019 | Nick Bloom, Stanford University "What Triggers Stock Market Jumps?" |
04/05/2019 | Carolin Pflueger, University of Chicago "Macroeconomic Drivers of Bond and Equity Risks" |
04/19/2019 | Adofo De Motta, McGill University "Risk-Taking and Coordination Failures" |
04/26/2019 | Jonathan Berk, Stanford University "Regulation of Charlatans in High-Skill Professions" |
09/07/2017 | Martin Schmalz, University of Michigan "Why) do central banks care about their profits?" |
09/22/2017 | Jianjun Miao, Boston University " Asset Bubbles and Monetary Policy" |
09/29/2017 | Nina Boyarchenko, Federal Reserve Bank of New York "Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets" |
11/03/2017 | Ron Kaniel, University of Rochester "Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts" |
11/17/2017 | Giorgia Piacentino, Columbia University "Money Runs" |
03/23/2018 | Urban Jermann, University of Pennsylvania "Negative Swap Spreads and Limited Arbitrage" |
03/30/2018 | Toni Whited, University of Michigan "Information Distortion, R&D, and Growth" |
04/06/2018 | Owen Zidar, Princeton University "Who Profits from Patents? Rent-sharing at Innovative Firms" |
04/13/2018 | Ramana Nanda, Harvard "House Money and Entrepreneurship" |
04/20/2018 | Kelly Shue, Yale "Leverage-Induced Fire Sales and Stock Market Crashes" |
09/16/2016 | Xiaoyun Yu, Indiana "Transporting Transparency: Director Foreign Experience and Corporate Information Environment" |
10/07/2016 | Nobu Kiyotaki, Princeton "The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities" |
11/11/2016 | Ohad Kadan, Washington Estimating the Value of Information |
11/18/2016 | Nicolas Crouzet, Northwestern "Default, Debt Maturity and Investment Dynamics" |
12/09/2016 | David Sraer, Berkeley "Aggregating Well-Identified Estimates of Capital Constraints" |
03/10/2017 | David Yermack, NYU "Ambiguity and The Trade-Off Theory of Capital Structure" |
03/31/2017 | Stijn Van Nieuwerburgh, NYU "A Macroeconomic Model with Financially Constrained Producers and Intermediaries" |
04/07/2017 | Brent Neiman, Chicago "Unpacking Global Capital Flows: A Micro-Data Approach to Macro Facts" |
04/14/2017 | Manuel Adelino, Duke "Are Lemons Sold First? Dynamic Signaling in the Mortgage Market" |
04/28/2017 | Stefano Giglio, Chicago "Inference on Risk Premia in the Presence of Omitted Factors" |
05/05/2017 | Lorenzo Garlappi, UBC "The Carry Trade and Uncovered Interest Parity when Markets are Incomplete" |
09/18/2015 | Edward Prescott, Arizona State University "Equilibrium with Mutual Organizations in Adverse Selection Economies" |
10/02/2015 | Christopher Polk, London School of Economics "A Tug of War: Overnight Versus Intraday Expected Returns" |
10/09/2015 | Seth Pruitt, Arizona State University "Estimating Market Risk Factors Incorporating Stock Characteristics" |
10/16/2015 | Joan Farre-Mensa, Harvard Business School "The Bright Side of Patents" |
11/20/2015 | Sriya Anbil, Federal Reserve "Managing Stigma During a Financial Crisis" |
12/11/2015 | Marcus Opp, University of California Berkeley "Macroprudential Bank Capital Regulation in a Competitive Financial System" |
12/18/2015 | Gian Luca Clementi, New York University, Stern School of Business "Investment and The Cross–Section of Equity Returns" |
03/25/2016 | Itay Goldstein, University of Pennsylvania "Commodity Financialization: Risk Sharing and Price Discovery in Commodity Futures Markets" |
04/01/2016 | Paige Ouimet, University of North Carolina "Going Entrepreneurial? IPOs and New Firm Creation" |
04/08/2016 | Dimitri Vayanos, London School of Economics and Political Science "Asset Management Contracts and Equilibrium Prices" |
04/22/2016 | Philipp Schnabl, New York University "Asset Price Dynamics in Partially Segmented Markets" |
05/06/2016 | Hanno Lustig, Stanford "National Income Accounting When Firms Insure Workers" |
9/5/2014 | Annette Vissing-Jorgensesn, University of California, Berkeley "Stock Returns over the FOMC Cycle" |
9/12/2014 | Geoffrey Tate, University of North Carolina – Chapel Hill
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9/26/2014 | Lucian Taylor, Wharton, University of Pennsylvania "Intangible Capital and the Investment-q Relation" |
10/3/2014 | Howard Kung, London Business School "Government Maturity Structure Shocks" |
10/10/2014 | Tyler Muir, Yale "Financial Crises and Risk Premia" |
10/17/2014 | Jonathan Karpoff, University of Washington "The Value of Foreign Bribery to Bribe Paying Firms" |
10/31/2014 | Liyan Yang, Rotman School of Management, University of Toronto "Good Disclosure, Bad Disclosure" |
11/7/2014 | Shmuel Baruch, The University of Utah "Fleeting Orders" |
11/14/2014 | Barney Hartman-Glaser, University of California, Los Angeles "Dynamic Agency and Real Options" |
11/21/2014 | Bill Wilhelm, University of Virginia "Investment-Banking Relationships: 1933-2007" |
3/27/2015 | Andrew Ang, Columbia University "Estimating Private Equity Returns from Limited Partner Cash Flows" |
4/3/2015 | Adriano Rampini, Duke University "Household Risk Management" |
4/17/2015 | Guillermo Ordonez, University of Pennsylvania "Debt Crises: For Whom the Bells Tolls" |
5/1/2015 | Lukas Schmid, Duke University "Competition, Markups, and Predictable Returns" |
9/6/13 | Yuri Tserlukevich, Arizona State University Idiosyncratic Cash Flows and Systematic Risk |
9/13/13 | Utpal Bhattacharya, Kelley School of Business, Indiana University The Dark Side of ETFs and Index Funds |
9/20/13 | Dean Corbae, Wisconsin School of Business, University of Wisconsin Capital Requirements in a Quantitative Model of Banking Industry Dynamics |
9/27/13 | Bryan Kelly, Booth School of Business, University of Chicago "Firm Volatility in Granular Networks" |
10/10/13 | Matteo Maggiori, Stern School of Business, NYU |
11/15/13 | Vito Gala, London School of Business "Measuring Marginal q" |
11/22/13 | Alexander Gorbenko, London School of Business "Means of Payment and Timing of Mergers and Acquisitions in a Dynamic Economy" |
12/4/13 | Peter DeMarzo, Stanford Business School "Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives" |
12/13/13 | Adair Morse, Booth School of Business, University of Chicago "Lawyers in the Executive Suite: The Value of Gatekeepers as Internal Governance" |
3/28/14 | Michael Roberts, Wharton School of Business, University of Pennsylvania "How Does Government Debt Affect Corporate Financial and Investment Policies?" |
4/4/14 | Mark Leary, Olin Business School, Washington University in St. Louis "Do Investors Value Dividend Smoothing Stocks Differently?" |
4/18/14 | Neng Wang, Columbia Business School "Investment, Liquidity, and Financing under Uncertainty" |
4/25/14 | Igor Makarov, London Business School "Arbitrage Trading with Marking-to-market and Price Impact" |
5/2/14 | Harrison Hong, Princeton "Count Models of Social Networks in Finance" |
9/14/12 | Avri Ravid, Yeshiva University "Intellectual Property Contracts: Theory and Evidence from Screenplay Sales" |
9/21/12 | Mike Weisbach, Ohio State "Financing-Motivated Acquisitions" |
10/05/12 | Hamid Mohtadi, University of Wisconsin "Does Transparency Reduce Financial Volatility?" |
10/12/12 | Rui Albuquerque, Boston University "Understanding the Equity-premium and Correlation Puzzles" |
10/19/12 | David Frankel, Iowa State "Securitization and Banking Competition" |
11/16/12 | Paolo Pasquariello, University of Michigan "Financial Market Dislocations" |
11/30/12 | Carola Frydman, Boston University "Economic Effects of Runs on Early 'Shadow Banks': Trust Companies and the Impact of the Panic of 1907" |
1/11/13 | Michael Gofman, University of Wisconsin-Madison "Efficiency and Stability of a Financial Architecture with Too Interconnected To Fail Institutions" |
3/08/13 | Konstantin Milbradt, Massachusetts Institute of Technology |
3/29/13 | Vincenzo Quadrini, University of Southern California |
4/10/13 | Kai Li, University of British Columbia |
4/12/13 | Ian Martin, Stanford |
4/19/13 | Charlie Hadlock, Michigan State |
4/26/13 | Kent Daniel, Columbia University |
5/3/13 | Jeff Brown, University of Illinois |
9/9/11 | Paola Sapienza, Northwestern University "Time Varying Risk Aversion" |
9/16/11 | Andrew Hertzberg, Columbia University "Exponentia Individuals, Hyperbolic Households" |
9/23/11 | David Backus, NYU "Sources of Entropy in Representative Agent Models" |
11/17/11 | Raman Uppal, London Business School "Asset Prices in General Equilibrium with Transactions Costs and Recursive Utility" |
12/2/11 | Arthur Korteweg, Stanford University "Structural Models of Capital Structure: A Framework for Model Evaluation and Testing" |
12/9/11 | Sergei Davidenko, Rotman "A Market-Based Study of the Cost of Default" |
1/20/12 | Andrey Malenko, MIT "Optimal Design of Internal Capital Markets" |
2/10/12 | Lars Lochstoer, Columbia "Parameter Learning in General Equilibrium: The Asset Pricing Implications" |
2/24/12 | Simon Gervais, Duke University "The Industrial Organization of Money Management" |
3/2/12 | Annamaria Lusardi, Dartmouth University "Financial Literacy Around the World" |
3/23/12 | Radha Gopalan, Washington University "The Optimal Duration of Executive Compensation: Theory and Evidence" |
3/30/12 | Stefan Nagel, Stanford University "Sizing Up Repo" |
4/20/12 | Ross Levine, Brown University "Does Entrepreneurship Pay?" |
9/10/10 | Ivo Welch "Why I do not Understand Capital Structure Research" |
9/17/10 | Jeffrey Wurgler "The Effect of Reference Point Prices on Mergers and Acquisitions" |
10/1/10 | Richmond Mathews "Doing Battle with Short Sellers: The Role of Blockholders in Bear Raids" |
11/12/10 | Scott Joslin "Rare Disasters and Risk Sharing with Heterogeneous Beliefs" |
11/19/10 | Daniel Paravisini "Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data" |
12/10/10 | Viral Acharya, NYU "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk" |
2/16/11 | Florian Heider "Risk-sharing or risk-taking? Hedging, margins and incentives" |
2/25/11 | Han Ozsoylev "Asset Pricing in Large Information Networks" |
4/8/11 | Effi Bemelech "The Adjustment of Labor and Capital to Financial Constraints" |
4/15/11 | Bruce Carlin "Competition and Transparency in Financial Markets" |
4/22/11 | Ralph Koijen "Equity Yields" |
5/6/11 | Phillip Illeditsch "Beliefs about Inflation and the Term Structure of Interest Rates" |
10/9/09 | Sumit Agarwal, Federal Reserve Bank of Chicago Do Financial Counseling Mandates Improve Mortgage Choice and Performance? Evidence from a Legislative Experiment |
10/9/09 | Murray Carlson, University of British Columbia "SEO Risk Dynamics" |
10/16/09 | Paul Vaaler, Carlson School of Management "Legal System and Rule of Law Effects on US Cross-Listing to Bond by Emerging Market Firms" |
10/30/09 | Nicolae Gârleanu, University of California, Berkeley "Margin-Based Asset Pricing and Deviations from the Law of One Price" |
11/13/09 | Sergey Tsyplakov, The University of South Carolina |
11/20/09 | Mikhail Chernov, London Business School "Disasters Implied by Equity Index Options" |
12/4/09 | Terrance Odean, University of California, Berkeley "Once Burned, Twice Shy: How Pride and Regret Affect the Repurchase of Stocks Previously Sold" |
12/11/09 | Henrik Cronqvist, Claremont McKenna College "Nature or Nurture: What Determines Investor Behavior?" |
3/26/10 | Ravi Bansal, Duke University "Temperature, Aggregate Risk, and Expected Returns" |
4/2/10 | Tom Noe, University of Oxford "Shareholder Democracy and its Discontents: Outrage, Captured Boards, and the Veil of Ignorance" |
4/9/10 | Gustavo Manso, MIT "Macroeconomic Risk and Debt Overhang" |
4/16/10 | Wei Xiong, Princeton University "Financing Speculative Booms" |
4/30/10 | Patrick Bolton, Columbia "A Unified Theory of Tobin’s q, Corporate Investment, Financing, and Risk Management" |