Research Seminars, 2010-2011:
• September 1, 2010 : Enrique Schroth (University of Amsterdam)
Title: "Search Frictions and the Illiquidity of Large Blocks of Shares"
• September 29, 2010 : Markus Brunnermeier (Princeton)
Title: "The I-Theory of Money"
Link to the paper...
• October 6, 2010: Pierre Collin-Dufresne (Columbia)
Title: "On the relative pricing of long maturity S&P 500 index options and CDX tranches"
Link to the paper...
• October 20, 2010: Bernard Dumas (INSEAD)
Title: "Incomplete-Market Equilibria Solved Recursively on an Event Tree"
Link to the paper...
• November 10, 2010 : David Laibson (Harvard)
Note: Special time: 12.00-1.00 pm!
Title: "Natural Expectations and Asset Pricing"
Link to the paper
Read more...
• December 1, 2010 : Enrico Perotti (University of Amsterdam and DSF)
Title: "What Basel III Misses: Regulation and Liquidity Risk"
Link to the paper...
Link to Enrico Perotti's VoxEU website
• December 15, 2010: Dirk Jenter (Stanford GSB)
Title: "Performance-Induced CEO Turnover"
Link to the paper...
Read more...
• January 19, 2011: Albert Menkveld (VU Amsterdam)
Title: "Middle-Men in Limit Order Markets"
Link to the paper...
• February 9, 2011: Francesca Cornelli (London Business School)
Title: "Monitoring Mangers: Does it Matter?"
Link to the paper...
• February 23, 2011: Erasmo Giambona (University of Amsterdam)
Title: "Collateral and the Real Effects of Leverage: Theory and Experimental Evidence"
Link to the paper...
• March 9 2011: Lauren Cohen (Harvard Business School)
Title: "Complicated Firms"
Link to the paper...
• March 23, 2011: Tim Jenkinson (Oxford)
Title: "Who Benefits from the Leverage in LBOs?"
Link to the paper...
• April 6, 2011: Jon Danielsson (LSE)
Title: "Balance Sheet Capacity and Endogenous Risk"
Link to the paper...
• May 11, 2011: Tomasz Piskorsky (Columbia)
Title: "Mortgage Modification and Strategic Default: Evidence from a Legal Settlement with Countrywide"
Link to the paper...
• May 18, 2011: Holger Mueller (NYU)
Title: "Legal Investor Protection and Takeovers"
Link to the paper...
• June 1, 2011: Murillo Campello (U Illinois - Urbana Champaign)
Title: "Is the Stock Market a Side Show: Evidence from a Structural Reform"
Link to the paper...
• June 15, 2011: Wei Xiong (Princeton)
Title: "The Financialization of Commodities"
Link to the paper...
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