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Past seminars

DateTimeEventVenue
7 Jun 2018 1:00 PM - 2:15 PM

Emanuele Tarantino (University of Mannheim)

"Trade Credit and Competition in Downstream Markets" (joint with Mariassunta Giannetti and Nicolas Serrano Velarde)

GC305
17 May 2018 1:00 PM - 2:15 PM

Stan Zin (NYU)

"Identifying monetary policy in macro-finance models"

GC305
17 Apr 2018 1:00 PM - 2:30 PM

Ian Martin (LSE)

"The Quanto Theory of Exchange Rates"

GC305
20 Mar 2018 1:00 PM - 2:15 PM

Will Goetzmann (Yale)

"Negative Bubbles: What happens after a crash" (joint with Dasol Kim)

GC305
19 Mar 2018 2:30 PM - 3:45 PM

Kelly Shue (Yale)

"Money Illusion in Asset Pricing" (joint with Richard R. Townsend)

GC305
7 Feb 2018 1:00 PM - 2:15 PM

Ansgar Walther (University of Warwick)

"Does Size Matter? Bailouts with Large and Small Banks [PDF 1,065KB]"

GC305
1 Feb 2018 1:00 PM - 2:15 PM

Ioannis Branikas (Princeton University)

"Advertising Exposure and Portfolio Choice: Estimates Based on Sports Sponsorships [PDF 764KB]"

GC305
18 Jan 2018 1:00 PM - 2:15 PM

Jeroen Daldeop (University of Cambridge)

"Estimating Policy Functions Implicit in Asset Prices"

GC305
15 Jan 2018 1:00 PM - 2:15 PM

Andre Silva (Cass Business School)

"Strategic Liquidity Mismatch and Financial Sector Stability"

GC305
12 Jan 2018 1:00 PM - 2:15 PM

Paola Pederzoli (University of Geneva and Swiss Finance Institute)

"Crash Risk in Individual Stocks [PDF 741KB]"

GC305
11 Jan 2018 1:00 PM - 2:15 PM

Martijn F. Boons (Nova School of Business and Economics)

"Value Timing: Risk and Return Across Asset Classes"

GC305
11 Dec 2017 2:30 PM - 3:45 PM

Karl Schmedders (University of Zurich)

"Re-Use of Collateral: Leverage, Volatility, and Welfare [PDF 449KB]"

GC305
6 Dec 2017 1:00 PM - 2:15 PM

Pasquale Della Corte (Imperial College)

"Currency Mispricing and Dealer Balance Sheets"

 

GC305
4 Dec 2017 2:30 PM - 3:45 PM

Tarun Ramadorai (Imperial College London)

"Predictably Unequal? The Effects of Machine Learning on Credit Markets"

GC305
20 Nov 2017 2:30 PM - 3:45 PM

Juliane Begenau (Stanford)

"Financial Regulation in a Quantitative Model of the Modern Banking System"

GC305
15 Nov 2017 1:00 PM - 2:15 PM

Enrique Schroth (Cass)

"Liquidity Provision on the Secondary Market for Private Equity Fund Stakes"

GC305
13 Nov 2017 2:30 PM - 3:45 PM

Ian Dew-Becker (Northwestern University)

"How do investors perceive the risks from macroeconomic and financial uncertainty? Evidence from 19 option markets"

GC305
6 Nov 2017 1:00 PM - 2:15 PM

Andreas Fuster (New York FED)

"Home Price Expectations and Behavior: Evidence from a Randomized Information Experiment"

GC305
18 Oct 2017 1:00 AM - 2:15 AM

Max Bruche (Cass Business School)

"Pipeline Risk in Leveraged Loan Syndication" (joint with Fredric Malherbe and Ralf R. Meisenzahl)

GC305
9 Oct 2017 2:30 PM - 3:45 PM

Juanita Gonzales-Uribe (LSE)

"How Sensitive is Young Firm Investment to the Cost of Outside Equity? Evidence from a UK Tax Relief"

GC305
2 Oct 2017 2:30 PM - 3:45 PM

Frederic Malherbe (London Business School)

"A positive analysis of bank behaviour under capital requirements"

GC305
10 Jul 2017 1:00 PM - 2:30 PM

Debraj Ray (New York University)

Title: TBA

GC305
8 Jun 2017 1:00 PM - 2:15 PM

Davide Cantoni (Munich University)
"The Effects of Anticipated Election Closeness on Voter Turnout"

GC601
6 Jun 2017 1:00 PM - 2:00 PM

Alex Kontoghiorghes (QMUL - PhD Student)

"Pricey Puts and Return Predictability"

 

GC305
31 May 2017 12:00 PM - 1:00 PM

Chuanping Sun (QMUL - PhD student)
"Model selection with spurious factors in an SDF setting"

GC604
22 May 2017 1:00 PM - 2:15 PM

Johan Hombert (HEC)
"Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing"

GC305
19 Apr 2017 1:00 PM - 2:15 PM

Nejat Anbarci (Deakin University)
"Attraction Effect Heuristics [PDF 297KB]"

GC305
15 Feb 2017 1:00 PM - 2:15 PM

Anja Prummer (QMUL)
"Voter turnout and polarization cycles"

GC305
6 Feb 2017 1:00 PM - 2:15 PM

Melissa Prado (Nova School of Business and Economics)
"Basis Momentum in the futures curve and volatility risk"

GC305
1 Feb 2017 1:00 PM - 2:15 PM

Abhijeet Singh (UCL)
"Learning more with every year: School year productivity and international learning gaps"

GC305
31 Jan 2017 1:00 PM - 2:15 PM

Giorgio Chiovelli (London Business School)
“Land Mines and Spatial Development”

GC305
30 Jan 2017 1:00 PM - 2:15 PM

Krysztof Karbownik (Northwestern University)
"Long-run Consequences of Exposure to Natural Disasters"

GC305
26 Jan 2017 12:00 PM - 1:15 PM

Jason Sturgess (DePaul University)
"Information Sharing and Rating Manipulation"

GC601
24 Jan 2017 1:00 PM - 2:15 PM

Anna Raute (University of Mannheim)
"Who benefits from universal childcare? Estimating marginal returns to early childcare attendance"

GC305
23 Jan 2017 1:00 PM - 2:15 PM

Andre Veiga (Oxford)
"The Impact of Price Discrimination in Market with Adverse Selection"

GC305
20 Jan 2017 1:00 PM - 2:15 PM

Martin Kaae Jensen (University of Leicester)
"Distributional Issues in Macroeconomics"

GC305
19 Jan 2017 1:00 PM - 2:15 PM

Evi Pappa (European University Institute)
"Fiscal Consolidation in a Low Inflation Environment: Pay Cuts versus Lost Jobs"

GC601
18 Jan 2017 1:00 PM - 2:15 PM

Sarolta Laczo (University of Surrey)
"Pareto-Improving Optimal Capital and Labour Taxes"

GC305
17 Jan 2017 1:00 PM - 2:15 PM

Gino Gancia (CREI and Barcelona GSE)
"Globalization and Political Structure"

GC305
16 Jan 2017 1:00 PM - 2:15 PM

Kathy Yuan (LSE)
"Network Risk and Key Players: A Structural Analysis of Interbank Liquidity"

GC305
13 Jan 2017 1:00 PM - 2:15 PM

Alessandro Iaria (CREST-ENSAE)
"Demand Estimation with Unobserved Choice Set Heterogeneity"

GC305
12 Jan 2017 3:00 PM - 4:00 PM

Alex Kontoghiorghes (QMUL - PhD Student)
"Pricing Kernel Dynamics and Their Predictive Properties"

GC305
12 Jan 2017 1:00 PM - 2:15 PM

Filippos Papakonstantinou (Imperial College London)
"History-dependent risk preferences: Evidence from individual choices and implications for the disposition effect"

GC601
10 Jan 2017 1:00 PM - 2:15 PM

Alessandra Bonfiglioli (Universitat Pompeu Fabra)
"Trade, Finance and Endogenous Firm Heterogeneity [PDF 451KB]"

GC305
13 Dec 2016 2:30 PM - 3:45 PM

Paolo Vitale (University "G. d'Annunzio")
"Robust Trading for Ambiguity-averse Insiders''

W316
1 Dec 2016 1:00 PM - 2:15 PM

Vincent Sterk (UCL)
"Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach"

W316
23 Nov 2016 1:00 PM - 2:15 PM

Ricardo Nunes ( Federal Reserve Bank of Boston)
"Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense? [PDF 1,449KB]"

G.07 Bancroft
21 Nov 2016 1:00 PM - 2:15 PM

Martin Oehmke (Columbia Business School)
"Bank Resolution and the Structure of Global Banks [PDF 398KB]"

W316
18 Nov 2016 1:00 PM - 2:00 PM

Kazuhiro Hiraki (QMUL - PhD Student)
“Implementing a bubble factor asset pricing model using option prices” (joint with George Skiadopoulos)

W316
17 Nov 2016 1:00 PM - 2:15 PM

Stéphane Guiband (SciencesPo)
"Agency, Firm Growth, and Managerial Turnover [PDF 816KB]"

W316
11 Nov 2016 1:00 PM - 2:15 PM

Marciano Siniscalchi (Northwestern University)
"Structural Rationality in Dynamic Games"

W316
17 Oct 2016 1:00 PM - 2:15 PM

Yanos Zylberberg (Bristol University)
"East Side Story: Historical Pollution and Persistent Neighbourhood Sorting [PDF 5,625KB]"

W316
12 Oct 2016 12:00 PM - 1:00 PM Anisha Ghosh (Carnegie Mellon University)
" An Information-Theorestic Asset Pricing Model [PDF 821KB]"
W316
10 Oct 2016 1:00 PM - 2:00 PM

Sydney Ludvigson (New York University)
"Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing"

W316
20 Sep 2016 2:30 PM - 3:45 PM

Oguzhan Karakas (Boston College)
"Earnings and the Value of Voting Rights"

W316
16 Jun 2016 3:00 PM - 4:30 PM

Joshua Angrist (MIT)
"Radical recipes for school reform: testing takeovers in New Orleans and Boston"

Arts Two 3.20
26 May 2016 1:00 PM - 2:15 PM

Jan Wrampelmeyer (University of Saint Gallen)
"Fragility of Money Markets"

W316
11 May 2016 1:00 PM - 2:00 PM

Timothy Harris (QMUL - PhD Student)
"European Municipal Bond Yields and Their Determinants"

W316
9 May 2016 1:00 PM - 2:15 PM

Harjoat Bhamra (Imperial College)
"Does Household Finance Matter? Small Financial Errors with Large Social Costs [PDF 840KB]"

W316
18 Apr 2016 1:00 PM - 2:15 PM

Howard Kung (London Business School)
"Competition, Markups, and Predictable Returns"

W316
5 Feb 2016 1:00 PM - 2:30 PM

Julia Cajal Grossi (University of Warwick)

"Searching for Trade Partners in Developing Countries: Testing Firms in the ?Fast Fashion? Industry [PDF 990KB]"

W316
3 Feb 2016 1:00 PM - 2:30 PM

Gabriella Santangelo (Yale University)
"Firms and Farms: The Impact of Agricultural Productivity on the Local Indian Economy [PDF 1,682KB]"

W316
2 Feb 2016 1:00 PM - 2:30 PM

Giacomo Candian (Boston College)

"Information Frictions and Real Exchange Rate Dynamics [PDF 500KB]"

W316
1 Feb 2016 1:00 PM - 2:30 PM

Mario Alloza (University College London)

"The Impact of Taxes on Income Mobility [PDF 3,579KB]"

W316
29 Jan 2016 1:00 PM - 2:15 PM

Anja Prummer (University of Cambridge)
"Spatial Advertisement in Political Campaigns [PDF 1,580KB]"

W316
28 Jan 2016 1:00 PM - 2:15 PM

Sebastian Axbard (Uppsala University)

"Income Opportunities and Sea Piracy in Indonesia: Evidence from Satellite Data [PDF 1,460KB]"

W316
27 Jan 2016 1:00 PM - 2:15 PM

Nicholas Lawson (Aix-Marseille School of Economics)
"Taxing the Job Creators: Efficient Taxation with Wage Bargaining [PDF 1,475KB]"

W316
25 Jan 2016 1:00 PM - 2:15 PM

Stephen Hansen (Universitat Pompeu Fabra)
"Transparency and Deliberation on the FOMC: a Computational Linguistics Approach [PDF 3,273KB]"

W316
22 Jan 2016 1:00 PM - 2:15 PM

Sofia Priazhkina (Indiana University)
"Liquidity channels and stability of shadow banking [PDF 1,248KB]"

W316
21 Jan 2016 1:00 PM - 2:15 PM

Fanny Camara (Goethe University)
"Preemption and Forecast Accuracy: A Structural Approach"

W316
14 Jan 2016 1:00 PM - 2:15 PM

Peter Denderski (Vrije Universiteit Amsterdam)
"A Model of Confounded Entrepreneurial Choice [PDF 764KB]"

W316
13 Jan 2016 1:00 PM - 2:15 PM

Francesco Cerigioni (Universitat Autonoma de Barcelona)
"Dual Decision Processes: Retrieving Preferences when some Choices are Intuitive [PDF 433KB]"

W316
12 Jan 2016 1:00 PM - 2:15 PM

Bryony Reich (UCL)
"The Diffusion of Innovations in Social Networks [PDF 3,248KB]"

W316
11 Jan 2016 1:00 PM - 2:15 PM

Konstantinos E. Zachariadis (LSE)
"Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims [PDF 759KB]"

W316
30 Nov 2015 1:00 PM - 2:15 PM

James Sefton (Imperial College)
"Tactical and Strategic Asset Allocation in Life-Cycle Funds"

W316
24 Nov 2015 11:00 AM - 12:15 PM

Uzi Segal (Boston College)
"Preferences over Allocation Mechanisms and Recursive Utility" (with David Dillenberger, Penn)

W316
12 Oct 2015 1:00 PM - 2:15 PM

Dragana Cvijanovic (UNC Kenan-Flagler)
"When Pay for Luck is Pay for Action: CEO Compensation and Real Estate Prices"

W316
22 Jun 2015 1:00 PM - 2:30 PM

John E. Roemer (Yale University)
"How we cooperate ? perhaps [PDF 5,979KB]"

W316
20 Apr 2015 1:00 PM - 2:30 PM

Steffen Altmann (University of Copenhagen)
"Limited Memory, Deadlines, and Incentives"

W316
2 Mar 2015 1:00 PM - 2:30 PM

Joel Shapiro (Said School of Business)

"Credit Ratings and Structured Finance"

W316
12 Feb 2015 1:00 PM - 2:30 PM

Felipe Valencia Caicedo (Universitat Pompeu Fabra)

"The Mission: Human Capital Transmission, Economic
Persistence and Culture in South America
"

W316
10 Feb 2015 1:00 PM - 2:30 PM

Benjamin Connault (Princeton University)
"Hidden Rust Models"

W316
4 Feb 2015 1:00 PM - 2:30 PM

Stefano Gagliarducci (Università di Roma Tor Vergata)
"Gender Differences in Cooperative Environments: Evidence from the US Congress"

W316
3 Feb 2015 1:00 PM - 2:30 PM

Hening Liu (Manchester Business School)
"Variance Risk Premium and the Business Cycle"

W316
29 Jan 2015 1:00 PM - 2:30 PM

Elise Gourier (Princeton University)
"Pricing of Idiosyncratic Equity and Variance Risks"

W316
28 Jan 2015 1:00 PM - 2:30 PM

Paolo Surico (London Business School)
"Housing debt and the transmission of monetary policy"

W316
27 Jan 2015 1:00 PM - 2:30 PM

Ricardo Serrano-Padial (University of Wisconsin)
"Financial Contracting with Enforcement Externalities"

W316
26 Jan 2015 1:00 PM - 2:30 PM

Moshe Hazan (Tel Aviv University)
"The Baby Boom and World War II: A Macroeconomic Analysis"

W316
22 Jan 2015 1:00 PM - 2:30 PM

Helios Herrera (Columbia University)
"Turnout Across Democracies"

W316
21 Jan 2015 1:00 PM - 2:30 PM

Thomas Le Barbanchon (Harvard University)
"Optimal Partial Unemployment Insurance: Evidence from Bunching in the U.S"

W316
15 Jan 2015 1:00 PM - 2:30 PM

Tatsuro Senga (Ohio State University)
"A New Look at Uncertainty Shock: Imperfect Information and Misallocation"

W316
14 Jan 2015 1:00 PM - 2:30 PM

Sohnke Bartram (Warwick Business School)
Title: N/A

W316
13 Jan 2015 1:00 PM - 2:30 PM

Cesare Robotti (Imperial College London)
"Spurious Inference in Unidentified Asset-Pricing Models"

W316
12 Jan 2015 1:00 PM - 2:30 PM

Collin Raymond (University of Oxford)
Title: TBA

W316
8 Dec 2014 1:00 PM - 2:30 PM

Marti Subrahmanyam (NYU Stern)

"Informed Options Trading prior to M&A Announcements: Insider Trading"

W316
16 Oct 2014 1:00 PM - 2:00 PM

Dawei Fang (University of Gothenburg)

"Dry powder sometimes explodes: contracting on fund size and duration in venture capital."

W316
29 Sep 2014 1:00 PM - 2:30 PM

Neil Pearson (College of Business at Illinois)

"Option Trading Costs Are Lower Than You Think."

W316
10 Mar 2014 1:00 PM - 2:30 PM

Christophe Spaenjers (HEC)

Title: TBA

W316
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