Princeton University

The seminar meets on Wednesdays, 2:50-4:00 p.m., in the Bendheim Center for Finance, Room 103. If you have questions, or would like to be added to the email list for the seminar, please contact Karen Neukirchen.

Feb. 13    Christopher Malloy, Harvard Business School, "Casting Conference Calls"

Feb. 20    Ian Martin, Graduate School of Business, Stanford University, "Simple Variance Swaps"

Feb. 27    Markus Brunnermeier, Princeton University, "The I-theory of Money"

Mar.   6    Marcin Kacperczyk, Stern School of Business, New York University, "How Safe are Money Market Funds?"

Mar. 13    Lorenz Kueng, Kellogg School of Management, Northwestern University, "Tax News"

Mar. 27    Tarek Alexander Hassan, Booth School of Business, University of Chicago, "The Social Cost of Near-Rational Investment" with Thomas Mertens

Apr.    3     Arvind Krishnamurthy, Kellogg School of Management, Northwestern University, “A Macroeconomic Framework for Quantifying Systemic Risk”

Apr.   17    Robin Greenwood, Harvard Business School, "Waves in Ship Prices and Investment"

Apr.   24    Terrance Odean, Haas School of Business, University of California, Berkeley, "Bubbling with Excitement: An Experiment" 

May      1    Ralph S. Koijen,  Booth School of Business, University of Chicago, "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice" with Stijn Van Nieuwerburgh and Motohiro Yogo

The seminar meets on Wednesdays, 2:50-4:00 p.m., in the Bendheim Center for Finance, Room 103. If you have questions, or would like to be added to the email list for the seminar, please contact Karen Neukirchen.

Sept. 18     Andrew Patton, Duke University, Tuesday (Joint with the Econometric Seminar) Rm. 200, Fisher Hall, 2:00-4:00 "Modelling Dependence in High Dimensions with Factor Copulas" (with Dong Hwan Oh) Oh-Patton-Paper.pdf

Sept. 26     Bryan Kelly, University of Chicago, Booth School of Business, "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees"  Bryan-Kelly-paper.pdf

Oct. 3         Dong Lou, London School of Economics, "Industry Window Dressing," Dong-Lou-paper

Oct. 10       Zhenyu Gao, Princeton University Ph.D., TBA.

Oct. 17      Yi Li, Princeton University Ph.D., TBA 

Oct. 22      Department-wide Seminar (Aguiar) 

Oct. 24-     Princeton Lectures in Finance (Robert Engle)
 Oct. 26

Nov. 7         Motohiro Yogo, Federal Bank of Minneapolis, "The Cost of Financial Friction for Life Insurers"  Motohiro-Yogo-paper.pdf

Nov. 14       Albert Menkveld, VU University Amsterdam,  "Middlemen in Limit-Order Markets"

Nov. 28       Roger Myerson, University of Chicago  (Joint with Macroeconomics Seminar), TBA. Roger-Myerson-paper.pdf 

Dec. 5         Manuel Adelino, Duke University, Fuqua School of Business, TBA.

Dec. 12       Amit Seru, Chicago University, Booth School of Business, "Inconsistent Regulators: Evidence from Banking"

 

February 29
Or Shachar, New York University
Topic: "Exposing the Exposed: Intermediation Capacity in the Credit Default Swap Market"

March 1
Thomas Mariotti, IDEI, Toulouse School of Economics (Note the different date and location) 
Topic: "Nonexclusive Competition under Adverse Selection" Mariotti_paper.pdf 
(joint with Microeconomics Theory, 2:45-4:00p.m., 200 Fisher Hall) 
    
March 7
Thomas Philippon, New York University
Topic:  "Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation." Philippon-paper.pdf

March 14
Department-wide Seminar

March 28
Nicolae Garleanu (University of California - Berkeley)
Topic: "Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing" Nicolae-Garleanu-paper.pdf

April 4
David Hirschleifer (University of California - Irvine)
Topic: "Self-Enhancing Transmission Bias and Active Investing" David-Hirshleifer-paper.pdf

April 11
Monika Piazzesi (Stanford University)
Topic: "The Allocation of Interest Rate Risk and the Financial Sector"

April 18
TBA

April 25
Lionel Martellini (EDHEC), visiting Princeton
Topic: "Slicing and dicing investor welfare across and within asset classes"

May 2
Hanno Lustig (University of California, Los Angeles)
Topic: "Countercyclical Currency Risk Premia" with Nikolai Roussanov and Adrien Verdelhan

September 21
Jose Azar, Princeton
Topic: "Diversification, Shareholder Value Maximization, and Competition: A Trilemma" [paper]

September 28
No seminar, Princeton Lectures in Finance (9/27, 9/28 and 9/29): Robert C. Merton, MIT

October 5
Jay Powell
Topic:  Dodd Frank and Too Big to Fail

October 11
Sergey Zhuk, Princeton (special day and time: Tuesday, 12:20-1:30 p.m.)
Topic: "Bubbles and Reinvestment"

October 12
HyunSoo Choi, Princeton
Topic: "The Impact of Anti-Predatory Lending Laws on Mortgage Volume" [paper]

October 18
Martin Schmalz (special day and time: Tuesday, 1:00-2:10 p.m.) - Classroom
Topic: "Managing Human Capital Risk: Identifying the Hidden Balance Sheet"

October 19
Dong Beom Choi, Princeton
Topic:  "Heterogeneity and Stability: Bolster the Strong not the Weak" [paper]

October 25
Ming Yang, (special day and time: Tuesday, 12:20-1:30 p.m.)
Topic:  "Optimality of Securitized Debt with Endogenous and Flexible Information Acquisition"

October 26
Economics Department Seminar: Roger Rogerson, Princeton

November 2
No seminar, Fall break

November 9
Weicheng Lian, Princeton
Topic: "Demographic Structure and Housing Price Cycles"

November 16
Francis Longstaff, UCLA
Topic: "Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe"

November 23
No seminar, Thanksgiving break

November 30
Leonid Kogan, MIT
Topic:  "Investment-specific Shocks, Firm Characteristics, and the Cross-section of Returns" (with Dimitris Papanikolaou)  [paper]


December 7
Marianne Bertrand, University of Chicago
(joint with Labor seminar)

December 14
Antoinette Schoar, MIT
Topic:  "Credit Supply and House Prices: Evidence from Mortgage Market Segmentation" (with Felipe Severino) [paper]

 

Special day/time/location:
Tuesdays 12:20-1:30 p.m., BCF Conference Room.