Student Research Workshop
This is a workshop for students writing dissertations in Finance. Economics students with carrel space in the BCF are required to attend and are expected to present regularly. The workshop is a vehicle for presentation of work in progress. One session may consist of multiple presentations.
Time & Location
Meetings are held on Tuesdays, from 12:30 p.m. to 1:30 p.m., in the BCF Library. Lunch is served at 12:20 p.m.
The workshop is roughly once every two weeks, with allowances for conflicts with the Behavioral Economics Seminar as well as academic breaks.
This is a workshop for students writing dissertations in Finance. Economics students with carrel space in the BCF are required to attend and are expected to present regularly. The workshop is a vehicle for presentation of work in progress. One session may consist of multiple presentations.
Program slots are filled on a first-come, first-served basis).
Back-up dates in case all other slots have been filled: October 27 and November 24.
Thomas Eisenbach
"Optimal Liquidity Risk"
"Ex Post: The Investment Performance of Collectible Stamps"
Felipe Schwartzman
"The Price of Time: Time to Production and the Real Effect of Financial Shocks"
"Uncertainty and Liquidity Hoarding in Credit Networks"
November 24
Dong Beom Choi
Dacheng Xiu (with Jianqing Fan and Lei Qi)
"Non-Gaussian Quasi-maximum Likelihood Estimation of GARCH Models"
December 15
Spring 2009
March 3
Yuki Sato (LSE)
"Ranking Tournament among Fund Managers and the Persistence of Bubbles"
Wei Xiong
"Dynamic Bank Runs" (with Zhiguo He)
March 24
Felipe Schwartzman
"Financial Shocks and Productivity"
March 31
Justinas Pelenis
"Using Parametric Volatility Estimates in Realized Variance Forecasting"
Peter Koudijs (Pompeu Fabra)
"The Boats That Did Not Sail - Evidence on the Sources of Asset Price Volatility from an 18th Century Natural Experiment"
April 7
Alice Hsiaw
"Goal-setting, Social Comparisons, and Self-Control"
April 14
Jia Li
"Testing for Jumps in Noisy High Frequency Data" (with Yacine Ait-Sahalia and Jean Jacod)
Dong Beom Choi
"Liquidity, Firesale, and Crashes"
April 21
Ing-Haw Cheng
"Yesterday's Heroes" (with Harrison Hong and Jose Scheinkman)
Hyun Soo Choi
"Heterogeneous Belief and Forward Premium Puzzle"
April 28
Huntley Schaller (Carleton University)
"Risk and Discount Rates"
Zhou (Joe) Yang
"Volatility and Predatory Trading"
May 5
Axel Simonsen
"Effects of U.S. Shocks on the Canadian Economy using a DSGE Model" (with Bruno Lund)
Dacheng Xiu
"High Frequency Covariance Estimates with Noisy and Asynchronous Data"
May 12
Andrew Robinson
"Securitization, Agency, and Price Discipline"
Ana Babus (Cambridge University
"Strategic Relationships in Over-the-counter Markets"
July 22 -- Summer Job Market Workshop -- BCF Classroom
9-9:50 a.m. Felipe Schwartzman, "Financial Shocks and the Real Economy: The Role of Variable Capital"
10-10:50 a.m. Angie Andrikogiannopoulou, "Estimating Risk Preferences: Evidence from Online Sports Betting"
11-11:50 a.m. Adam Zawadowski, "Entangled Financial Systems"
Noon-1 p.m. Lunch
1-1:50 p.m. Konstantin Milbradt, TBA
2-2:50 p.m. Ing-Haw Cheng, TBA