Skip over navigation

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.

If you would like a slot to present please e-mail Jose Scheinkman or Adam Zawadowski. 
 
FALL 2009
 
 
September 29   
Thomas Eisenbach
"Optimal Liquidity Risk"
 
Christophe Spaenjers (Tilburg Univerisity)
"Ex Post: The Investment Performance of Collectible Stamps"
 
October 13    
Felipe Schwartzman
"The Price of Time: Time to Production and the Real Effect of Financial Shocks"
 
Adam Zawadowski
"Uncertainty and Liquidity Hoarding in Credit Networks"
 
 November 24
Jeffrey Wurgler, NYU Stern (with Malcolm Baker and Xin Pan)
"The Psychology of Pricing in Mergers and Acquisitions  [pdf] (full hour)
 
December 1       
Dong Beom Choi
"TBA"
 
Andrew Robinson
"TBA"
 
December 8
 
Dacheng Xiu (with Jianqing Fan and Lei Qi)
"Non-Gaussian Quasi-maximum Likelihood Estimation of GARCH Models"
 
 Martin Schmalz
"Nay-sayers, Sycophants, and Jesters: On the Provision of Upward Feedback"


December 15 
Anastasia Andrikogiannopoulou
"TBA"
 
Ricardo Gambirasio
"TBA"

 

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