Bendheim Center
for Finance
Student
Research
Workshop
Spring/Summer 2009
When and where:
Meetings are Tuesdays (for dates see below) from 12:30 pm to 1:30 pm in the BCF Library.
Lunch is served at 12:20 pm.
The workshop is roughly once every two weeks, with allowances for conflicts with the
Behavioral Economics Seminar as well as academic breaks.
If you would like a slot to present please e-mail Hyun Shin
or Adam Zawadowski.
The rules:
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):
|
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" (full hour)
|
|
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 (Getulio Vargas Foundation)
"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 and Price Discipline"
Ana Babus (Cambridge University)
"Strategic relationships in over-the-counter
markets" |
Summer Job Market Workshop
July 22, Wednesday
|
9:00-9:50
10:00-10:50
11:00-11:50
|
Felipe Schwartzman
"Financial shocks and the real economy: The role of variable capital"
Angie Andrikogiannopoulou
"Estimating risk preferences: Evidence from online sports betting"
Adam Zawadowski
"Entangled Financial Systems"
|
Schedules of past semesters:
Fall 2008
Maintained by Adam Zawadowski.