Bendheim Center for Finance

Student Research Workshop
Fall 2010

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 Andrew Robinson.

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):

Sep. 28

Martin Schmalz and Sergey Zhuk
"Learning about Market Risk, CEO Turnover, the Active Funds Puzzle, and Momentum"

Jia Li
"Testing for Jumps: A delta-hedging perspective"

Oct. 19

Weicheng Lian
"Housing Cycles or Housing Bubbles"

Xing Hu
"Dissecting Option Prices Using Closed-Form Series Expansion with an Empirical Study of Variance Risk Premia"

Oct. 26

Dong Beom Choi
"Risk sharing, credit crunch, and financial fragility"

Nov. 16

Sergey Zhuk
"Endogenous Learning and Rational Bubbles"

Ming Yang
"Optimal Contracts in Providing Liquidity with Endogenous Information Acquisition"

Nov. 23

Ana Babus (1 hour)
"Strategic Relationships in Over-the-Counter Markets"

Dec. 7

Thomas Eisenbach and Martin Schmalz
"Anxiety in the Face of Risk"

Hyun Soo Choi
"Home Improvements" (with Harrison Hong and Jose Scheinkman)



Schedules of past semesters:

Spring 2010
Fall 2009
Spring 2009
Fall 2008

Maintained by Andrew Robinson.