Bendheim Center for Finance

Student Research Workshop
Spring 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 Jose Scheinkman or 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):

Feb. 16

Jia Li
"Small jumps in noisy high frequency data: a local-to-continuity theory"

Mar. 2

Karen Lewis (Wharton)
"Differences on Opinion in an International Financial Market Equilibrium" (full hour)

Mar. 9

Joe Yang
"Risk-preference vs. time-preference in strategic wealth spending"

Jean-Francois Kagy
"On the use of credit risk models in macro stress testing"

Mar. 23

Martin Schmalz and Thomas Eisenbach
"Dynamic Risk Inconsistency" (full hour)

Apr. 6

Andrew Robinson
"Home Price Dynamics and the Credit Channel"

Weicheng Lian
"Financial Intermediation and Housing"

Apr. 13

George Hylden (Cambridge)
"The Reversed Stylized Facts on Options"

Dong Beom Choi
"Risk Sharing, Financial Fragility, and Liquidity Evaporation"

Apr. 20

Dacheng Xiu
"Volatility and Correlation Estimation Using High Frequency Data"

Adam Zawadowski
"The Consumption of Active Investors and Asset Prices"

May 4

Hyun Soo Choi
"TBA"

Thomas Eisenbach
"TBA"

May 11

Max Bruche (CEMFI)
"TBA" (full hour)



Schedules of past semesters:

Fall 2009
Spring 2009
Fall 2008

Maintained by Andrew Robinson.