Center for Financial Frictions

Past Finance Seminars

FRIC hosts several research seminars each semester as part of the Department of Finance seminar series. Below you will find a list of previous seminars hosted by FRIC

Previous FRIC/Finance Seminars

Below you can find the seminars that FRIC has hosted as part of the Department's seminar series.

 

FRIC Seminars 2017

(ADD TO CALENDAR) TYPE SPEAKER TIME AND PLACE
January 13, 2017

FRIC/Finance Seminar

Daniel Streitz, E.CA Economics
 
Managerial Biases and Debt Contract Design: The Case of Syndicated Loans

11:00-12:15
SPs13

January 18, 2017 FRIC/Finance Seminar

Simas Kucinskas, Vrije Universiteit Amsterdam

The Importance of Being Prudent: Dividends, Signaling and Risk Shifting

11:00-12:15
SPs13
January 20, 2017 FRIC/Finance Seminar

Wenqian Huang, Vrije Universiteit Amsterdam

Central Counterparty Capitalization and Misaligned Incentives

11:00-12:15
SPs13
January 27, 2017 FRIC/Finance Seminar Marco Ghitti, Bocconi University

Great Expectations” or “Side Effects”? Bankruptcy Law Reforms and Bank Credit for SMEs
11:00-12:15
SPs13
February 1, 2017 FRIC/Finance Seminar Guillaume Roussellet, NYU Stern School of Business

Affine Term Structure Modeling and Macroeconomic Risks at the Zero Lower Bound
11:00-12:15
SPs13
March 3, 2017 FRIC/Finance Seminar Valentin Haddad, UCLA Anderson School of Management

Asset Insulators
11.00-12.15 D4.20
March 10, 2017 FRIC/Finance Seminar Vasso Ioannidou, Lancaster University

Do Central Banks try to Avoid Losses? Why? And Does it Matter for Policy?
11.00-12.15 SPs14
March 17, 2017 FRIC/Finance Seminar Olivier Darmouni, Columbia Business School

Estimating Informational Frictions in Sticky Relationships
11.00-12.15 SPs03
May 18, 2017 FRIC/Finance Seminar Michael Weber, University of Chicago, Booth School of Business

Dissecting Characteristics Nonparametrically
11.00-12.15 SPs13
June 9, 2017 FRIC/Finance Seminar

Marti Subrahmanyam, New York University
 

Credit default swaps around the world: Investment and financing effects

11.00-12.15 SPs13

 


FRIC Seminars 2016

DATE
(ADD TO CALENDAR)
TYPE SPEAKER TIME AND PLACE
January 20, 2016 FRIC/Finance Seminar

Alexandre Corhay, University of British Columbia

 

Industry competition, credit spreads, and levered equity returns

11.00-12.15
SPs13
February 25, 2016 FRIC/Finance Seminar

Hoyong Choi, London School of Economics

 

Information in (and not in) Treasury Options

11.00-12.15
SP210
March 4, 2016 FRIC/Finance Seminar

Toni Whited, Ross School of Business, University of Michigan

 

Labor and Capital Dynamics under Financing Frictions

11.00-12.15
SP210
March 11, 2016 FRIC/Finance Seminar

Christopher Hennessy, London Business School

 

The Paradox of Policy-Relevant RCTs and Natural Experiments

11.00-12.15
SPs07
March 17, 2016 Brown Bag Seminar

Alireza Tahbaz-Salehi, Columbia University

 

Collateral Shortages and Intermediation Networks

12.00-12.45
Augustinus

March 18, 2016 FRIC/Finance Seminar

Nina Boyarchenko, Federal Reserve Bank of New York

 

Market Confidence and Monetary Policy

11:00-12:15

SPs08

April 8, 2016 FRIC/Finance Seminar

Marcin Kacperczyk, Imperial College London Business School

 

Chasing Private Information

11:00-12:15
SPs12
April 15, 2016 FRIC/Finance Seminar

Josef Zechner, Vienna University of Economics and Business

 

Debt Maturity and the Dynamics of Leverage

11.00-12.15 SPs08
April 26, 2016 Brown Bag Seminar

Alexander F. Wagner, University of Zurich

 

In no (un)certain terms: Managerial style in communicating earnings news

12.00-12.45 Augustinus
May 13, 2016 FRIC/Finance Seminar

Dimitri Vayanos, London School of Economics

 

Financial Markets where Traders Neglect the Informational Content of Prices

11.00-12.15 SPs13
May 27, 2016 FRIC/Finance Seminar

Nikolai Roussanov, Wharton, University of Pennsylvania

 

Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution

11.00-12.15
SPs13
June 17, 2016 FRIC/Finance Seminar Aytek Malkhozov, Bank for International Settlements

International Illiquidity
11.00-12.15
SPs13
September 2, 2016 FRIC/Finance Seminar

Boris Nikolov, University of Lausanne

 

Agency Conflicts Around the World

 

11.00-12.15 SPs13
September 30, 2016 FRIC/Finance Seminar

Tanju Yorulmazer, University of Amsterdam 

 

Watering a Lemon Tree: Heterogeneous Risk Taking and Monetary Policy Transmission

11.00-12.15 SPs13
October 28, 2016 FRIC/Finance Seminar

Steven Ongena, University of Zurich

 

Changes in the Cost of Bank Equity and the Supply of Bank Credit

11.00-12.15 SPs03
November 17, 2016 FRIC Research Seminar

Marie Hoerova, European Central Bank

 

Optimal margins and equilibrium prices

11.00-12.00 SP D4.20
November 24, 2016 FRIC/FI Brown Bag Seminar

Gyuri Venter, Copenhagen Business School

 

Central Bank Communication and the Yield Curve
12.00-13.00 SP D4.20
November 25, 2016 FRIC/Finance Seminar

Christian Julliard, London School of Economics

 

An Information-Theoretic Asset Pricing Model

11:00-12:15 SPs13
November 28, 2016 FRIC Brown Bag Seminar

Bernt Arne Odegaard, University of Stavanger

 

Bond Trading Costs, Some Norwegian Estimates

12:00-13:00 SP D4.20
FRIC Seminars 2015

DATE
(ADD TO CALENDAR)
TYPE SPEAKER TIME AND PLACE
January 16, 2015 FRIC/Finance Seminar

Benjamin Schoefer, Harvard University

The Financial Channel of Wage Rigidity

11.00-12.15
January 23, 2015 FRIC/Finance Seminar

Julien Sauvagnat, Toulouse School of Economics

Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks

11.00-12.15
January 27, 2015 FRIC/Finance Seminar

Alexander Eisele, University of Lugano

Behavioral Factors in Risk Arbitrage

11.00-12.15
January 30, 2015 FRIC/Finance Seminar

Larissa Schäfer, Tilburg University

Relationship Lending and Loan Performance

11.00-12.15
February 2, 2015 FRIC/Finance Seminar

Mariana Khapko, Stockholm School of Economics

Asset Pricing with Dynamically Inconsistent Agents

11.00-12.15
February 24, 2015 FRIC/Finance Seminar

Paul Whelan, Imperial College

Model Disagreement and Real Bonds

11.00-12.15
March 6, 2015 FRIC/Finance Seminar

Lukas Schmid, Fuqua School of Business, Duke University

 

PDF iconCompetition, Markups and Predictable Returns

11.00-12.15
SP113
March 26, 2015 Joint CFEM/FRIC Seminar

Peter Cramton, University of Maryland

 

PDF iconThe High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response

11.00-12.15
SP113
April 10, 2015 FRIC/Finance Seminar

Suresh Sundaresan, Columbia Business School

 

Bank Liability Structure

11.00-12.15
SPs03
April 17, 2015 FRIC/Finance Seminar

Björn Imbierowicz, Goethe University Frankfurt

 

PDF iconDoes Lack of Financial Stability Impair the Transmission of Monetary Policy?

11.00-12.15
SPs07
May 22, 2015 FRIC/Finance Brown Bag Seminar

David Skeie, Mays Business School, Texas A&M University

 

Federal Reserve Tools for Managing Rates and Reserves

11.00-12.15
SPs13

May 27, 2015 FRIC Seminar

Diana Bonfim, Banco de Portugal

Surviving the perfect storm: the role of the lender of last resort

Johan Hombert, HEC Paris

PDF iconCan Innovation Help U.S. Manufacturing Firms Escape Import Competition from China?

9:30-11:15

SPs13

May 29, 2015 FRIC/Finance Seminar

Stefano Giglio, Booth School of Business, University of Chicago

 

The price of variance risk

11:00-12:15
SPs13
June 9, 2015 Brown Bag Seminar

Ramona Westermann, Copenhagen Business School

Debt covenant renegotiation and investment

12.00-12.45 D4.20
September 9, 2015 Brown Bag Seminar

Christian Wagner, Copenhagen Business School

Low Risk Anomalies

12.00-12.45 Augustinus
September 18, 2015 FRIC/Finance Seminar

Juhani Linnainmaa, The University of Chicago Booth School of Business

The History of the Cross Section of Stock Returns 

11.00-12.15
SP114
October 6, 2015 Brown Bag Seminar

Björn Hagströmer, Stockholm Business School

A Network Map of Information Percolation

12.00-12.45
SP D4.20
October 22, 2015 Brown Bag Seminar Anastasiya Shamshur, Norwich Business School, University of East Anglia

The Market vs Book Leverage Ratio Dilemma: Leverage Smoothing and Business Cycles
12.00-12.45
SP114
November 6, 2015 FRIC/Finance Seminar

Sascha Steffen, ESMT European School of Management and Technology

Do Central Bank Interventions Limit the Market Discipline from Short-Term Debt? 

11.00-12.15
SP112
November 20, 2015 FRIC/Finance Seminar

Pietro Veronesi, University of Chicago Booth School of Business 

Option-Based Credit Spreads

11.00-12.15
SPs12
November 23, 2015 FRIC/Finance Seminar

Batchimeg Sambalaibat, Price College of Business, University of Oklahoma

Endogenous Specialization and Dealer Networks

11.00-12.15
SPs03
December 1, 2015 Brown Bag Seminar

Philipp Schuster, Karlsruhe Institute of Technology

A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity

12.00-12.45 Augustinus
December 9, 2015 FRIC/Finance Seminar

Tobias Berg, Bonn University

11.00-12.15
SPs03
FRIC Seminars 2014

DATE
(ADD TO CALENDAR)
TYPE SPEAKER TIME AND PLACE
January 20, 2014 FRIC/Finance Seminar

Tim Eisert, Goethe University Frankfurt and New York University

 

Interbank network and bank bailouts: Insurance mechanism for non-insured creditors?

11.00-12.15
SPs03
January 23, 2014 FRIC/Finance Seminar

Anatoli Segura, CEMFI

 

Why did sponsor banks rescue their SIVs? A reputational model of rescues

11.00-12.15
SP112
January 24, 2014 FRIC/Finance Seminar

Katya Malinova, University of Toronto

 

Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality

11.00-12.15
SPs13
(Velux Aud) 
January 27, 2014 FRIC/Finance Seminar

Andreas Park, University of Toronto

 

Do retail traders suffer from high frequency traders?

11.00-12.15
SPs03
February 28, 2014 FRIC/Finance Brown Bag Seminar

Aytek Malkhozov, McGill University

 

Variance Risk Premium Dynamics in Equity and Option Markets (joint with FRIC)

D4.20

12.00-12.45

March 7, 2014 FRIC/Finance Seminar

Scott Richardson, London Business School

 

Asset Volatility

11.00-12.15

SP213

April 4, 2014 FRIC/Finance Seminar

Angelo Ranaldo, University of St. Gallen

 

The Euro Interbank Repo Market

11.00-12.15

SPs03

April 25, 2014 FRIC/Finance Seminar

Arvind Krishnamurthy, Kellogg School of Management, Northwestern University

 

A Macroeconomic Framework for Quantifying Systemic Risk

11.00-12.15

SPs13 (Velux Aud)

May 15, 2014 FRIC/Finance Brown Bag Seminar

Gyuri Venter, Copenhagen Business School

 

Multiple equilibria in the Grossman-Stiglitz model

12.00-13.00 D4.20
May 23, 2014 FRIC/Finance Seminar

CANCELLED: Nicola Gennaioli, Università Bocconi

 

Finance and the Preservation of Wealth 

11.00-12.15

SP112

June 3, 2014 FRIC/Finance Seminar

John Campbell, Harvard University

 

Monetary Policy Drivers of Bond and Equity Risks

14.45-16.00

SPs03

12 June, 2014 FRIC/Finance Brown Bag Seminar

Eckard Platen. University of Technology, Sydney

 

A Benchmark Approach to Quantitative Finance

12.00-12.45
Augustinus
13 June, 2014 FRIC/Finance Seminar

William Fuchs, Haas School of Business, UC Berkeley

 

Government Interventions in a Dynamic Market with Adverse Selection

11.00-12.15
SPs13 (Velux Aud)
August 7, 2014 FRIC Brown Bag Seminar

Anders Trolle, EPFL and Swiss Finance Institute

 

Linear-Rational Term Structure Models

12-12.45

Augustinus

August 11, 2014 FRIC Brown Bag Seminar

Jens Christensen, Federal Reserve Bank of San Francisco

 

A Probability-Based Stress Test of Federal Reserve Assets and Income

12-12.45

Augustinus

October 3, 2014 FRIC/Finance Seminar

Robert Merton, MIT Sloan

 

Addressing the Global Challenge of Funding Retirement. The Reverse Mortgage: Core Issues of Design Structure, Marketing, Funding and Valuation

12-12.45

SPs03

October 24, 2014 FRIC/Finance Seminar

Laura Veldkamp, Stern School of Business, New York University

 

11.00-12.15
SPs12
November 7, 2014 FRIC/Finance Seminar

Hui Chen, MIT Sloan 

 

PDF iconDemand for Crash Insurance, Intermediary Constraints, and Stock Return Predictability

11.00-12.15
SP210
November 24, 2014 FRIC Brown Bag Seminar

Carole Comerton-Forde, University of Melbourne

 

PDF iconDark Trading and Price Discovery

12.00-12.45 Augustinus
November 26, 2014 FRIC Brown Bag Seminar

Petri Jylha, Imperial College London

 

PDF iconMargin Constraints and the Security Market Line 

12.00-12.45 D4.20
November 28, 2014 FRIC/Finance Seminar

David Thesmar, HEC Paris

 

 Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence From France 

11.00-12.15
SPs12
FRIC Seminars 2013

DATE Type SEMINAR TIME
April 30, 2013 FRIC/Finance Seminar

Konstantin Milbradt, MIT

 

Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle

11.00-12.15 SPs12
August 9, 2013 FRIC Brown Bag Seminar

Jens Christensen, Federal Reserve Bank of San Francisco 

Estimating Shadow-Rate Term Structure Models with Near-Zero Yields

12.00-13.00

Augustinus Fonden Senate Meeting Room

August 15, 2013 FRIC Brown Bag Seminar

Anders Trolle, Ecole Polytechnique Fédérale de Lausanne

Liquidity risk in credit default swap markets

12.00-13.00

Augustinus Fonden Senate Meeting Room

August 26, 2013 FRIC Brown Bag Seminar

Mads Vestergaard Jensen, FRIC, CBS

Early Option Exercise: Never Say Never

12.00-12.45

Augustinus Fonden Senate Meeting Room (D4)

September 20, 2013
(Monday)
FRIC/Finance Seminar

Peter Norman Sørensen, Center for Financial Frictions and Copenhagen University

Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal

11.00-12.15
SP214
October 4, 2013 FRIC/Finance Seminar

Jennie Bai, Georgetown University

Measuring Liquidity Mismatch in the Banking Sector

11.00-12.15
Augustinus Fonden Senate Meeting Room (D4)
October 25, 2013 FRIC/Finance Seminar

Or Shachar, Federal Reserve Bank of New York

Did Liquidity Providers Become Liquidity Seekers?

11.00-12.15
SP207
October 29, 2013 Brown Bag Seminar
Jacob Gyntelberg, Principal Economist at BIS (joint with FRIC) 
12.00-13.00 D4.20
November 8, 2013 FRIC/Finance Seminar

Péter Kondor, Central European University

Liquidity Risk and the Dynamics of Arbitrage Capital (abstract)

11.00-12.15
SP213
November 13, 2013 Brown Bag Seminar

Peter Feldhütter, London Business School

The Credit Spread Puzzle - Myth or Reality?

12.00-13.00
D4.20
December 12, 2013 FRIC/Finance Seminar

Remy Praz, Swiss Finance Institute at EPFL

Equilibrium Asset Pricing in the Presence of both Liquid and Illiquid Markets

11.00-12.15
SP112
FRIC Seminars 2012

Date Seminar Time
September 7, 2012

Dirk Hackbarth, College of Business, University of Illinois

Granularity of Corporate Debt: Theory and Tests

11.00-12.15
September 27, 2012

Ralph Koijen, Booth School of Business, University of Chicago

The Cost of Financial Frictions for Life Insurers

11.00-12.15
November 20, 2012

Jaewon Choi, College of Business, University of Illinois

On the fundamental relation between equity returns and interest rates

11-12.15
November 23, 2012

Hongjun Yan, Yale School of Management

Collateral-Motivated Financial Innovation

11.00-12.15
November 30, 2012 Zhiguo He, Booth School of Business, University of Chicago
 
Endogenous Liquidity and Defaultable Bonds
11.00-12.15
 
December 4, 2012

Haoxiang Zhu, MIT Sloan School of Management

Ex Post Equilibria in Double Auctions of Divisible Assets

11.00-12.15

 

For upcoming FRIC seminars, please see FRIC events.

For a full list of all finance seminars, see Department of Finance Seminars

 

 

 

September 2, 2016

The page was last edited by: Center for Financial Frictions // 06/12/2017

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Email: fric@cbs.dk