Department of Finance
Previous Brown Bag Seminars
Previous Brown Bag Seminars
Lunch Seminars 2022
June 21, 2022: FRIC/Finance Brown Bag Seminar with Gyuri Venter, Warwick Business School
Lunch Seminars 2020
27 November, 2020: FRIC/Finance Brown Bag Seminar with Dominic Cucic, Danmarks Nationalbank
Lunch Seminars 2019
2 September, 2019: FRIC Research Seminar with Ehud Ronn, Texas McCombs
4 September, 2019: Research Seminar with Torben Andersen, Northwestern University, Kellogg on Cross-Sectional Dispersion of Risk in Trading Time
23 October, 2019: Research Seminar with Randall Morck, Alberta School of Business
10 December, 2019: Brown Bag Seminar with S. Lakshmi Naaraayanan, Hong Kong University of Science and Technology
Lunch Seminars 2017
6 April, 2017: Rasmus Tangsgaard Varneskov (Kellogg School of Management - Northwestern University), Inference Concerns about Volatility Predictions in First-order Vector Autoregressive Economies
10 May, 2017: Simon Rottke (University of Muenster), Overpriced Winners
24 May, 2017: Ulf Nielsson (Copenhagen Business School), Switching bank: Banking-customer relationships and retail investors’ choice of mutual funds
7 August, 2017: Hayne E. Leland (UC Berkeley), Recent Developments in Dynamic Capital Structure: with a focus on optimal debt maturity
25 September, 2017: Co-Pierre Georg (University of Cape Town and Deutsche Bundesbank), Illiquidity Spirals in Coupled Over-the-Counter Markets
Brown Bag Seminars 2016
8 January, 2016: Peter Ove Christensen (Copenhagen Business School), Public Information and Efficient Capital Investments: Implications for the Cost of Capital and Firm Values
17 March, 2016: Alireza Tahbaz-Salehi (Columbia University), Collateral Shortages and Intermediation Networks
26 April, 2016: Alexander F. Wagner (University of Zurich), In no (un)certain terms: Managerial style in communicating earnings news
24 June, 2016: Christoph Frey (University of Konstanz), Posterior Inference for Portfolio Weights
19 September, 2016: Jesper Rangvid (Copenhagen Business School), Turning Local: Home-bias dynamics of relocating foreigners
24 November, 2016: Gyuri Venter (Copenhagen Business School), Central Bank Communication and the Yield Curve
28 November, 2016: Bernt Arne Odegaard (University of Stavanger), Bond Trading Costs, some Norwegian Estimates
6 May, 2015: Matti Keloharju (Aalto University School of Business), Are CEOs Born Leaders? Lessons from Traits of a Million Individuals
20 May, 2015: Matthias Efing (Swiss Finance Institute, University of Geneva), Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment
9 June, 2015: Ramona Westermann (Copenhagen Business School), Debt covenant renegotiation and investment
9 September, 2015: Christian Wagner (Copenhagen Business School), Low Risk Anomalies
6 October, 2015: Björn Hagströmer (Stockholm Business School), A Network Map of Information Percolation
22 October, 2015: Anastasiya Shamshur (Norwich Business School, University of East Anglia), The Market vs Book Leverage Ratio Dilemma: Leverage Smoothing and Business Cycles
16 November 2015: Kim Peijnenburg (Bocconi University), Life-Cycle Asset Allocation with Ambiguity Aversion and Learning
1 December 2015: Philipp Schuster (Karlsruhe Institute of Technology), A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity
BROWN BAG PHD SEMINARS (CBS)
3 February, 2015: Desi Volker, Monetary Policy Uncertainty and Interest Rate Volatility
2 March, 2015: Thomas Kjær Poulsen Callable Bonds with Debt Market Illiquidity
9 March, 2015: Sven Klingler, Explaining Negative Swap Spreads
16 March, 2015: Simon Mæng Bonde, Asset allocation with time-varying bond-stock correlation
13 April, 2015: Niklas Kohl, Do firms underperform after seasoned equity offerings
27 April, 2015: Andreas Bang Nielsen, FX Risk and Credit Risk
4 May, 2015: Davide Tomio, The liquidity effect of arbitrage
3 June, 2015: Kirsten Tangaa Nielsen, The value of CEOs around the world: Measuring the value of CEOs using sudden deaths
7 September, 2015: Mikael Reimer
26 February, 2014: Marcel Fischer (CBS), Loosing welfare by getting transfers
28 February, 2014: Aytek Malkhozov (McGill University), Variance Risk Premium Dynamics in Equity and Option Markets (joint with FRIC)
15 May, 2014: Gyuri Venter (CBS), Multiple equilibria in the Grossman-Stiglitz model (joint with FRIC)
6 June, 2014: Lisa Kramer (University of Toronto), Social Distance and Financial Decisions
12 June, 2014: Eckard Platen (University of Technology, Sydney), A Benchmark Approach to Quantitative Finance (joint with FRIC)
5 September, 2014: David Cimon (University of Toronto), The Impact of Broker Routing Decisions on Limit Order Book Markets (joint with FRIC)
12 September, 2014: Michael Brolley (University of Toronto), Liquidity for Large Orders: Do High Frequency Traders Benefit Institutional Investors? (joint with FRIC)
24 November, 2014: Carole Comerton-Forde (University of Melbourne), Dark Trading and Price Discovery (joint with FRIC)
26 November, 2014: Petri Jylha (Imperial College London), Margin Constraints and the Security Market Line (joint with FRIC)
11 December, 2014: Nigel Barradale (CBS), What causes stock market momentum? Insights from seasonal patterns
14 March, 2013: Nigel J. Barradale (CBS), Naïve Investors and Factor Covariances.
10 April, 2013: Ilan Cooper (BI), The Expected Returns and Valuations of Private and Public Firms. (This is joint work with Richard Priestley.)
16 April, 2013: Davide Tomio (CBS), The Microstructure of the European Sovereign Bond Market: A Study of the Euro-zone Crisis.
29 May, 2013: Albert Lee Chun (CBS), A Forward-looking Model of the Term Structure of Interest Rates.
26. August, 2013: Mads Vestergaard Jensen (CBS), Early Option Exercise: Never Say Never (joint with FRIC)
23. October, 2013: Marcel Fischer (CBS), Family Composition and the Optimal Demand for Housing over the Life Cycle
29. October, 2013: Jacob Gyntelberg (BIS), Intraday dynamics of euro area sovereign CDS and bonds (joint with FRIC)
5. November, 2013: Tolga Cenesizoglu (HEC Montreal)
13. November, 2013: Peter Feldhütter (London Business School), The credit spread puzzle – myth or reality? (joint with FRIC)
3. December, 2013: Marc Arnold (University of St. Gallen), Financing asset sales and business cycles
17. December, 2013: Davide Tomio (Copenhagen Business School), Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus ex Machina?
2 March, 2012: Marcel Marekwica (CBS), Taxation, transfer income, and stock market participation
23 March, 2012: Gyuri Venter (CBS), Financially Constrained Strategic Arbitrage
15 May, 2012: Jesper Rangvid (CBS), Fourth-quarter economic growth and expected returns
4 September, 2012: Michael J. Schill (Darden Business School), Are Aquisitions Unique? Evidence of the Pedestrian Nature of Post-Merger Returns
12 September, 2012: Ulf Nielsson (CBS), Proximity and IPO underpricing
25 September 2012: Jens Dick-Nielsen (CBS), From Funding Liquidity to Market Liquidity: Liquidity in the Danish Government Bond versus Covered Bond Market
9 October 2012: Mamdouh Medhat (CBS), How covariates influence default: Direct and indirect effects
31 October, 2012: Kay Sun Park (CBS), Optimal Regime-Contingent Debt for a Bank
6 November 2012: Gyuri Venter (CBS), Hedging Activity in Fixed Income Markets
17 June, 2011: Kristian Miltersen (CBS), Cash-Out Refinancing, Default Clustering, and the Unravelling of Collateralized Debt Obligations
11 October, 2011: Martin Klint Hansen (Århus Universitet), And Now, the Rest of the News: Volatility and Firm Specific News Arrival
17 October, 2011: Adlai Fisher (Sauder School of Business, University of British Columbia), Dividend Strips and the Term Structure of Equity Risk Premia: A Case Study of Limits to Arbitrage
21 November, 2011: David Feldman (University of New South Wales), Linear Beta Pricing with Inefficient Benchmarks
7 December, 2011: Marcel Marekwica (CBS), Heuristic Portfolio Trading Rules with Capital Gain Taxes
15 June, 2010: Jens Christensen, Federal Reserve Bank of San Francisco
29 October, 2010: Gabriele Lepori, Department of Finance, CBS
5 November, 2010: Marcel Marekwica, Department of Finance, CBS
12 November, 2010: Santiago Forte, ESADE, Barcelona
16 November, 2010: Jesper Rangvid,Department of Finance, CBS
30 November, 2010: Agatha Muroci, Department of Finance, CBS