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Past Seminars

 

Winter 2017

 
Friday, March 24 2017, 10h (gcal)
Room CPA du Québec
Denis Schweizer
Concordia
"Disentangling Crowdfunding from Fraudfunding"
contact: philippe.dastous@hec.ca
Friday, March 31 2017, 10h (gcal)
Room CPA du Québec
Zvi Wiener
The Hebrew University of Jerusalem
"Loan Commitments"
contact: philippe.dastous@hec.ca
Friday, April 7 2017, 10h (gcal)
Room CPA du Québec
Ines Chaieb
University of Geneva and SFI
"How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?"
contact: philippe.dastous@hec.ca
Friday, April 21 2017, 10h (gcal)
Room Louis-Laberge
Benjamin Keys
University of Pennsylvania
"Eyes Wide Shut? Mortgage Insurance During the Housing Boom"
contact: philippe.dastous@hec.ca
Friday, April 28 2017, 10h (gcal)
Joint Seminar with McGill
Room Marie-Husny
Amir Yaron
University of Pennsylvania
"Identifying Long Run Risks: A Bayesian Mixed Frequency Approach"
contact: philippe.dastous@hec.ca
Friday, May 5 2017, 10h (gcal)
Room St-Hubert
Joshua M. Pollet
University of Illinois
"Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options"
contact: philippe.dastous@hec.ca
Friday, May 12 2017, 10h (gcal)
Room St-Hubert
Marti Subrahmanyam
New York University
"Credit Default Swaps Around the World: Investment and Financing Effects"
contact: philippe.dastous@hec.ca
 

Fall 2016

 
Friday, September 2 2016, 10h (gcal)
Room Xerox Canada
Diane Del Guercio
University of Oregon
"Playing favorites: Conflicts of interest in mutual fund management"
contact: philippe.dastous@hec.ca
Friday, September 16 2016
Keynote Lecture – IFSID
Kris Jacobs
University of Houston
"Date limite d'inscription : 5 août 2016"
contact: philippe.dastous@hec.ca
Friday, September 30 2016, 10h (gcal)
Room TD Assurance Meloche Monnex
Evan Dudley
The Stephen J.R. Smith School of Business
"Priority Spreading and Liquidity Concerns"
contact: philippe.dastous@hec.ca
Friday, October 7 2016, 10h (gcal)
Room Xerox Canada
Matthieu Bouvard
McGill University
"Risk Management Failures"
contact: philippe.dastous@hec.ca
Friday, October 14 2016, 10h (gcal)
Room Xerox Canada
Katya Malinova
University of Toronto
"Regulation Dark Trading: Order Flow Segmentation and Market Quality"
contact: philippe.dastous@hec.ca
Tuesday, October 25 2016, 10h (gcal)
Room Deloitte
Simon Gervais
Duke University
"Transparency and Talent Allocation in Money Management"
contact: philippe.dastous@hec.ca
Friday, November 4 2016, 10h (gcal)
Room Xerox Canada
Rui Albuquerque
Boston College
"Relative Performance Banker Compensation and Systemic Risk"
contact: philippe.dastous@hec.ca
Friday, November 11 2016, 15h (gcal)
Room Marie-Husny
Yacine Ait-Sahalia
Princeton University
"Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data"
contact: philippe.dastous@hec.ca
Friday, November 18 2016, 10h (gcal)
Room TD Assurance Meloche Monnex
Michael Weber
University of Chicago
"Dissecting Characteristics Nonparametrically"
contact: philippe.dastous@hec.ca
Friday, November 25 2016, 10h (gcal)
Joint Seminar with McGill
Room Bronfmann 02
Ian Martin
London School of Economics
"What is the Expected Return on a Stock?"
contact: philippe.dastous@hec.ca
Friday, December 2 2016, 10h (gcal)
Room TD Assurance Meloche Monnex
Ryan Riordan
Queen's University
"High Frequency Trading and Extreme Price Movements"
contact: philippe.dastous@hec.ca
 

Winter 2016

 
Friday, March 11 2016, 10h (gcal)
Room Banque CIBC
Lyian Yang
University of Toronto
"Commodity Financialization: Risk Sharing and Price Discovery in Commodity Futures Markets"
contact: philippe.dastous@hec.ca
Friday, March 18 2016, 10h (gcal)
Room Saine Marketing
Georgios Skoulakis
University of British Columbia
"Ex-Post Risk Premia Tests Using Individual Stocks: The IV-GMM Solution to the EIV Problem"
contact: philippe.dastous@hec.ca
Thursday, March 24 2016, 11h (gcal)
Room Standard Life
Traian Pirvu
McMaster University
"Multi-Stock Portfolio Optimization under Prospect Theory"
contact: philippe.dastous@hec.ca
Friday, April 1 2016, 10h (gcal) Diane Del Guercio - SÉMINAIRE ANNULÉ le 31 mars 2016 à 14h30
University of Oregon
"Playing Favorites: Conflicts of Interest in Mutual Fund Management"
contact: philippe.dastous@hec.ca
Friday, April 8 2016, 10h (gcal)
Room Saine Marketing
Yacine Ait-Sahalia
Princeton University
"A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data"
contact: philippe.dastous@hec.ca
Friday, April 15 2016, 10h (gcal)
Room Saine Marketing
Ilze Kalnina
Université de Montréal
"Cross-Sectional Dependence in Idiosyncratic Volatility"
contact: philippe.dastous@hec.ca
Friday, April 22 2016, 14h (gcal)
Joint Seminar with McGill
Room Marie-Husny
Dimitri Vayanos
London School of Economics
"Liquidity Risk and the Dymanics of Arbitrage Capital"
contact: philippe.dastous@hec.ca
Friday, April 29 2016, 14h (gcal)
Room Xerox
Christopher Hennessy
London Business School
"Corporate Finance Responses to Exogenous Tax Changes: What Is the Null and Where Did It Come From?"
contact: philippe.dastous@hec.ca
Tuesday, May 10 2016, 14h (gcal)
Room Xerox Canada
Antje Berndt
North Carolina State University
"The Impact of Hedge Fund Activism on the Target Firm's CDS and Bond Yield Spreads"
contact: philippe.dastous@hec.ca
 

Fall 2015

 
Friday, August 28 2015, 10h (gcal)
Room CPA du Québec
Dimitris Margaritis
University of Auckland
"Liquidity Patterns in the U.S. Corporate Bond Market"
contact: philippe.dastous@hec.ca
Friday, September 11 2015, 10h (gcal)
Room Xerox Canada
Cesare Fracassi
University of Texas at Austin
"Technological Specialization and the Decline of Diversified Firms"
contact: philippe.dastous@hec.ca
Friday, October 2 2015, 10h (gcal)
Room Xerox Canada
Léa H. Stern
Syracuse University
"A Learning-Based Approach to Evaluating Boards of Directors"
contact: philippe.dastous@hec.ca
Friday, October 9 2015, 10h (gcal)
Room Xerox Canada
Mohammad Erfan Danesh Jafari
University of Toronto
"The Power of Economic Network: Investor Recognition through Supply-Chain Relationship"
contact: philippe.dastous@hec.ca
Friday, October 23 2015, 10h (gcal)
Joint Seminar with McGill
Room Bronfman 002, McGill University
Wei Xiong
Princeton University
"Learning about the Neighborhood: Supply Elasticity and Housing Cycles"
contact: philippe.dastous@hec.ca
Friday, October 30 2015, 10h (gcal)
Room Sony
Ruslan Goyenko
McGill University
"Options Illiquidity: Determinants and Implications for Stock Returns"
contact: philippe.dastous@hec.ca
Friday, November 6 2015, 10h (gcal)
Room Xerox Canada
Joao Cocco
London Business School
"Background Expenditure Risk: Implications for Household Finances and Psychological Well-Being"
contact: philippe.dastous@hec.ca
Friday, December 4 2015, 10h (gcal)
Room Marie-Husny
Colin Ward
University of Minnesota
"Is the IT Revolution Over? An Asset Pricing View"
contact: philippe.dastous@hec.ca
 

Winter 2015

 
Friday, March 27 2015, 10h (gcal)
Room Deloitte
Stephan Siegel
University of Washington
"The Cultural Origin of Preferences: CEO Cultural Heritage and Corporate Investment"
contact: philippe.dastous@hec.ca
Wednesday, April 1 2015, 11h30 (gcal)
Room Sony
Huseyin Gulen
Purdue University Krannert School of Management
"Absolute Strength: Eploring Momentum in Stock Returns"
contact: philippe.dastous@hec.ca
Thursday, April 9 2015, 9h45 (gcal)
Joint Seminar with McGill
Room Banque de développement
Darrell Duffie
Stanford
"Benchmarks in Search Markets"
contact: philippe.dastous@hec.ca
Friday, April 17 2015, 10h (gcal)
Room Sony
Randall Morck
U. of Alberta
"The great pyramids of America: A revised history of US Business Groups Corporate Ownership and Regulation, 1930-1950"
contact: philippe.dastous@hec.ca
Friday, April 24 2015, 10h (gcal)
Room Trudeau Corporation
Cesare Fracassi
UT Austin
"Do Credit Analysts Matter? The Effect of Analysts on Ratings, Prices, and Corporate Decisions"
contact: philippe.dastous@hec.ca
 

Fall 2014

 
Friday, September 5 2014, 10h (gcal)
Room Sony
Nicolae Gârleanu
UC Berkeley
"Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion"
contact: philippe.dastous@hec.ca
Friday, September 19 2014, 10h (gcal)
Room Xerox Canada
Toni Anhert
Bank of Canada
"Covered Bonds"
contact: philippe.dastous@hec.ca
Wednesday, September 24 2014, 10h (gcal)
Room Xerox Canada
Sophie Moinas
Toulouse 1 Capitole
"Liquidity Supply across Multiple Trading Venues"
contact: philippe.dastous@hec.ca
Friday, October 10 2014, 10h (gcal)
Room Xerox Canada
Marie Lambert
University of Liege
"Size Matters, Book-To-Market Does Not! The Fama-French Empirical CAPM Revisited"
contact: philippe.dastous@hec.ca
Friday, October 31 2014, 10h (gcal)
Room Xerox Canada
Michael Hasler
University of Toronto
"Term Structure of Disagreement and Predictability over the Business Cycle"
contact: philippe.dastous@hec.ca
Friday, November 7 2014, 10h (gcal)
Room KPMG
Sanjiv Das
Santa Clara University
"Venture Capital Communities"
contact: philippe.dastous@hec.ca
Friday, November 21 2014, 10h (gcal)
Room Xerox Canada
Harjoat Bhamra
Imperial College Business School
"Does Household Finance Matter? Small Financial Errors with Large Social Costs"
contact: philippe.dastous@hec.ca
Friday, November 28 2014, 10h (gcal)
Joint Seminar with McGill
Room McGill University
Murillo Campello
Cornell
"Enlarging the Contracting Space: Collateral Menus, Access to Credit, and Economic Activity"
contact: philippe.dastous@hec.ca
 

Winter 2014

 
Friday, January 10 2014, 10h (gcal)
Room Hélène-Desmarais
Eric Hughson
Claremont McKenna College
"Can Clearing Mitigate Counterparty Risk? The Introduction of Clearing on the NYSE: Contagion and the Counterparty Risk Premium"
contact: philippe.dastous@hec.ca
Friday, January 17 2014, 10h (gcal)
Room Hélène-Desmarais
Sébastien Betermier
Desautels Faculty of Management, McGill
"Who Are the Value and Growth Investors?"
contact: philippe.dastous@hec.ca
Friday, February 21 2014, 10h (gcal)
Room Sony
Ron Alquist
Bank of Canada
"Fire-Sale FDI or Business as Usual?"
contact: philippe.dastous@hec.ca
Friday, March 14 2014, 10h (gcal)
Room Raymond Chabot Grant Thornton
Tim Adam
Humboldt University Berlin
"Hold-Up and the Use of Performance-Sensitive Debt"
contact: philippe.dastous@hec.ca
Friday, March 21 2014, 10h (gcal)
Room Van Houtte
Vikas Mehrotra
University of Alberta
"Exit and Transitions in Family Control and Ownership in Post-War Japan"
contact: philippe.dastous@hec.ca
Friday, March 28 2014, 10h (gcal)
Joint Seminar with McGill
Room Hélène-Desmarais
Thomas Hellman
University of British Columbia
"Angels and Venture Capitalists: Complements or Substitutes?"
contact: philippe.dastous@hec.ca
Friday, April 4 2014, 10h (gcal)
Room Marie-Husny
Jens Hilscher
Brandeis University
"Credit Ratings and Credit Risk: Is One Measure Enough?"
contact: philippe.dastous@hec.ca
Friday, April 11 2014, 10h (gcal)
Room Marie-Husny
Geert Bekaert
Columbia Business School
"Asset Return Dynamics and Bad Environment - Good Environment Fundamentals"
contact: philippe.dastous@hec.ca
Friday, April 25 2014, 10h (gcal)
Room Société canadienne des postes
Susan Christoffersen
Rotman School of Management, University of Toronto
"On the Demand for High-Beta Stocks: Evidence from Mutual Funds"
contact: philippe.dastous@hec.ca
Friday, May 2 2014, 10h (gcal)
Room Société canadienne des postes
Don Chambers
Lafayette College
"The Limitations of Diversification Return"
contact: philippe.dastous@hec.ca
Friday, May 9 2014, 10h (gcal)
Room Société canadienne des postes
Michael King
University of Western Ontario
contact: philippe.dastous@hec.ca
 

Fall 2013

 
Friday, September 6 2013, 10h (gcal)
Room Société canadienne des postes
Olivier Scaillet
Swiss Finance Institute, Université de Genève
"Predictability Hidden by Anomalous Observations"
contact: philippe.dastous@hec.ca
Friday, September 13 2013, 10h (gcal)
Room CPA du Québec
Ling Cen
Rotman School of Management, University of Toronto
"Discipline or Disruption? Stakeholder Relationships and the Effect of Takeover Threat"
contact: philippe.dastous@hec.ca
Wednesday, September 18 2013, 10h (gcal)
Room Hélène-Desmarais
Zhaogang Song
Federal Reserve Board of Governors
"Do Hedge Funds Exploit Rare Disaster Concerns?"
contact: philippe.dastous@hec.ca
Thursday, September 26 2013, 10h (gcal)
Room Marie-Husny
Gonul Colak
Florida State University
"Political Uncertainty and IPO Activity: Evidence from U.S. Gubernatorial Elections"
contact: philippe.dastous@hec.ca
Friday, October 11 2013, 10h (gcal)
Room Société canadienne des postes
Wanda Mimra
ETH Zurich
"Price Competition and Reputation in Credence Goods Markets: Experimental Evidence"
contact: philippe.dastous@hec.ca
Friday, October 25 2013, 10h (gcal)
Room Xerox Canada
Daniel Gottlieb
Wharton, University of Pennsylvania
"Simultaneous Adverse Selection and Moral Hazard"
contact: philippe.dastous@hec.ca
Friday, November 1 2013, 10h (gcal)
Room Nancy et Michel-Gaucher
Pascal St-Amour
Swiss Finance Institute, HEC Lausanne
"Life Cycle Responses to Health Insurance Status"
contact: philippe.dastous@hec.ca
Friday, November 15 2013, 10h (gcal)
Joint Seminar with McGill
Room Bronfman 002 @McGill
Terry Odean
University of California, Berkeley
"Bubbling with Excitement: An Experiment"
contact: philippe.dastous@hec.ca
Thursday, November 21 2013, 12h (gcal)
Room Marie-Husny
Philip Valta
HEC Paris
"Debt Renegotiation and Investment Decisions Across Countries"
contact: philippe.dastous@hec.ca
Friday, December 6 2013, 10h (gcal)
POSTPONED (2014/05/02)
Michael King
University of Western Ontario
contact: philippe.dastous@hec.ca
Friday, December 13 2013, 10h (gcal)
Room Société canadienne des postes
Jeffrey Wurgler
New York University
"Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly"
contact: philippe.dastous@hec.ca
 

Winter 2013

 
Thursday, January 31 2013, 15h15 (gcal)
Room Raymond Chabot Grant Thornton
Rajesh K. Aggarwal
Carlson School of Management, U. of Minnesota
"Unrelated Acquisitions"
contact: philippe.dastous@hec.ca
Thursday, March 7 2013, 15h15 (gcal)
Room Xerox Canada
Stefan Mittnik
Chair of Financial Econometrics, LMU Munich
"Realistic versus Regulatory Captial Requirements in Solvency II: A Recalibration for Equity Risk"
contact: philippe.dastous@hec.ca
Wednesday, March 13 2013, 12h (gcal)
Room Sony
Daniel Andrei
UCLA Anderson School of Management
"Information Percolation Driving Volatility"
contact: philippe.dastous@hec.ca
Thursday, March 21 2013, 15h15 (gcal)
Room Louis-Laberge
Huntley Schaller
Carleton University
"Fibonacci, Pacioli, and the Slow Diffusion of Knowledge"
contact: philippe.dastous@hec.ca
Thursday, April 18 2013, 15h15 (gcal)
Room Serge-Saucier
Erwan Morellec
École Polytechnique Fédérale de Lausanne
"Capital Supply Uncertainty, Cash Holdings, and Investment"
contact: philippe.dastous@hec.ca
Thursday, April 25 2013, 15h15 (gcal)
Room Serge-Saucier
Egor Matveyev
University of Alberta
"How Do Firms and Directors Choose Each Other? Evidence from a Two-sided Matching Model of the Director Labor Market"
contact: philippe.dastous@hec.ca
Thursday, May 2 2013, 15h15 (gcal)
Room Sony
Viral Acharya
New York University
"How Do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007"
contact: philippe.dastous@hec.ca
 

Fall 2012

 
Thursday, September 6 2012, 15h15 (gcal)
Room Marie-Husny
Mario Ghossoub
Université de Montréal
"Belief Heterogeneity in the Arrow-Borch-Raviv Insurance Model"
contact: philippe.dastous@hec.ca
Thursday, September 13 2012, 15h15 (gcal)
Room Quebecor
Vicente Cunat
London School of Economics
"Say Pays! Shareholder Voice and Firm Performance"
contact: philippe.dastous@hec.ca
Thursday, September 20 2012, 15h15 (gcal)
Room Marie-Husny
Sandro Andrade
University of Miami
"The Euro and European Equity Market (Dis)Integration"
contact: philippe.dastous@hec.ca
Thursday, October 4 2012, 15h15 (gcal)
Room Marie-Husny
Itay Goldstein
Wharton
"Information Diversity and Market Efficiency Spirals"
contact: philippe.dastous@hec.ca
Thursday, October 11 2012, 15h15 (gcal)
Room Quebecor
Adlai Fisher
University of British Columbia
"Levered Noise and the Limits of Arbitrage Pricing: Implications for Dividend Strips and the Term Structure of Equity Risk Premia"
contact: philippe.dastous@hec.ca
Wednesday, October 31 2012, 12h (gcal)
Room Banque Scotia
Manuel Mayer
Vienna Graduate School of Finance
"Sovereign Credit Risk and Banking Crises"
contact: philippe.dastous@hec.ca
Thursday, November 1 2012, 15h15 (gcal)
Room CIBC
Paul Oyer
Stanford University
"Exploration for Human Capital: Theory and Evidence from the MBA Labor Market"
contact: philippe.dastous@hec.ca
Thursday, November 8 2012, 15h15 (gcal)
Room CIBC
Hernan Ortiz-Molina
University of British Columbia
"Labor Mobility and Corporate Cash Reserves"
contact: philippe.dastous@hec.ca
Thursday, November 8 2012, 15h15 (gcal)
Room CIBC
George Tauchen
Duke University
"Volatility Occupation Times"
contact: philippe.dastous@hec.ca
Thursday, December 6 2012, 15h15 (gcal)
Room Ordre des CGA
Ulrike Malmendier
University of California, Berkeley
"Learning from Inflation Experiences"
contact: philippe.dastous@hec.ca
Thursday, December 13 2012, 15h15 (gcal)
Room St-Hubert
David McLean
University of Alberta
"Does Academic Research Destroy Stock Return Predictability?"
contact: philippe.dastous@hec.ca
 

Winter 2012

 
Thursday, January 12 2012, 15h15 (gcal)
Room TAL Gestion globale d'actifs inc.
Laura Coroneo
University of Manchester - School of Social Sciences
"Spanned and Unspanned Macro Risk in the Yield Curve"
contact: philippe.dastous@hec.ca
Wednesday, March 14 2012, 12h (gcal)
Room St-Hubert
Ilze Kalnina
Department of Economics, U. de Montréal
"Nonparametric Tests of Time Variation in Betas"
contact: philippe.dastous@hec.ca
Thursday, March 22 2012, 15h15 (gcal)
Room Gérard-Parizeau
Éric Ghysels
UNC Chapel Hill - Kenan-Flagler Business School
"Mixed Frequency Vector Autoregressive Models"
contact: philippe.dastous@hec.ca
Thursday, March 29 2012
POSTPONED
Sandro C. Andrade
School of Business Administration - University of Miami
contact: philippe.dastous@hec.ca
Thursday, April 5 2012
POSTPONED
Itay Goldstein
The Wharton School of the University of Pennsylvania
contact: philippe.dastous@hec.ca
Thursday, April 12 2012, 15h15 (gcal)
Room Banque Scotia
Laurent Fresard
Robert H. Smith School of Business - U. of Maryland
"Competitive Pressure and Corporate Policies"
contact: philippe.dastous@hec.ca
Monday, April 16 2012, 12h (gcal)
Room Xerox Canada
Kai Li
Sauder School of Business - UBC
"Are CEOs in U.S. Public Firms Overpaid? New Evidence from Private Firms"
contact: philippe.dastous@hec.ca
Thursday, April 19 2012, 15h15 (gcal)
Room Sony
Revansiddha B. Khanapure
Lerner College of Business and Economics - U. of Delaware
"Life-Cycle Portfolio Allocation for Disappointment Averse Agents"
contact: philippe.dastous@hec.ca
Monday, April 30 2012, 15h30 (gcal)
Room Société canadienne des postes
Nabil Tahani
York University
"Pricing Interest Rate Derivatives under Multi-Factor GARCH"
contact: philippe.dastous@hec.ca
Tuesday, June 5 2012, 14h (gcal)
Room Cogeco
Pascal Gantenbein
Faculty of Business and Economics, U. of Basel
"Director Characteristics, Culture, and Firm Performance"
contact: philippe.dastous@hec.ca
 

Fall 2011

 
Thursday, September 1 2011, 15h (gcal)
Room Hélène-Desmarais
Lars-Alexander Kuehn
Carnegie Mellon University
"Investment-Based Corporate Bond Pricing"
contact: philippe.dastous@hec.ca
Thursday, September 22 2011, 15h (gcal)
Room Ordre des CGA
Jayant R. Kale
Georgia State University - Robinson College of Business
"The Effect of CEO Risk-Taking Incentives on Relationship-Specific Investments by Customers and Suppliers"
contact: philippe.dastous@hec.ca
Thursday, September 29 2011, 15h (gcal)
Room Ordre des CGA
Hui Chen
MIT - Sloan School of Management
"Market Timing, Investment, and Risk Management"
contact: philippe.dastous@hec.ca
Thursday, October 13 2011, 15h15 (gcal)
Room Van Houtte
Ehud I. Ronn
University of Texas at Austin - McCombs School of Business
"The Valuation and Information Content of Options on Crude-Oil Futures Contracts"
contact: philippe.dastous@hec.ca
Thursday, October 27 2011, 15h (gcal)
Room Sony
Andrew J. Patton
Duke University - Department of Economics
"Modelling Dependence in High Dimensions with Factor Copulas"
contact: philippe.dastous@hec.ca
Thursday, November 3 2011, 15h15 (gcal)
Room Standard Life
Rui Albuquerque
Boston University - School of Management
"Search Frictions and Controlling Shareholder Illiquidity"
contact: philippe.dastous@hec.ca
Friday, November 18 2011, 15h30 (gcal)
Room Esdras-Minville
Olivier Scaillet
Geneva Finance Research Institute (Université de Genève)
"Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets"
contact: philippe.dastous@hec.ca
Thursday, December 1 2011, 15h15 (gcal)
Room Trudeau Corporation
Fernando Zapatero
U. of Southern California - Marshall School of Business
"Labor Income, Relative Wealth Concerns, and the Cross-section of Stock Returns"
contact: philippe.dastous@hec.ca
 

Winter 2011

 
Thursday, January 27 2011, 15h15 (gcal)
Room Société canadienne des postes
Jonathan Reeves
University of New South Wales
"Betas, Hedge Funds and the Myth of Market Neutrality"
contact: philippe.dastous@hec.ca
Thursday, February 17 2011, 15h (gcal)
Room Sony
Adrien Verdelhan
MIT
"Sovereign Risk Premia"
contact: philippe.dastous@hec.ca
Thursday, February 24 2011, 15h (gcal)
Room Béton-Grilli
Jean-Sébastien Fontaine
Banque du Canada
"Fed Funds Futures and the Federal Reserve"
contact: philippe.dastous@hec.ca
Wednesday, March 16 2011, 15h15 (gcal)
Room Standard Life
Anna Obizhaeva
University of Maryland
"Market Microstructure Invariants"
contact: philippe.dastous@hec.ca
Wednesday, April 6 2011, 12h (gcal)
Room Hélène-Desmarais
Marie Lambert
Maastricht University
"Comoment Risk and Stock Returns"
contact: philippe.dastous@hec.ca
Thursday, April 14 2011, 15h15 (gcal)
Room Hélène-Desmarais
Patrice Poncet
ESSEC
"The Myth of Long Horizon Predictability: an Investment Perspective"
contact: philippe.dastous@hec.ca
Thursday, April 28 2011, 15h30 (gcal)
Room Ordre des CGA
Ingolf Dittmann
Erasmus School of Economics
"Indexing Executive Compensation Contracts"
contact: philippe.dastous@hec.ca
Thursday, May 5 2011, 15h30 (gcal)
Room KPMG
Louis Gagnon
Queen's University
"Short Changed? the Market's Reaction to the Short Sale Ban of 2008"
contact: philippe.dastous@hec.ca
 

Fall 2010

 
Thursday, September 23 2010, 15h30 (gcal)
Room Banque Scotia
Ivana Komunjer
University of California, San Diego
"Non Parametric Identification and Estimation of Transformation Models"
contact: philippe.dastous@hec.ca
Thursday, October 7 2010, 15h30 (gcal)
Room Sony
Anastasia Kartasheva
Wharton University
"Rating Standards for Catastrophic Risks and the Insurer's Capital Structure"
contact: philippe.dastous@hec.ca
Thursday, October 14 2010, 15h30 (gcal)
Room Sony
Sudipto Bhattacharya
London School of Economics
"Agregate Risk Perception, Adverse Selection, and Securitized Lending: Mitigating Allocational Consequences of Exuberance"
contact: philippe.dastous@hec.ca
Thursday, October 21 2010, 15h (gcal)
Room Sony
Harris Schlesinger
University of Alabama
"Higher-Order Risk Attitudes"
contact: philippe.dastous@hec.ca
Thursday, October 28 2010, 15h (gcal)
Room Transat
Bernard Dumas
INSEAD
"Incomplete-Market Equilibria Solved Recursively on an Event Tree"
contact: philippe.dastous@hec.ca
Thursday, November 4 2010, 15h30 (gcal)
Room Xerox
James Tyler Leverty
University of Iowa
"Do Acquisitions Create More Value When Good Management Replaces Bad Management"
contact: philippe.dastous@hec.ca
Friday, November 12 2010, 10h (gcal)
Room Hélène-Desmarais
Bruno Biais
Toulouse School of Economics
"Trading and Liquidity under Limited Cognition"
contact: philippe.dastous@hec.ca
Thursday, November 25 2010, 15h30 (gcal)
Room Louis-Laberge
Arthur Charpentier
Université de Rennes 1
"Natural Catastrophe Insurance: When Should the Government Intervene?"
contact: philippe.dastous@hec.ca
Thursday, December 2 2010, 15h (gcal)
Room Quebecor
Jan Ericsson
McGill University
"The Cost and Timing of Financial Distress"
contact: philippe.dastous@hec.ca
 

Winter 2010

 
Friday, January 22 2010, 10h (gcal)
Room TAL Gestion globales d'actifs inc.
Art Durnev
McGill University
"The Resource Curse: A Corporate Transparency Channel"
contact: philippe.dastous@hec.ca
Wednesday, January 27 2010, 12h (gcal)
Room Van Houtte
Tolga Cenesizoglu
Séminaire interne
"The Effect of Monetary Policy on Credit Spreads"
contact: philippe.dastous@hec.ca
Friday, January 29 2010, 10h (gcal)
Room TAL Gestion globale d'actifs inc.
Andrei Semenov
York University
"Asset Pricing in the Presence of Background Risk"
contact: philippe.dastous@hec.ca
Friday, February 12 2010, 10h (gcal)
Room TAL Gestion globale d'actifs inc.
Mitchell Petersen
Northwestern University
"Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act"
contact: philippe.dastous@hec.ca
Friday, February 19 2010, 10h (gcal)
Room Tal Gestion globale d'actifs inc.
Garland Durham
University of Colorado at Boulder
"Beyond Stochastic Volatility and Jumps in Returns and Volatility"
contact: philippe.dastous@hec.ca
Friday, April 9 2010, 10h (gcal)
Room TAL Gestion globale d'actifs inc.
Gergana Jostova
The George Washington University
"Momentum in Corporate Bond Returns"
contact: philippe.dastous@hec.ca
Friday, April 16 2010, 10h (gcal)
Room Transat
Lukas Roth
University of Alberta
"Uninvited U.S. Investors? Economic Consequences of Involuntary Cross-listings"
contact: philippe.dastous@hec.ca
Friday, April 23 2010, 10h (gcal)
CANCELED
Turan G. Bali
Zicklin Sc. of Business - Baruch College
contact: philippe.dastous@hec.ca
Friday, April 30 2010, 10h (gcal)
CANCELED
Sudipto Bhattacharya
The London School of Economics and Political Science
contact: philippe.dastous@hec.ca
Friday, May 7 2010, 10h (gcal)
Room Xerox Canada
Eric Renault
University of North Carolina, Chapel Hill
"The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times"
contact: philippe.dastous@hec.ca
Friday, May 21 2010, 10h (gcal)
Room Xerox Canada
Alon Raviv
Brandeis University
"The 2007-2009 Financial Crisis and Executive Compensation: an Analysis and a Proposal for a Novel Structure"
contact: philippe.dastous@hec.ca
Friday, May 28 2010, 10h (gcal)
Room Transat
Jean-Marc Bourgeon
INRA et École Polytechnique, France
"On Debt Service and Renegotiation when Debt-holders Are More Strategic"
contact: philippe.dastous@hec.ca
 

Fall 2009

 
Friday, September 11 2009, 10h (gcal)
CANCELED
Bruno Biais
Toulouse School of Economics
"The Lifecycle of the Financial Sector and Other Speculative Industries"
contact: philippe.dastous@hec.ca
Wednesday, September 16 2009, 12h (gcal)
Room Nancy & Michel-Gaucher
Serge Patrick Amvella Motaze
Séminaire interne
"Managerial Incentives and the Risk-taking Behavior of Hedge Fund Managers"
contact: philippe.dastous@hec.ca
Friday, September 18 2009, 10h (gcal)
Room Ordre des CGA du Québec
Sandra Betton
Concordia University
"Markup Pricing Revisited"
contact: philippe.dastous@hec.ca
Friday, October 2 2009, 10h (gcal)
Room St-Hubert
Sydney Ludvigson
New York University
"The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium"
contact: philippe.dastous@hec.ca
Friday, October 9 2009, 10h (gcal)
Room Ordre des CGA du Québec
Zhi Da
University of Notre-Dame
"In Search of Attention"
contact: philippe.dastous@hec.ca
Wednesday, October 14 2009, 12h (gcal)
Room Nancy & Michel-Gaucher
Rachidi Kotchoni
Université de Montréal
"Assessing the Nature of Pricing Inefficiencies Via Realized Measures"
contact: philippe.dastous@hec.ca
Friday, October 23 2009, 10h (gcal)
Room Transat
Gunnar Grass
The Wharton School, University of Pennsylvania
"Using Structural Models for Default Prediction"
contact: philippe.dastous@hec.ca
Wednesday, October 28 2009, 10h (gcal)
Room Transat
Christophe Hurlin
University of Orléans - LEO
"Backtesting Value-at-Risk: A GMM Duration-Based Test"
contact: philippe.dastous@hec.ca
Friday, October 30 2009, 10h (gcal)
Room Hélène-Desmarais
Sergei Davydenko
University of Toronto
"A Market-Based Study of the Costs of Default"
contact: philippe.dastous@hec.ca
Friday, November 6 2009, 10h (gcal)
Room Ordre des CGA du Québec
Nikola Gradojevic
Lakehead University
"The Dynamic Interaction of Trading Flows, Macroeconomic Announcements and the CAD/USD Exchange Rate: Evidence from Disaggregated Data"
contact: philippe.dastous@hec.ca
Friday, November 13 2009, 10h (gcal)
Room Ordre des CGA du Québec
Sebastian Jaimungal
University of Toronto
"Incorporating Risk Aversion and Model Misspecification into Structural Models of Default"
contact: philippe.dastous@hec.ca
 

Winter 2009

 
Friday, March 27 2009, 10h (gcal)
Room Société canadienne des postes
Bruce Mizrach
Rutgers University
"Jump and Cojump Risk in Subprime Home Equity Derivatives"
contact: philippe.dastous@hec.ca
Friday, April 3 2009, 10h (gcal)
Room Marie-Husny
Martijn Cremers
Yale School of Management
"Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation"
contact: philippe.dastous@hec.ca
Friday, April 17 2009, 10h (gcal)
Room St-Hubert
Nicolae Garleanu
University of California, Berkeley
"The Demographics of Innovation and Asset Returns"
contact: philippe.dastous@hec.ca
Thursday, April 23 2009, 10h (gcal)
Room Société canadienne des postes
Guofu Zhou
Washington University
"Markowitz Meets Talmud: A Combination of Sophisticated and Naive Diversification Strategies"
contact: philippe.dastous@hec.ca
Friday, May 15 2009, 10h (gcal)
Room Serge-Saucier
Thomas-Olivier Leautier
Université Toulouse 1
"Risk Management and Imperfect Competition"
contact: philippe.dastous@hec.ca
 

Fall 2008

 
Friday, August 22 2008, 10h (gcal)
Room Marie-Husny
Tony Berrada
Université de Genève
"Incomplete Information, Idiosyncratic Volatility and Stock Returns"
contact: philippe.dastous@hec.ca
Friday, September 12 2008, 10h (gcal)
Room Société canadienne des postes
Richard Phillips
Georgia State University
"Competition Among Rating Agencies and Information Disclosure"
contact: philippe.dastous@hec.ca
Friday, September 19 2008, 10h (gcal)
Room Ordre des CGA du Québec
Lorenzo Garlappi
University of Texas at Austin
"Financial Distress and the Cross-Section of Equity Returns"
contact: philippe.dastous@hec.ca
Friday, September 26 2008, 10h (gcal)
Room Société canadienne des postes
Craig Doidge
University of Toronto
"Why Do Foreign Firms Leave U.S. Equity Markets? An Analysis of Deregistrations Under SEC Exchange Act Rule 12h-6"
contact: philippe.dastous@hec.ca
Friday, October 3 2008, 10h (gcal)
Room Xerox Canada
Richard Evans
University of Virginia
"What do Soft-dollars Buy? Performance, Expense Shifting, Agency Costs"
contact: philippe.dastous@hec.ca
Friday, October 17 2008, 10h (gcal)
Room Hélène-Desmarais
Stylianos Perrakis
Concordia University
"Can the Black-Scholes-Merton Model Survive Under Transaction Costs? An Affirmative Answer"
contact: philippe.dastous@hec.ca
Friday, October 24 2008, 10h (gcal)
Room Xerox Canada
Franc Klaasen
University of Amsterdam
"A New Approach to Measuring Exchange Market Pressure"
contact: philippe.dastous@hec.ca
Friday, October 31 2008, 10h (gcal)
Room Transcontinental
Marcos Fabricio Perez
Wilfrid Laurier University
"Exploring the Common Factors in the Term Structure of Credit Spreads"
contact: philippe.dastous@hec.ca
Friday, November 7 2008, 10h (gcal)
Room Transat
William L. Megginson
University of Oklahoma
"The Financial Impact of Sovereign Wealth Fund Investments in Listed Companies"
contact: philippe.dastous@hec.ca
Wednesday, November 12 2008, 12h (gcal)
Room St-Hubert
Kristian R. Miltersen
Norwegian School of Economics and Business Administration
"Additional Mortgages: A Dynamic Model on Default Probabilities"
contact: philippe.dastous@hec.ca
Friday, November 14 2008, 10h (gcal)
Room Transat
Robert Korajczyk
Northwestern University
"Indraday Patterns in the Cross-Section of Stock Returns"
contact: philippe.dastous@hec.ca
Friday, November 28 2008, 10h (gcal)
Room Transat
Andrea Gamba
George Washington University
"Valuing Corporate Financing Strategies"
contact: philippe.dastous@hec.ca
 

Winter 2008

 
Monday, March 31 2008, 15h30 (gcal)
Room Serge-Saucier
Chad Syverson
University of Chicago
"Vertical Integration and Production: Some Plant-Level Evidence"
contact: philippe.dastous@hec.ca
Friday, April 4 2008, 10h (gcal)
Room Ordre des CGA
Huntley Schaller
Carleton University
"The Macroeconomic Effect of Sentiment"
contact: philippe.dastous@hec.ca
Wednesday, April 16 2008, 13h30 (gcal)
Room Xerox Canada
Yongsung Chang
University of Rochester
"Can A Representative Agent Model Represent A Heterogeneous Agent Economy?"
contact: philippe.dastous@hec.ca
Wednesday, April 16 2008, 12h (gcal)
Room St-Hubert
Olivier Gergaud
Université de Reims Champagne-Ardenne
"Strategic Forecasting in Rank-Order Tournaments: Evidence from Horse-Racing Tipsters"
contact: philippe.dastous@hec.ca
Friday, April 25 2008, 10h (gcal)
Room Marie-Husny
Morten Orregard Nielsen
Cornell University
"Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock"
contact: philippe.dastous@hec.ca
Monday, April 28 2008, 13h30 (gcal)
CANCELED
Olivier Deschênes
University of California at Santa Barbara
contact: philippe.dastous@hec.ca
Friday, May 2 2008, 10h (gcal)
Room Sony
Vivek Kapoor
CITI
"Synthetic CDO Risk-Return Dynamics / Optimal Static Hedging of Defaults in CDOs / Optimal Dynamic Hedging of Cliquets"
contact: philippe.dastous@hec.ca
 

Fall 2007

 
Thursday, September 6 2007, 15h30 (gcal)
Room Hélène-Desmarais
Amitabh Chandra
Harvard University
"Some Economics of Treatment Disparities in Healthcare"
contact: philippe.dastous@hec.ca
Friday, September 14 2007, 10h (gcal)
Room Transcontinental
Mikhail Chernov
London Business School
"Understanding Index Option Returns"
contact: philippe.dastous@hec.ca
Thursday, September 20 2007, 15h30 (gcal)
Room Transat
Andrea Mattozzi
Caltech
"Personal Influence: Social Context and Political Competition"
contact: philippe.dastous@hec.ca
Wednesday, September 26 2007, 10h (gcal)
Room Hélène-Desmarais
Luc Bauwens
CORE, UCL
"Theory and Inference for a Markov-Switching GARCH Model"
contact: philippe.dastous@hec.ca
Friday, October 5 2007, 10h (gcal)
Room Serge-Saucier
Jean Helwege
Pennsylvania State University
"Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions"
contact: philippe.dastous@hec.ca
Wednesday, October 10 2007, 10h (gcal)
Room Trudeau Corporation
Martin Burda
University of Toronto
"Classical and Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors"
contact: philippe.dastous@hec.ca
Friday, October 12 2007, 10h (gcal)
CANCELED
Tom McCurdy
University of Toronto
"Components of Market Risk and Return"
contact: philippe.dastous@hec.ca
Wednesday, October 17 2007, 10h (gcal)
Room Sony
Amartya Lahiri
University of British Columbia
"On the Non-Monotonic Relation Between Interest Rates and the Exchange Rate"
contact: philippe.dastous@hec.ca
Friday, October 19 2007, 10h (gcal)
Room Louis-Laberge
Jan Mahrt-Smith
University of Toronto
"Organizational Structure, R&D Intensity, and Firm Value"
contact: philippe.dastous@hec.ca
Tuesday, October 23 2007, 12h30 (gcal)
Room Serge-Saucier
Paul Beaudry
University of British Columbia
"Spill-Overs from Good Jobs"
contact: philippe.dastous@hec.ca
Wednesday, October 24 2007, 12h (gcal)
Room Sony
Simon Gilchrist
Boston University
"Investment and the Cost of Capital: New Evidence from the Corporate Bond Market"
contact: philippe.dastous@hec.ca
Friday, October 26 2007, 10h (gcal)
Room Transat
Ilan Guedj
University of Texas
"Director Networks and Firm Governance"
contact: philippe.dastous@hec.ca
Wednesday, October 31 2007, 10h (gcal)
Room Trudeau Corporation
Stuart McDonald
California Institute of Technology
"The Market for Internet Services as a Tiebout Economy: An Application of the Shapley Value to Pricing of Internet Services"
contact: philippe.dastous@hec.ca
Wednesday, November 7 2007, 10h (gcal)
Room Trudeau Corporation
Simon Woodcock
Simon Fraser University
"Glass Ceilings or Glass Doors? Immigrant and Visible Minority Wages in Canada"
contact: philippe.dastous@hec.ca
Thursday, November 8 2007, 15h30 (gcal)
Room Banque Scotia
Claudio Lucarelli
Cornell University
"An Analysis of the Medicare Prescription Drug Benefit"
contact: philippe.dastous@hec.ca
Thursday, November 15 2007, 15h30 (gcal)
Room Transat
Victor Aguirregabiria
University of Toronto
"A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments"
contact: philippe.dastous@hec.ca
Friday, November 16 2007, 10h (gcal)
CANCELED
Scott Joslin
MIT
"Pricing and Hedging Volatility Risk in Fixed Income Markets"
contact: philippe.dastous@hec.ca
Wednesday, November 21 2007, 10h (gcal)
Room Trudeau Corporation
Francis Bloch
Brown University/GREQAM
"Correlated Equilibria, Incomplete Information and Coalitional Deviations"
contact: philippe.dastous@hec.ca
Wednesday, November 28 2007, 10h (gcal)
Room Trudeau Corporation
Sanjay K. Chugh
University of Maryland and Federal Reserve Board
"Bargaining, Fairness, and Price Rigidity in a DSGE Environment"
contact: philippe.dastous@hec.ca
Thursday, December 13 2007, 15h30 (gcal)
Room Ernst & Young
Allan Timmermann
University of California - San Diego
"Portfolio Sorts and Tests of Cross-Sectional Patterns in Expected Returns"
contact: philippe.dastous@hec.ca
 

Winter 2007

 
Thursday, February 8 2007, 10h30 (gcal)
Room Jobboom (3rd Floor)
Menzie David Chinn
University of Wisconsin at Madison
"The Overvaluation of Renminbi Undervaluation"
contact: philippe.dastous@hec.ca
Thursday, March 8 2007, 15h30 (gcal)
Room Xerox Canada
Huseyin Yildirim
Duke University
"Blind Review"
contact: philippe.dastous@hec.ca
Thursday, March 15 2007, 15h30 (gcal)
Room Sony
Nicola Persico
New York University
"Racial Profiling: A Theoretical, Empirical, and Legal Analysis"
contact: philippe.dastous@hec.ca
Thursday, March 22 2007, 15h30 (gcal)
Room Xérox Canada
Nir Jaimovich
Stanford University
"The Young, the Old, and the Restless: Demographics and Business Cycle Volatility"
contact: philippe.dastous@hec.ca
Thursday, March 29 2007, 15h30 (gcal)
Room Serge-Saucier
Benoît Crutzen
Erasmus University, Rotterdam
"Differentiation in the Workplace?"
contact: philippe.dastous@hec.ca
Thursday, April 5 2007, 15h30 (gcal)
Room Xérox Canada
Richard Paap
Erasmus School of Economics
"Do Leading Indicators Lead Peaks More Than Troughs?"
contact: philippe.dastous@hec.ca
Thursday, April 12 2007, 15h30 (gcal)
Room Xérox Canada
Dharmarajan Hariharan
University of Pittsburgh
"Efficient Likelihood Analysis and Filtering for State-Space Representations"
contact: philippe.dastous@hec.ca
Thursday, April 19 2007, 15h30 (gcal)
Room Sony
Chris Riddell
Queen's University
"The Pitfalls of "Work-first" Welfare Reform Policies: Human Capital Accumulation in the Self-sufficiency Project"
contact: philippe.dastous@hec.ca
Friday, April 20 2007, 10h (gcal)
Room Sony
Edith Hotchkiss
Boston College
"Deal Behavior and the Trading of Newly Issued Corporate Bonds"
contact: philippe.dastous@hec.ca
Thursday, April 26 2007, 15h30 (gcal)
Room Saine Marketing
William L. Thomson
University of Rochester
"Children Crying at Birthday Parties. Why?"
contact: philippe.dastous@hec.ca
Friday, April 27 2007, 10h (gcal)
Room Transat
Peter Reinhard Hansen
Stanford University
"Subsampled Realised Kernels"
contact: philippe.dastous@hec.ca
Wednesday, May 2 2007, 12h (gcal)
Room Xerox Canada
Caio Ibsen Rodrigues de Almeida
Getulio Vargas Foundation
"The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model"
contact: philippe.dastous@hec.ca
Thursday, May 3 2007, 10h (gcal)
Room Louis-Laberge
Luca Benzoni
Federal Reserve Bank of Chicago / University of Minnesota
"Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models"
contact: philippe.dastous@hec.ca
Tuesday, May 8 2007, 10h (gcal)
Room Ernst & Young
Bradley Paye
Jones Graduate School of Management, Rice University
"Portfolios of Estimated Portfolios: Combination Approaches to Estimating Optimal Portfolio Weights"
contact: philippe.dastous@hec.ca
Thursday, May 10 2007, 15h30 (gcal)
Room Ernst & Young
Stéfan Ambec
INRA Grenoble
"Welfare Criteria to Rank Lifesaving Drug Prices"
contact: philippe.dastous@hec.ca
Tuesday, May 15 2007, 14h30 (gcal)
Room Ordre des CGA du Québec
Hashmat Khan
Carleton University
"Investment Adjustment Costs: An Empirical Assessment"
contact: philippe.dastous@hec.ca
Wednesday, June 13 2007, 15h (gcal)
Room Société canadienne des postes
José Manuel Marqués Sevillano
Banco de Espana
"Uncertainty and the Price of Risk in a Nominal Convergence"
contact: philippe.dastous@hec.ca
 

Fall 2006

 
Friday, August 25 2006, 14h (gcal)
Room Hélène-Desmarais
Dominique Guégan
École Normale Supérieure de Cachan
"Prévisions non linéaires et chaos : Applications en économie et finance"
contact: philippe.dastous@hec.ca
Thursday, September 7 2006, 15h30 (gcal)
Room Trudeau
Rui Castro
Université de Montréal
"Legal Institutions, Sectoral Heterogeneity, and Economic Development"
contact: philippe.dastous@hec.ca
Thursday, September 14 2006, 15h30 (gcal)
Room Xerox Canada
Étienne Wasmer
UQAM
"The Economics of Prozac (Do employees really gain from strong employment protection?)"
contact: philippe.dastous@hec.ca
Friday, September 15 2006, 10h30 (gcal)
Room Hélène-Desmarais
Jianjun Miao
Boston University
"Investment, Consumption and Hedging under Incomplete Markets"
contact: philippe.dastous@hec.ca
Tuesday, September 19 2006, 10h (gcal)
Room Hélène-Desmarais
Martina Wilhelm
ETH Zurich
"Pricing financial derivatives in electricity markets"
contact: philippe.dastous@hec.ca
Wednesday, September 20 2006, 12h (gcal)
Room Hélène-Desmarais
Taoufik Bouezmarni
Séminaire interne
"Non Parametric Density Estimation for Positive Time Series"
contact: philippe.dastous@hec.ca
Thursday, September 21 2006, 15h30 (gcal)
Room Hélène-Desmarais
Nikolay Gospodinov
Concordia University
"Asymptotic and Bootstrap Tests for Linearity in a TAR-GARCH(1,1) Model with Near Unit Roots"
contact: philippe.dastous@hec.ca
Friday, September 29 2006, 10h30 (gcal)
Room Hélène-Desmarais
Amrita Nain
McGill University
"Corporate Risk Management in an Industry Setting: An Empirical Investigation"
contact: philippe.dastous@hec.ca
Thursday, October 5 2006, 15h30 (gcal)
Room Xérox Canada
Martin Uribe
Duke University
"Real Business Cycles in Emerging Countries"
contact: philippe.dastous@hec.ca
Friday, October 6 2006, 10h30 (gcal)
Room Hélène-Desmarais
Jason Wei
Joseph L. Rotman School of Management
"Is Systematic Risk Priced in Options?"
contact: philippe.dastous@hec.ca
Thursday, October 19 2006, 15h30 (gcal)
Room Louis-Laberge
Lutz Weinke
Duke University
"Firm-specific Capital and Welfare"
contact: philippe.dastous@hec.ca
Thursday, October 26 2006, 15h30 (gcal)
Room Louis-Laberge
Matteo Iacoviello
Boston College
"The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy"
contact: philippe.dastous@hec.ca
Friday, October 27 2006, 10h (gcal)
CANCELED
Anthony Sanders
Ohio State University
"Subordinations Levels in Structured Financing"
contact: philippe.dastous@hec.ca
Friday, November 3 2006, 14h (gcal)
Room Marie-Husny
René Garcia
Université de Montréal
"Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns"
contact: philippe.dastous@hec.ca
Friday, November 3 2006, 10h (gcal)
Room Hélène-Desmarais
Robert McDonald
Kellogg School of Management - Northwestern University
"Portfolio Choice and Corporate Financial Policy When There Are Tax-Intermediating Dealers"
contact: philippe.dastous@hec.ca
Thursday, November 9 2006, 15h30 (gcal)
Room Xérox Canada
Tom Wiseman
University of Texas at Austin
"Reputation and Exogenous Private Learning"
contact: philippe.dastous@hec.ca
Friday, November 10 2006, 10h (gcal)
Room Hélène-Desmarais
Fan Yu
University of California, Irvine
"How Important is Option-Implied Volatility for Pricing Credit Default Swaps?"
contact: philippe.dastous@hec.ca
Thursday, November 16 2006, 15h30 (gcal)
Room Xérox Canada
Jeffrey S. Racine
McMaster University
"Nonparametric Estimation of Conditional CDF and Quantile Functions with Mixed Categorical and Continuous Data"
contact: philippe.dastous@hec.ca
Friday, November 17 2006, 14h (gcal)
Room St-Hubert
John Abowd
Cornell University
"New Measures of Human Capital and Work Force Productivity"
contact: philippe.dastous@hec.ca
Friday, November 17 2006, 10h (gcal)
Room Hélène-Desmarais
Rossen Valkanov
Rady School of Management - University of California
"Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns"
contact: philippe.dastous@hec.ca
Friday, November 24 2006, 10h (gcal)
Room CIBC
John R. Conlon
University of Mississippi
"Should Central Banks Burst Bubbles? Some Microeconomic Issues"
contact: philippe.dastous@hec.ca
Thursday, November 30 2006, 15h30 (gcal)
Room St-Hubert
Alain Guay
UQAM
"Identification of Technology Shocks in Structural VARs"
contact: philippe.dastous@hec.ca
Friday, December 1 2006, 10h (gcal)
Room Ordre des CGA
François Derrien
Joseph L. Rotman School of Management
"Currying Favor to Win IPO Mandates"
contact: philippe.dastous@hec.ca
Thursday, December 7 2006, 14h (gcal)
Room Trudeau Corporation
Jean-Pierre Dubé
University of Chicago Graduate School of Business
"Do Switching Costs Make Markets Less Competitive?"
contact: philippe.dastous@hec.ca
Friday, December 8 2006, 10h (gcal)
Room St-Hubert
Joseph Chen
University of Southern California
"Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance"
contact: philippe.dastous@hec.ca
Tuesday, December 19 2006, 15h (gcal)
Room Louis-Laberge
Martin Boileau
University of Colorado
"Dynamics of the Current Account and Interest Differentials"
contact: philippe.dastous@hec.ca
 

Winter 2006

 
Thursday, March 16 2006, 15h30 (gcal)
Room Standard Life 1
Nicolas Marceau
UQAM
"Concurrence fiscale et émergence de paradis fiscaux"
contact: philippe.dastous@hec.ca
Friday, March 17 2006, 10h30 (gcal)
Room Louis-Laberge
Alexander David
Haskayne School of Business
"Inflation Uncertainty, Asset Valuations, and Five Credit Risk Puzzles"
contact: philippe.dastous@hec.ca
Thursday, March 23 2006, 15h30 (gcal)
Room Standard Life 1
Diego Garcia
Tuck School of Business at Dartmouth
"Noise and aggregation of information in large markets"
contact: philippe.dastous@hec.ca
Wednesday, March 29 2006, 15h (gcal)
Room Sony
Norman Schofield
Washington University
"The Mean Voter Theorem: Necessary and Sufficient Conditions for Equilibrium"
contact: philippe.dastous@hec.ca
Friday, April 7 2006, 10h30 (gcal)
Room Louis-Laberge
Pierluigi Balduzzi
Boston College
"Rebalancing Activity in 401 (k) Plans"
contact: philippe.dastous@hec.ca
Wednesday, April 19 2006, 13h30 (gcal)
Room Sony
Willem Van Zandweghe
Carnegie Mellon University
"On-the-job search, sticky prices, and persistence"
contact: philippe.dastous@hec.ca
Thursday, April 20 2006, 15h30 (gcal)
Room Société canadienne des postes
Yianis Sarafidis
Yale University
"Games with Time Inconsistent Players"
contact: philippe.dastous@hec.ca
Friday, April 21 2006, 10h30 (gcal)
Room Louis-Laberge
Jeffrey Pontiff
Boston College
"Investment Taxation and Portfolio Performance"
contact: philippe.dastous@hec.ca
Wednesday, April 26 2006, 13h30 (gcal)
Room Louis-Laberge
Leemore Dafny
Kellogg School - Northwestern University
"Do Report Cards Tell Consumers Anything They Don't Already Know? The Case of Medicare HMOs"
contact: philippe.dastous@hec.ca
Friday, April 28 2006, 10h30 (gcal)
Room Louis-Laberge
Christophe Perignon
Simon Fraser University
"Commonality in Liquidity: A Global Perspective"
contact: philippe.dastous@hec.ca
Thursday, May 4 2006, 15h30 (gcal)
Room Louis-Laberge
Elyès Jouini
Paris-Dauphine
"Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk-aversion"
contact: philippe.dastous@hec.ca
Friday, May 5 2006, 10h30 (gcal)
Room Sony
Ales Cerny
Cass Business School - UK
"Performance of Dynamic Hedging Strategies: The Tale of Two Trading Desks"
contact: philippe.dastous@hec.ca
Thursday, May 11 2006, 10h30 (gcal)
Room Sony
Eymen Errais
Stanford University
"Pricing multi-name credit derivatives: Beyond the Gaussian copula"
contact: philippe.dastous@hec.ca
Friday, May 12 2006, 10h30 (gcal)
Room Sony
Chung-Li Tseng
University of Missouri-Rolla
"A Framework Using Two-Factor Price Lattices for Generation Asset Valuation"
contact: philippe.dastous@hec.ca
 

Fall 2005

 
Thursday, September 22 2005, 15h30 (gcal)
Room Hélène-Desmarais
Michael Smart
University of Toronto
"Regional grants as pork barrel politics"
contact: philippe.dastous@hec.ca
Tuesday, October 4 2005, 14h30 (gcal)
Room Demers Beaulne
Juanyi Xu
Simon Fraser University
"Global Monetary Policy under a Dollar Standard"
contact: philippe.dastous@hec.ca
Friday, October 7 2005, 10h30 (gcal)
Room Transat
Sergei Sarkissian
McGill University
"Are there permanent valuation gains to overseas listing? Evidence from market sequencing and selection"
contact: philippe.dastous@hec.ca
Thursday, October 13 2005, 15h30 (gcal)
Room Salle Transat
Jean Boivin
Columbia University Business School
"DSGE Models in a Data-Rich Environment"
contact: philippe.dastous@hec.ca
Friday, October 14 2005, 10h30 (gcal)
Room Transat
David Lando
Princeton University
"Decomposing Swap Spreads"
contact: philippe.dastous@hec.ca
Thursday, October 20 2005, 15h30 (gcal)
Room Transat
Biung-Ghi Ju
University of Kansas
"Efficiency and Consistency for Locating Multiple Public Facilities"
contact: philippe.dastous@hec.ca
Friday, October 28 2005, 10h30 (gcal)
Room Sony
J. David Cummins
Wharton School - University of Pennsylvania
"Convergence and Contagion in the U.S. Banking and Insurance Industries: Evidence From Operational Risk Events"
contact: philippe.dastous@hec.ca
Thursday, November 3 2005, 15h30 (gcal)
Room Transat
William A. Pizer
Resources for the futures
"Indexed Regulation"
contact: philippe.dastous@hec.ca
Friday, November 4 2005, 10h30 (gcal)
Room Van Houtte
Ryan Davies
Babson College
"Portfolio Cross-autocorrelation Puzzles"
contact: philippe.dastous@hec.ca
Friday, November 11 2005, 14h (gcal)
Room Salle Transat
Sumon Majumdar
Queen's University
"On Institution Building"
contact: philippe.dastous@hec.ca
Friday, November 11 2005, 10h30 (gcal)
Room Van Houtte
Clemens Sialm
Stephen M. Ross School/University of Michigan
"Unobserved Actions of Mutual Funds"
contact: philippe.dastous@hec.ca
Thursday, November 17 2005, 15h30 (gcal)
Room Salle Transat
Diego Restuccia
University of Toronto
"On the Aggregate and Distributional Implications of TFP Differences across Countries"
contact: philippe.dastous@hec.ca
Friday, November 18 2005, 14h (gcal)
Room Transat
Margarida Duarte
Federal Reserve Bank of Richmond
"Nontradable Goods, Market Segmentation, and Exchange Rates"
contact: philippe.dastous@hec.ca
Friday, November 18 2005, 10h30 (gcal)
Room Nancy & Michel-Gaucher
Vefa Tarhan
Loyola University Chicago
"Cash Flow Sensitivities With Constraints"
contact: philippe.dastous@hec.ca
Thursday, November 24 2005, 15h30 (gcal)
Room Transat
Taoufik Bouezmarni
Catholic University of Louvain
"Asymmetric Kernel Density Estimators"
contact: philippe.dastous@hec.ca
Friday, November 25 2005, 10h30 (gcal)
Room Transat
Christiane Lemieux
University of Calgary
"Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulation in Finance"
contact: philippe.dastous@hec.ca
Thursday, December 1 2005, 15h30 (gcal)
Room Transat
André Kurmann
UQAM
"Credit Market Frictions and Capital Reallocation over the Business Cycle"
contact: philippe.dastous@hec.ca
Friday, December 2 2005, 10h30 (gcal)
Room Nancy & Michel Gaucher
Ilya Strebulaev
Stanford University
"Firm Size and Capital Structure"
contact: philippe.dastous@hec.ca
Friday, December 9 2005, 14h30 (gcal)
CANCELED
Nicolas Marceau
UQAM
"Efficacité de la concurrence fiscale et des paradis fiscaux"
contact: philippe.dastous@hec.ca
Friday, December 9 2005, 10h30 (gcal)
Room Serge-Saucier
Ernst Schaumburg
Kellogg School of Management - Northwestern University
"The Value of Equity Analysts' Target Prices"
contact: philippe.dastous@hec.ca
 

Winter 2005

 
Friday, February 25 2005, 14h (gcal)
Room Xérox
Gautam Gowrisankaran
Washington University of St-Louis
"Managed Care, Drug Benefits and Mortality: An Analysis of the Elderly"
contact: philippe.dastous@hec.ca
Thursday, March 3 2005, 15h30 (gcal)
Room Xerox
Richard Akresh
University of Illinois at Urbana Champaign
"Adjusting Household Structure: School Enrollment Impacts of Child Fostering in Burkina Faso"
contact: philippe.dastous@hec.ca
Friday, March 4 2005, 13h30 (gcal)
Room Dutaillier
Burton Hollifield
Tepper School of Business - Carnegie Mellon
"Financial Intermediation and the Costs of Trading in an Opaque Market"
contact: philippe.dastous@hec.ca
Thursday, March 10 2005, 15h30 (gcal)
Room Transat
Ulrich Doraszelski
Harvard University
"Learning-by-Doing, Organizational Forgetting, and Industry Dynamics"
contact: philippe.dastous@hec.ca
Friday, March 11 2005, 13h30 (gcal)
Room Xerox
Michaela Draganska
Stanford University
"Modeling Joint Pricing and Product Assortment Choices"
contact: philippe.dastous@hec.ca
Friday, March 11 2005, 10h30 (gcal)
Room Xerox
Jin-Chuan Duan
University of Toronto
"Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises"
contact: philippe.dastous@hec.ca
Wednesday, March 16 2005, 16h30 (gcal)
Room Société canadienne des postes
Phelim Boyle
University of Waterloo
"Incomplete Markets: Specification Errors and Robustness"
contact: philippe.dastous@hec.ca
Friday, March 18 2005, 10h30 (gcal)
Room Sony
Jessica A. Wachter
The Wharton School - University of Pennsylvania
"A Consumption-based Model of the Term Structure of Interest Rates"
contact: philippe.dastous@hec.ca
Thursday, March 24 2005, 15h30 (gcal)
Room Sony
David Sahn
Cornell University
"Estimating the Consequences of Changes in Fertility on Child Health and Education in Romania: An Analysis Using Twins Data"
contact: philippe.dastous@hec.ca
Wednesday, March 30 2005, 15h30 (gcal)
Room Standard Life 1
Lucas Davis
University of Michigan
"The Effect of Driving Restrictions on Air Quality in Mexico City"
contact: philippe.dastous@hec.ca
Thursday, March 31 2005, 10h30 (gcal)
Room Transat
John Maheu
University of Toronto
"How useful are historical data for forecasting the long-run equity premium?"
contact: philippe.dastous@hec.ca
Friday, April 1 2005, 10h30 (gcal)
Room Transat
Mark R. Huson
University of Alberta
"Do IPO Investors Get the Blues? Seasonal Affective Disorder and Initial Public Offerings"
contact: philippe.dastous@hec.ca
Thursday, April 7 2005, 15h30 (gcal)
Room Transat
Douglas J. Hodgson
Université du Québec à Montréal
"Models of Foreign Exchange Intervention: Estimation and Testing"
contact: philippe.dastous@hec.ca
Friday, April 15 2005, 10h30 (gcal)
Room Transat
Paolo Siconolfi
Columbia University
"Economies with Asymmetric Information and Individual Risk"
contact: philippe.dastous@hec.ca
Thursday, April 21 2005, 15h30 (gcal)
CANCELED
Frank Strobel
University of Birmingham
"Switching mortgages: a real options perspective"
contact: philippe.dastous@hec.ca
Friday, April 22 2005, 10h30 (gcal)
Room Sony
Timothy T. Simin
The Pennsylvania State University
"Do Growth Options Explain the Trend in Idiosyncratic Risk?"
contact: philippe.dastous@hec.ca
Thursday, April 28 2005, 15h30 (gcal)
Room St-Hubert
Christian M. Hafner
Erasmus University Rotterdam
"Semi-Parametric Modelling of Correlation Dynamics"
contact: philippe.dastous@hec.ca
Friday, April 29 2005, 14h (gcal)
Room Serge-Saucier
Mihkel M. Tombak
Joseph L. Rotman School of Business
"Firms are not all created equal: Location and Price competition with cost asymmetries"
contact: philippe.dastous@hec.ca
Friday, April 29 2005, 10h30 (gcal)
Room Xerox Canada
Vikas Agarwal
Georgia State University
"Why is Santa Claus so kind to hedge funds? The December bonanza puzzle!"
contact: philippe.dastous@hec.ca
Thursday, May 5 2005, 15h30 (gcal)
Room Xerox Canada
Lee Alston
University of Colorado
"On the Brazilian Road to Governance: Recovering from Economic and Political Shocks"
contact: philippe.dastous@hec.ca
Friday, May 6 2005, 10h30 (gcal)
Room Xerox Canada
Daniel Bergstresser
Harvard University
"Earnings Manipulation, Pension Assumptions, and Managerial Investment Decisions"
contact: philippe.dastous@hec.ca
 

Fall 2004

 
Thursday, September 9 2004, 15h30 (gcal)
Room St-Hubert
Rajshri Jayaraman
University of Munich
"Modelling Domestic Violence"
contact: philippe.dastous@hec.ca
Thursday, September 23 2004, 15h30 (gcal)
Room Ordre des CGA du Québec
Charles Corbett
Anderson School of Business, UCLA
"The Financial Impact of ISO 9000 Certification in the US: An Empirical Analysis"
contact: philippe.dastous@hec.ca
Thursday, September 30 2004, 15h30 (gcal)
Room Ordre des CGA du Québec
Meta Brown
University of Wisconsin-Madison
"Informal Care and the Division of End-of-Life Transfers"
contact: philippe.dastous@hec.ca
Thursday, October 7 2004, 15h30 (gcal)
Room Ordre des CGA du Québec
Christopher Ferrall
Queen's University
"Joint Production at the Workplace: Evidence from Norwegian Establishment Data"
contact: philippe.dastous@hec.ca
Friday, October 8 2004, 10h30 (gcal)
Room St-Hubert
Christian Gouriéroux
University of Toronto
"Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk"
contact: philippe.dastous@hec.ca
Thursday, October 14 2004, 15h30 (gcal)
Room Ordre des CGA du Québec
Bruce Shearer
Université Laval
"The Response to Worker Effort to Piece Rates: Evidence from a Field Experiment"
contact: philippe.dastous@hec.ca
Friday, October 15 2004, 10h30 (gcal)
Room Ordre des CGA du Québec
Kris Jacobs
McGill University
"Option Valuation with Volatility Components"
contact: philippe.dastous@hec.ca
Friday, October 22 2004, 10h30 (gcal)
CANCELED
Burton Hollifield
Carnegie Mellon
"Financial Intermediation and the Costs of Trading in an Opaque Market"
contact: philippe.dastous@hec.ca
Friday, October 29 2004, 10h30 (gcal)
Room Sony
Raman Uppal
London Business School
"How Inefficient are Simple Asset-allocation Strategies?"
contact: philippe.dastous@hec.ca
Friday, October 29 2004, 10h30 (gcal)
Room St-Hubert
Stéphane Chrétien
Université Laval
"Portfolio Performance Measurement: A No Arbitrage Bounds Approach"
contact: philippe.dastous@hec.ca
Friday, November 5 2004, 14h (gcal)
Room Standard Life
Vijayendra Rao
The World Bank
"Tokenism or Agency? The Impact of Women's Reservations on Panchayats in South India"
contact: philippe.dastous@hec.ca
Friday, November 12 2004, 14h (gcal)
Room Hélène-Desmarais
Mark Duggan
University of Maryland
"The Distortionary Effects of Government Procurement: Evidence from Medicaid Prescription Drug Purchasing"
contact: philippe.dastous@hec.ca
Friday, November 12 2004, 10h30 (gcal)
Room Hélène-Desmarais
Murray Carlson
The University of British Columbia
"Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance"
contact: philippe.dastous@hec.ca
Friday, November 19 2004, 14h (gcal)
Room Xérox Canada
Michael Greenstone
MIT
"Does Hazardous Waste Matter? Evidence from the Housing Market and the Superfund Program"
contact: philippe.dastous@hec.ca
Friday, November 19 2004, 10h30 (gcal)
Room Hélène-Desmarais
Xavier Gabaix
MIT
"Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market"
contact: philippe.dastous@hec.ca
Thursday, November 25 2004, 15h30 (gcal)
Room Ordre des CGA du Québec
Susumu Imai
Concordia Universitiy
"Crime and Young Men: The Role of Arrest, Criminal Experience and Heterogeneity"
contact: philippe.dastous@hec.ca
Thursday, December 2 2004, 15h30 (gcal)
Room Hélène-Desmarais
Arianna Degan
Université du Québec à Montréal
"Do Citizens Vote Sincerely (If They Vote at All)? Theory and Evidence from U.S. National Elections"
contact: philippe.dastous@hec.ca
Thursday, December 9 2004, 15h30 (gcal)
Room Hélène-Desmarais
Paul Makdissi
Université de Sherbrooke
"Socially-Improving Tax Reforms"
contact: philippe.dastous@hec.ca
 

Winter 2004

 
Friday, January 16 2004, 9h (gcal)
Room Hélène-Desmarais
Michel Crouhy
Banque CIBC
"Développements récents dans la gestion du risque de crédit"
contact: philippe.dastous@hec.ca
Tuesday, March 2 2004, 13h30 (gcal)
Room Transat
Stanley E. Zin
Carnegie Mellon University - GSIA
"Generalized Disappointment Aversion and Asset Prices"
contact: philippe.dastous@hec.ca
Thursday, March 4 2004, 15h30 (gcal)
Room Transat
Izabela Jelovac
Maastricht University
"Internationally-based price regulation and price negotiation patterns"
contact: philippe.dastous@hec.ca
Tuesday, March 9 2004, 13h30 (gcal)
Room Hélène-Desmarais
Mark Loewenstein
Boston University
"The Limits of Investor Behavior"
contact: philippe.dastous@hec.ca
Thursday, March 11 2004, 15h30 (gcal)
Room Hélène-Desmarais
Franklin Allen
Wharton School - U. of Pennsylvania
"Law, Finance and Economic Growth in China"
contact: philippe.dastous@hec.ca
Thursday, March 18 2004, 15h30 (gcal)
Room Hélène-Desmarais
Audra Bowlus
Western Ontario
"Domestic Violence, Employment and Divorce"
contact: philippe.dastous@hec.ca
Tuesday, March 23 2004, 13h30 (gcal)
Room Hélène-Desmarais
Robert Jarrow
Cornell Universitiy
"Capital Structure and the Present Value of a Firm's Investment Opportunities: A Reduced Form Credit Risk Perspective"
contact: philippe.dastous@hec.ca
Thursday, March 25 2004, 15h30 (gcal)
Room Hélène-Desmarais
David Kelly
University of Miami
"Economic Growth and the Environment: Theory and Facts"
contact: philippe.dastous@hec.ca
Tuesday, April 13 2004, 13h30 (gcal)
Room Hélène-Desmarais
François Derrien
University of Toronto
"Quid Pro Quo in IPOs: Why Book-building is Dominating Auctions"
contact: philippe.dastous@hec.ca
Tuesday, April 20 2004, 13h30 (gcal)
Room Hélène-Desmarais
Domenico Cuoco
Wharton University of Pennsylvania
"An Analysis of VaR-based Capital Requirements"
contact: philippe.dastous@hec.ca
Thursday, April 22 2004, 15h30 (gcal)
Room Hélène-Desmarais
Caroline M. Hoxby
Harvard University
"Our Favorite Method of Redistribution: School Spending Equality, Income Equality, and Growth"
contact: philippe.dastous@hec.ca
Thursday, April 29 2004, 15h30 (gcal)
Room Hélène-Desmarais
Duncan Thomas
UCLA
"Causal effect of health on labor market outcomes: Evidence from a random assignment iron supplementation intervention"
contact: philippe.dastous@hec.ca
Thursday, May 13 2004, 15h30 (gcal)
Room Société canadienne des postes
Daniel A. Ackerberg
UCLA and NBER
"Unobserved Product Differentiation in Discrete Choice Models: Estimating Price Elasticities and Welfare Effects"
contact: philippe.dastous@hec.ca
 

Fall 2003

 
Thursday, September 11 2003, 15h30 (gcal)
Room Sony
Daniel Parent
Université McGill
"Education and Smoking: Were Vietnam War Draft Avoiders Also More Likely to Avoid Smoking?"
contact: philippe.dastous@hec.ca
Tuesday, September 16 2003, 15h30 (gcal)
Room Transat
Peter Christoffersen
McGill University
"Option Valuation with Conditional Skewness"
contact: philippe.dastous@hec.ca
Thursday, September 18 2003, 15h30 (gcal)
Room Quebecor
Pietro Veronesi
University of Chicago
"Stock Prices and IPO Waves"
contact: philippe.dastous@hec.ca
Thursday, September 18 2003, 15h30 (gcal)
Room Standard Life 1
Martin Boileau
University of Colorado at Boulder
"Inventories, Sticky Prices, and the Propagation of Nominal Shocks"
contact: philippe.dastous@hec.ca
Tuesday, September 23 2003, 10h30 (gcal)
Room Louis-Laberge
Daniel A. Rogers
Portland State University
"Does Fuel Hedging Make Economic Sense? The Case of the US Airline Industry"
contact: philippe.dastous@hec.ca
Thursday, September 25 2003, 15h30 (gcal)
Room Sony
Diego Restuccia
University of Toronto
"Policy Distortions and Aggregate Productivity with Heterogeneous Plants"
contact: philippe.dastous@hec.ca
Thursday, October 2 2003, 15h30 (gcal)
Room Sony
Paul Beaudry
University of British columbia
"Globalization, Gains from Specialization and the World Distribution of Output"
contact: philippe.dastous@hec.ca
Thursday, October 9 2003, 15h30 (gcal)
Room Sony
Jennifer Hunt
Université de Montréal
"Trust and Bribery: The Role of the Quid Pro Quo and the Link with Crime"
contact: philippe.dastous@hec.ca
Tuesday, October 14 2003, 15h30 (gcal)
Room Xerox Canada
Paul Glasserman
Columbia University
"Monte Carlo Methods for Portfolio Credit Risk"
contact: philippe.dastous@hec.ca
Thursday, October 16 2003, 15h30 (gcal)
Room Louis-Laberge
Jean-Marie Dufour
Université de Montréal
"Testing Black's CAPM with Possibly Non-Gaussian Error Distributions: An Exact Simulation-Based Approach"
contact: philippe.dastous@hec.ca
Tuesday, October 21 2003, 15h30 (gcal)
Room Sony
Terrence John Hendershott
Berkeley University of California
"Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation"
contact: philippe.dastous@hec.ca
Thursday, October 23 2003, 15h30 (gcal)
Room Sony
Robert Town
University of Minnesota
"Causality and the Volume-Outcome Relationship in Surgery"
contact: philippe.dastous@hec.ca
Tuesday, October 28 2003, 10h30 (gcal)
Room Xérox Canada
Thierry Foucault
HEC France
"Does Anonymity Matter in Electronic Limit Order Markets?"
contact: philippe.dastous@hec.ca
Thursday, October 30 2003, 15h30 (gcal)
Room Sony
Shannon Seitz
Queen's University
"Consumption Inequality and Intra-Household Allocations"
contact: philippe.dastous@hec.ca
Thursday, October 30 2003, 10h30 (gcal)
Room Transat
Jin Chuan Duan
Rotman School of Management - U. of Toronto
"Executive Stock Options and Incentive Effects due to systematic Risk"
contact: philippe.dastous@hec.ca
Tuesday, November 4 2003, 15h30 (gcal)
Room Transat
Javier de Frutos
University of Valladolid
"Implicit-explicit Runge-Kutta methods for financial derivatives pricing models"
contact: philippe.dastous@hec.ca
Thursday, November 6 2003, 15h30 (gcal)
Room Van Houtte
Ig Horstmann
Rotman School of Management - U. of Toronto
"Agency Contracts with Long-Term Customer Relationships"
contact: philippe.dastous@hec.ca
Tuesday, November 11 2003, 15h30 (gcal)
Room Transat
Luc Wathieu
Harvard Business School
"Privacy, Exposure and Price Discrimination"
contact: philippe.dastous@hec.ca
Friday, November 14 2003, 10h30 (gcal)
Room Samson Bélair Deloitte Touche
Christian Gouriéroux
Centre Recherche en Économie et Statistique
"Spred Term Structure and Default Correlation"
contact: philippe.dastous@hec.ca
Thursday, November 20 2003, 15h30 (gcal)
Room Transat
Jean Boivin
Columbia University
"Measuring the Effects of Monetary Policy: A factor-Augmented Vector Autoregressive (FAVAR) Approach"
contact: philippe.dastous@hec.ca
Tuesday, November 25 2003, 15h30 (gcal)
Room Transat
Jan Ericsson
McGill University
"Accounting Transparency and the Implied Volatility Smile"
contact: philippe.dastous@hec.ca
Thursday, November 27 2003, 15h30 (gcal)
Room Transat
Bruno Versaevel
E.M.LYON
"Conflict and Cooperation on R&D Markets"
contact: philippe.dastous@hec.ca
Thursday, December 4 2003, 15h30 (gcal)
Room Transat
Anna Pavlova
Massachusetts Institute of Technology (MIT
"Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management"
contact: philippe.dastous@hec.ca
Tuesday, December 9 2003, 15h30 (gcal)
Room Transat
Tano Santos
University of Chicago
"The Time Series of the Cross Section of Asset Prices"
contact: philippe.dastous@hec.ca
Thursday, December 11 2003, 15h30 (gcal)
Room Transat
Damien de Walque
The World Bank
"How Does the Impact of an HIV/AIDS Information Campaign Vary with Educational Attainment? Evidence from Rural Uganda"
contact: philippe.dastous@hec.ca

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