Hiver 2012 | |
| Jeudi 12 janvier 2012, 15h15 Salle TAL Gestion globale d'actifs inc.  | Laura Coroneo University of Manchester - School of Social Sciences "Spanned and Unspanned Macro Risk in the Yield Curve" |
| Mercredi 14 mars 2012, 12h Salle St-Hubert | Ilze Kalnina Department of Economics, U. de Montréal "Nonparametric Tests of Time Variation in Betas" |
| Jeudi 22 mars 2012, 15h15 Salle Gérard-Parizeau | Éric Ghysels UNC Chapel Hill - Kenan-Flagler Business School "Mixed Frequency Vector Autoregressive Models" |
| Jeudi 29 mars 2012 REPORTÉ | Sandro C. Andrade School of Business Administration - University of Miami |
| Jeudi 5 avril 2012 REPORTÉ | Itay Goldstein The Wharton School of the University of Pennsylvania |
| Jeudi 12 avril 2012, 15h15 Salle Banque Scotia | Laurent Fresard Robert H. Smith School of Business - U. of Maryland "Competitive Pressure and Corporate Policies" |
| Lundi 16 avril 2012, 12h Salle Xerox Canada | Kai Li Sauder School of Business - UBC "Are CEOs in U.S. Public Firms Overpaid? New Evidence from Private Firms" |
| Jeudi 19 avril 2012, 15h15 Salle Sony | Revansiddha B. Khanapure Lerner College of Business and Economics - U. of Delaware "Life-Cycle Portfolio Allocation for Disappointment Averse Agents" |
| Lundi 30 avril 2012, 15h30 Salle Société canadienne des postes | Nabil Tahani York University "Pricing Interest Rate Derivatives under Multi-Factor GARCH" |
| Mardi 5 juin 2012, 14h Salle Cogeco | Pascal Gantenbein Faculty of Business and Economics, U. of Basel "Director Characteristics, Culture, and Firm Performance" |
Automne 2011 | |
| Jeudi 1 septembre 2011, 15h Salle Hélène-Desmarais | Lars-Alexander Kuehn Carnegie Mellon University "Investment-Based Corporate Bond Pricing" |
| Jeudi 22 septembre 2011, 15h Salle 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" |
| Jeudi 29 septembre 2011, 15h Salle Ordre des CGA | Hui Chen MIT - Sloan School of Management "Market Timing, Investment, and Risk Management" |
| Jeudi 13 octobre 2011, 15h15 Salle 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" |
| Jeudi 27 octobre 2011, 15h Salle Sony | Andrew J. Patton Duke University - Department of Economics "Modelling Dependence in High Dimensions with Factor Copulas" |
| Jeudi 3 novembre 2011, 15h15 Salle Standard Life | Rui Albuquerque Boston University - School of Management "Search Frictions and Controlling Shareholder Illiquidity" |
| Vendredi 18 novembre 2011, 15h30 Salle Esdras-Minville | Olivier Scaillet Geneva Finance Research Institute (Université de Genève) "Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets" |
| Jeudi 1 décembre 2011, 15h15 Salle Trudeau Corporation | Fernando Zapatero U. of Southern California - Marshall School of Business "Labor Income, Relative Wealth Concerns, and the Cross-section of Stock Returns" |
Hiver 2011 | |
| Jeudi 27 janvier 2011, 15h15 Salle Société canadienne des postes | Jonathan Reeves University of New South Wales "Betas, Hedge Funds and the Myth of Market Neutrality" |
| Jeudi 17 février 2011, 15h Salle Sony | Adrien Verdelhan MIT "Sovereign Risk Premia" |
| Jeudi 24 février 2011, 15h Salle Béton-Grilli | Jean-Sébastien Fontaine Banque du Canada "Fed Funds Futures and the Federal Reserve" |
| Mercredi 16 mars 2011, 15h15 Salle Standard Life | Anna Obizhaeva University of Maryland "Market Microstructure Invariants" |
| Mercredi 6 avril 2011, 12h Salle Hélène-Desmarais | Marie Lambert Maastricht University "Comoment Risk and Stock Returns" |
| Jeudi 14 avril 2011, 15h15 Salle Hélène-Desmarais | Patrice Poncet ESSEC "The Myth of Long Horizon Predictability: an Investment Perspective" |
| Jeudi 28 avril 2011, 15h30 Salle Ordre des CGA | Ingolf Dittmann Erasmus School of Economics "Indexing Executive Compensation Contracts" |
| Jeudi 5 mai 2011, 15h30 Salle KPMG | Louis Gagnon Queen's University "Short Changed? the Market's Reaction to the Short Sale Ban of 2008" |
Automne 2010 | |
| Jeudi 23 septembre 2010, 15h30 Salle Banque Scotia | Ivana Komunjer University of California, San Diego "Non Parametric Identification and Estimation of Transformation Models" |
| Jeudi 7 octobre 2010, 15h30 Salle Sony | Anastasia Kartasheva Wharton University "Rating Standards for Catastrophic Risks and the Insurer's Capital Structure" |
| Jeudi 14 octobre 2010, 15h30 Salle Sony | Sudipto Bhattacharya London School of Economics "Agregate Risk Perception, Adverse Selection, and Securitized Lending: Mitigating Allocational Consequences of Exuberance" |
| Jeudi 21 octobre 2010, 15h Salle Sony | Harris Schlesinger University of Alabama "Higher-Order Risk Attitudes" |
| Jeudi 28 octobre 2010, 15h Salle Transat | Bernard Dumas INSEAD "Incomplete-Market Equilibria Solved Recursively on an Event Tree" |
| Jeudi 4 novembre 2010, 15h30 Salle Xerox | James Tyler Leverty University of Iowa "Do Acquisitions Create More Value When Good Management Replaces Bad Management" |
| Vendredi 12 novembre 2010, 10h Salle Hélène-Desmarais | Bruno Biais Toulouse School of Economics "Trading and Liquidity under Limited Cognition" |
| Jeudi 25 novembre 2010, 15h30 Salle Louis-Laberge | Arthur Charpentier Université de Rennes 1 "Natural Catastrophe Insurance: When Should the Government Intervene?" |
| Jeudi 2 décembre 2010, 15h Salle Quebecor | Jan Ericsson McGill University "The Cost and Timing of Financial Distress" |
Hiver 2010 | |
| Vendredi 22 janvier 2010, 10h Salle TAL Gestion globales d'actifs inc. | Art Durnev McGill University "The Resource Curse: A Corporate Transparency Channel" |
| Mercredi 27 janvier 2010, 12h Salle Van Houtte | Tolga Cenesizoglu Séminaire interne "The Effect of Monetary Policy on Credit Spreads" |
| Vendredi 29 janvier 2010, 10h Salle TAL Gestion globale d'actifs inc. | Andrei Semenov York University "Asset Pricing in the Presence of Background Risk" |
| Vendredi 12 février 2010, 10h Salle TAL Gestion globale d'actifs inc. | Mitchell Petersen Northwestern University "Investment and Capital Constraints: Repatriations Under the American Jobs Creation Act" |
| Vendredi 19 février 2010, 10h Salle Tal Gestion globale d'actifs inc. | Garland Durham University of Colorado at Boulder "Beyond Stochastic Volatility and Jumps in Returns and Volatility" |
| Vendredi 9 avril 2010, 10h Salle TAL Gestion globale d'actifs inc. | Gergana Jostova The George Washington University "Momentum in Corporate Bond Returns" |
| Vendredi 16 avril 2010, 10h Salle Transat | Lukas Roth University of Alberta "Uninvited U.S. Investors? Economic Consequences of Involuntary Cross-listings" |
| Vendredi 23 avril 2010, 10h ANNULÉ | Turan G. Bali Zicklin Sc. of Business - Baruch College |
| Vendredi 30 avril 2010, 10h ANNULÉ | Sudipto Bhattacharya The London School of Economics and Political Science |
| Vendredi 7 mai 2010, 10h Salle Xerox Canada | Eric Renault University of North Carolina, Chapel Hill "The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times" |
| Vendredi 21 mai 2010, 10h Salle Xerox Canada | Alon Raviv Brandeis University "The 2007-2009 Financial Crisis and Executive Compensation: an Analysis and a Proposal for a Novel Structure" |
| Vendredi 28 mai 2010, 10h Salle Transat | Jean-Marc Bourgeon INRA et École Polytechnique, France "On Debt Service and Renegotiation when Debt-holders Are More Strategic" |
Automne 2009 | |
| Vendredi 11 septembre 2009, 10h ANNULÉ | Bruno Biais Toulouse School of Economics "The Lifecycle of the Financial Sector and Other Speculative Industries" |
| Mercredi 16 septembre 2009, 12h Salle Nancy & Michel-Gaucher | Serge Patrick Amvella Motaze Séminaire interne "Managerial Incentives and the Risk-taking Behavior of Hedge Fund Managers" |
| Vendredi 18 septembre 2009, 10h Salle Ordre des CGA du Québec | Sandra Betton Concordia University "Markup Pricing Revisited" |
| Vendredi 2 octobre 2009, 10h Salle St-Hubert | Sydney Ludvigson New York University "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium" |
| Vendredi 9 octobre 2009, 10h Salle Ordre des CGA du Québec | Zhi Da University of Notre-Dame "In Search of Attention" |
| Mercredi 14 octobre 2009, 12h Salle Nancy & Michel-Gaucher | Rachidi Kotchoni Université de Montréal "Assessing the Nature of Pricing Inefficiencies Via Realized Measures" |
| Vendredi 23 octobre 2009, 10h Salle Transat | Gunnar Grass The Wharton School, University of Pennsylvania "Using Structural Models for Default Prediction" |
| Mercredi 28 octobre 2009, 10h Salle Transat | Christophe Hurlin University of Orléans - LEO "Backtesting Value-at-Risk: A GMM Duration-Based Test" |
| Vendredi 30 octobre 2009, 10h Salle Hélène-Desmarais | Sergei Davydenko University of Toronto "A Market-Based Study of the Costs of Default" |
| Vendredi 6 novembre 2009, 10h Salle 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" |
| Vendredi 13 novembre 2009, 10h Salle Ordre des CGA du Québec | Sebastian Jaimungal University of Toronto "Incorporating Risk Aversion and Model Misspecification into Structural Models of Default" |
Hiver 2009 | |
| Vendredi 27 mars 2009, 10h Salle Société canadienne des postes | Bruce Mizrach Rutgers University "Jump and Cojump Risk in Subprime Home Equity Derivatives" |
| Vendredi 3 avril 2009, 10h Salle Marie-Husny | Martijn Cremers Yale School of Management "Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation" |
| Vendredi 17 avril 2009, 10h Salle St-Hubert | Nicolae Garleanu University of California, Berkeley "The Demographics of Innovation and Asset Returns" |
| Jeudi 23 avril 2009, 10h Salle Société canadienne des postes | Guofu Zhou Washington University "Markowitz Meets Talmud: A Combination of Sophisticated and Naive Diversification Strategies" |
| Vendredi 15 mai 2009, 10 heures Salle Serge-Saucier | Thomas-Olivier Leautier Université Toulouse 1 "Risk Management and Imperfect Competition" |
Automne 2008 | |
| Vendredi 22 août 2008, 10h Salle Marie-Husny | Tony Berrada Université de Genève "Incomplete Information, Idiosyncratic Volatility and Stock Returns" |
| Vendredi 12 septembre 2008, 10h Salle Société canadienne des postes | Richard Phillips Georgia State University "Competition Among Rating Agencies and Information Disclosure" |
| Vendredi 19 septembre 2008, 10h Salle Ordre des CGA du Québec | Lorenzo Garlappi University of Texas at Austin "Financial Distress and the Cross-Section of Equity Returns" |
| Vendredi 26 septembre 2008, 10h Salle 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" |
| Vendredi 3 octobre 2008, 10h Salle Xerox Canada | Richard Evans University of Virginia "What do Soft-dollars Buy? Performance, Expense Shifting, Agency Costs" |
| Vendredi 17 octobre 2008, 10h Salle Hélène-Desmarais | Stylianos Perrakis Concordia University "Can the Black-Scholes-Merton Model Survive Under Transaction Costs? An Affirmative Answer" |
| Vendredi 24 octobre 2008, 10h Salle Xerox Canada | Franc Klaasen University of Amsterdam "A New Approach to Measuring Exchange Market Pressure" |
| Vendredi 31 octobre 2008, 10h Salle Transcontinental | Marcos Fabricio Perez Wilfrid Laurier University "Exploring the Common Factors in the Term Structure of Credit Spreads" |
| Vendredi 7 novembre 2008, 10h Salle Transat | William L. Megginson University of Oklahoma "The Financial Impact of Sovereign Wealth Fund Investments in Listed Companies" |
| Mercredi 12 novembre 2008, 12h Salle St-Hubert | Kristian R. Miltersen Norwegian School of Economics and Business Administration "Additional Mortgages: A Dynamic Model on Default Probabilities" |
| Vendredi 14 novembre 2008, 10h Salle Transat | Robert Korajczyk Northwestern University "Indraday Patterns in the Cross-Section of Stock Returns" |
| Vendredi 28 novembre 2008, 10h Salle Transat | Andrea Gamba George Washington University "Valuing Corporate Financing Strategies" |
Hiver 2008 | |
| Lundi 31 mars 2008, 15h30 Salle Serge-Saucier | Chad Syverson University of Chicago "Vertical Integration and Production: Some Plant-Level Evidence" |
| Vendredi 4 avril 2008, 10h Salle Ordre des CGA | Huntley Schaller Carleton University "The Macroeconomic Effect of Sentiment" |
| Mercredi 16 avril 2008, 13h30 Salle Xerox Canada | Yongsung Chang University of Rochester "Can A Representative Agent Model Represent A Heterogeneous Agent Economy?" |
| Mercredi 16 avril 2008, 12h Salle St-Hubert | Olivier Gergaud Université de Reims Champagne-Ardenne "Strategic Forecasting in Rank-Order Tournaments: Evidence from Horse-Racing Tipsters" |
| Vendredi 25 avril 2008, 10h Salle Marie-Husny | Morten Orregard Nielsen Cornell University "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock" |
| Lundi 28 avril 2008, 13h30 ANNULÉ | Olivier Deschênes University of California at Santa Barbara |
| Vendredi 2 mai 2008, 10h Salle Sony | Vivek Kapoor CITI "Synthetic CDO Risk-Return Dynamics / Optimal Static Hedging of Defaults in CDOs / Optimal Dynamic Hedging of Cliquets" |
Automne 2007 | |
| Jeudi 6 septembre 2007, 15h30 Salle Hélène-Desmarais | Amitabh Chandra Harvard University "Some Economics of Treatment Disparities in Healthcare" |
| Vendredi 14 septembre 2007, 10h Salle Transcontinental | Mikhail Chernov London Business School "Understanding Index Option Returns" |
| Jeudi 20 septembre 2007, 15h30 Salle Transat | Andrea Mattozzi Caltech "Personal Influence: Social Context and Political Competition" |
| Mercredi 26 septembre 2007, 10h Salle Hélène-Desmarais | Luc Bauwens CORE, UCL "Theory and Inference for a Markov-Switching GARCH Model" |
| Vendredi 5 octobre 2007, 10h Salle Serge-Saucier | Jean Helwege Pennsylvania State University "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions" |
| Mercredi 10 octobre 2007, 10h Salle Trudeau Corporation | Martin Burda University of Toronto "Classical and Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors" |
| Vendredi 12 octobre 2007, 10h ANNULÉ | Tom McCurdy University of Toronto "Components of Market Risk and Return" |
| Mercredi 17 octobre 2007, 10h Salle Sony | Amartya Lahiri University of British Columbia "On the Non-Monotonic Relation Between Interest Rates and the Exchange Rate" |
| Vendredi 19 octobre 2007, 10h Salle Louis-Laberge | Jan Mahrt-Smith University of Toronto "Organizational Structure, R&D Intensity, and Firm Value" |
| Mardi 23 octobre 2007, 12h30 Salle Serge-Saucier | Paul Beaudry University of British Columbia "Spill-Overs from Good Jobs" |
| Mercredi 24 octobre 2007, 12h Salle Sony | Simon Gilchrist Boston University "Investment and the Cost of Capital: New Evidence from the Corporate Bond Market" |
| Vendredi 26 octobre 2007, 10h Salle Transat | Ilan Guedj University of Texas "Director Networks and Firm Governance" |
| Mercredi 31 octobre 2007, 10h Salle 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" |
| Mercredi 7 novembre 2007, 10h Salle Trudeau Corporation | Simon Woodcock Simon Fraser University "Glass Ceilings or Glass Doors? Immigrant and Visible Minority Wages in Canada" |
| Jeudi 8 novembre 2007, 15h30 Salle Banque Scotia | Claudio Lucarelli Cornell University "An Analysis of the Medicare Prescription Drug Benefit" |
| Jeudi 15 novembre 2007, 15h30 Salle Transat | Victor Aguirregabiria University of Toronto "A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments" |
| Vendredi 16 novembre 2007, 10h ANNULÉ | Scott Joslin MIT "Pricing and Hedging Volatility Risk in Fixed Income Markets" |
| Mercredi 21 novembre 2007, 10h Salle Trudeau Corporation | Francis Bloch Brown University/GREQAM "Correlated Equilibria, Incomplete Information and Coalitional Deviations" |
| Mercredi 28 novembre 2007, 10h Salle Trudeau Corporation | Sanjay K. Chugh University of Maryland and Federal Reserve Board "Bargaining, Fairness, and Price Rigidity in a DSGE Environment" |
| Jeudi 13 décembre 2007, 15h30 Salle Ernst & Young | Allan Timmermann University of California - San Diego "Portfolio Sorts and Tests of Cross-Sectional Patterns in Expected Returns" |
Hiver 2007 | |
| Jeudi 8 février 2007, 10h30 Salle Jobboom (3rd Floor) | Menzie David Chinn University of Wisconsin at Madison "The Overvaluation of Renminbi Undervaluation" |
| Jeudi 8 mars 2007, 15h30 Salle Xerox Canada | Huseyin Yildirim Duke University "Blind Review" |
| Jeudi 15 mars 2007, 15h30 Salle Sony | Nicola Persico New York University "Racial Profiling: A Theoretical, Empirical, and Legal Analysis" |
| Jeudi 22 mars 2007, 15h30 Salle Xérox Canada | Nir Jaimovich Stanford University "The Young, the Old, and the Restless: Demographics and Business Cycle Volatility" |
| Jeudi 29 mars 2007, 15h30 Salle Serge-Saucier | Benoît Crutzen Erasmus University, Rotterdam "Differentiation in the Workplace?" |
| Jeudi 5 avril 2007, 15h30 Salle Xérox Canada | Richard Paap Erasmus School of Economics "Do Leading Indicators Lead Peaks More Than Troughs?" |
| Jeudi 12 avril 2007, 15h30 Salle Xérox Canada | Dharmarajan Hariharan University of Pittsburgh "Efficient Likelihood Analysis and Filtering for State-Space Representations" |
| Jeudi 19 avril 2007, 15h30 Salle Sony | Chris Riddell Queen's University "The Pitfalls of "Work-first" Welfare Reform Policies: Human Capital Accumulation in the Self-sufficiency Project" |
| Vendredi 20 avril 2007, 10h Salle Sony | Edith Hotchkiss Boston College "Deal Behavior and the Trading of Newly Issued Corporate Bonds" |
| Jeudi 26 avril 2007, 15h30 Salle Saine Marketing | William L. Thomson University of Rochester "Children Crying at Birthday Parties. Why?" |
| Vendredi 27 avril 2007, 10h Salle Transat | Peter Reinhard Hansen Stanford University "Subsampled Realised Kernels" |
| Mercredi 2 mai 2007, 12h Salle Xerox Canada | Caio Ibsen Rodrigues de Almeida Getulio Vargas Foundation "The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model" |
| Jeudi 3 mai 2007, 10h Salle 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" |
| Mardi 8 mai 2007, 10h Salle Ernst & Young | Bradley Paye Jones Graduate School of Management, Rice University "Portfolios of Estimated Portfolios: Combination Approaches to Estimating Optimal Portfolio Weights" |
| Jeudi 10 mai 2007, 15h30 Salle Ernst & Young | Stéfan Ambec INRA Grenoble "Welfare Criteria to Rank Lifesaving Drug Prices" |
| Mardi 15 mai 2007, 14h30 Salle Ordre des CGA du Québec | Hashmat Khan Carleton University "Investment Adjustment Costs: An Empirical Assessment" |
| Mercredi 13 juin 2007, 15h Salle Société canadienne des postes | José Manuel Marqués Sevillano Banco de Espana "Uncertainty and the Price of Risk in a Nominal Convergence" |
Automne 2006 | |
| Vendredi 25 août 2006, 14h Salle Hélène-Desmarais | Dominique Guégan École Normale Supérieure de Cachan "Prévisions non linéaires et chaos : Applications en économie et finance" |
| Jeudi 7 septembre 2006, 15h30 Salle Trudeau | Rui Castro Université de Montréal "Legal Institutions, Sectoral Heterogeneity, and Economic Development" |
| Jeudi 14 septembre 2006, 15h30 Salle Xerox Canada | Étienne Wasmer UQAM "The Economics of Prozac (Do employees really gain from strong employment protection?)" |
| Vendredi 15 septembre 2006, 10h30 Salle Hélène-Desmarais | Jianjun Miao Boston University "Investment, Consumption and Hedging under Incomplete Markets" |
| Mardi 19 septembre 2006, 10h Salle Hélène-Desmarais | Martina Wilhelm ETH Zurich "Pricing financial derivatives in electricity markets" |
| Mercredi 20 septembre 2006, 12h Salle Hélène-Desmarais | Taoufik Bouezmarni Séminaire interne "Non Parametric Density Estimation for Positive Time Series" |
| Jeudi 21 septembre 2006, 15h30 Salle Hélène-Desmarais | Nikolay Gospodinov Concordia University "Asymptotic and Bootstrap Tests for Linearity in a TAR-GARCH(1,1) Model with Near Unit Roots" |
| Vendredi 29 septembre 2006, 10h30 Salle Hélène-Desmarais | Amrita Nain McGill University "Corporate Risk Management in an Industry Setting: An Empirical Investigation" |
| Jeudi 5 octobre 2006, 15h30 Salle Xérox Canada | Martin Uribe Duke University "Real Business Cycles in Emerging Countries" |
| Vendredi 6 octobre 2006, 10h30 Salle Hélène-Desmarais | Jason Wei Joseph L. Rotman School of Management "Is Systematic Risk Priced in Options?" |
| Jeudi 19 octobre 2006, 15h30 Salle Louis-Laberge | Lutz Weinke Duke University "Firm-specific Capital and Welfare" |
| Jeudi 26 octobre 2006, 15h30 Salle Louis-Laberge | Matteo Iacoviello Boston College "The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy" |
| Vendredi 27 octobre 2006, 10h ANNULÉ | Anthony Sanders Ohio State University "Subordinations Levels in Structured Financing" |
| Vendredi 3 novembre 2006, 14h Salle Marie-Husny | René Garcia Université de Montréal "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns" |
| Vendredi 3 novembre 2006, 10h Salle Hélène-Desmarais | Robert McDonald Kellogg School of Management - Northwestern University "Portfolio Choice and Corporate Financial Policy When There Are Tax-Intermediating Dealers" |
| Jeudi 9 novembre 2006, 15h30 Salle Xérox Canada | Tom Wiseman University of Texas at Austin "Reputation and Exogenous Private Learning" |
| Vendredi 10 novembre 2006, 10h Salle Hélène-Desmarais | Fan Yu University of California, Irvine "How Important is Option-Implied Volatility for Pricing Credit Default Swaps?" |
| Jeudi 16 novembre 2006, 15h30 Salle Xérox Canada | Jeffrey S. Racine McMaster University "Nonparametric Estimation of Conditional CDF and Quantile Functions with Mixed Categorical and Continuous Data" |
| Vendredi 17 novembre 2006, 14h Salle St-Hubert | John Abowd Cornell University "New Measures of Human Capital and Work Force Productivity" |
| Vendredi 17 novembre 2006, 10h Salle Hélène-Desmarais | Rossen Valkanov Rady School of Management - University of California "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns" |
| Vendredi 24 novembre 2006, 10h Salle CIBC | John R. Conlon University of Mississippi "Should Central Banks Burst Bubbles? Some Microeconomic Issues" |
| Jeudi 30 novembre 2006, 15h30 Salle St-Hubert | Alain Guay UQAM "Identification of Technology Shocks in Structural VARs" |
| Vendredi 1 décembre 2006, 10h Salle Ordre des CGA | François Derrien Joseph L. Rotman School of Management "Currying Favor to Win IPO Mandates" |
| Jeudi 7 décembre 2006, 14h Salle Trudeau Corporation | Jean-Pierre Dubé University of Chicago Graduate School of Business "Do Switching Costs Make Markets Less Competitive?" |
| Vendredi 8 décembre 2006, 10h Salle St-Hubert | Joseph Chen University of Southern California "Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance" |
| Mardi 19 décembre 2006, 15h Salle Louis-Laberge | Martin Boileau University of Colorado "Dynamics of the Current Account and Interest Differentials" |
Hiver 2006 | |
| Jeudi 16 mars 2006, 15h30 Salle Standard Life 1 | Nicolas Marceau UQAM "Concurrence fiscale et émergence de paradis fiscaux" |
| Vendredi 17 mars 2006, 10h30 Salle Louis-Laberge | Alexander David Haskayne School of Business "Inflation Uncertainty, Asset Valuations, and Five Credit Risk Puzzles" |
| Jeudi 23 mars 2006, 15h30 Salle Standard Life 1 | Diego Garcia Tuck School of Business at Dartmouth "Noise and aggregation of information in large markets" |
| Mercredi 29 mars 2006, 15h Salle Sony | Norman Schofield Washington University "The Mean Voter Theorem: Necessary and Sufficient Conditions for Equilibrium" |
| Vendredi 7 avril 2006, 10h30 Salle Louis-Laberge | Pierluigi Balduzzi Boston College "Rebalancing Activity in 401 (k) Plans" |
| Mercredi 19 avril 2006, 13h30 Salle Sony | Willem Van Zandweghe Carnegie Mellon University "On-the-job search, sticky prices, and persistence" |
| Jeudi 20 avril 2006, 15h30 Salle Société canadienne des postes | Yianis Sarafidis Yale University "Games with Time Inconsistent Players" |
| Vendredi 21 avril 2006, 10h30 Salle Louis-Laberge | Jeffrey Pontiff Boston College "Investment Taxation and Portfolio Performance" |
| Mercredi 26 avril 2006, 13h30 Salle Louis-Laberge | Leemore Dafny Kellogg School - Northwestern University "Do Report Cards Tell Consumers Anything They Don't Already Know? The Case of Medicare HMOs" |
| Vendredi 28 avril 2006, 10h30 Salle Louis-Laberge | Christophe Perignon Simon Fraser University "Commonality in Liquidity: A Global Perspective" |
| Jeudi 4 mai 2006, 15h30 Salle Louis-Laberge | Elyès Jouini Paris-Dauphine "Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk-aversion" |
| Vendredi 5 mai 2006, 10h30 Salle Sony | Ales Cerny Cass Business School - UK "Performance of Dynamic Hedging Strategies: The Tale of Two Trading Desks" |
| Jeudi 11 mai 2006, 10h30 Salle Sony | Eymen Errais Stanford University "Pricing multi-name credit derivatives: Beyond the Gaussian copula" |
| Vendredi 12 mai 2006, 10h30 Salle Sony | Chung-Li Tseng University of Missouri-Rolla "A Framework Using Two-Factor Price Lattices for Generation Asset Valuation" |
Automne 2005 | |
| Jeudi 22 septembre 2005, 15h30 Salle Hélène-Desmarais | Michael Smart University of Toronto "Regional grants as pork barrel politics" |
| Mardi 4 octobre 2005, 14h30 Salle Demers Beaulne | Juanyi Xu Simon Fraser University "Global Monetary Policy under a Dollar Standard" |
| Vendredi 7 octobre 2005, 10h30 Salle Transat | Sergei Sarkissian McGill University "Are there permanent valuation gains to overseas listing? Evidence from market sequencing and selection" |
| Jeudi 13 octobre 2005, Salle Transat Salle 15:30 | Jean Boivin Columbia University Business School "DSGE Models in a Data-Rich Environment" |
| Vendredi 14 octobre 2005, 10h30 Salle Transat | David Lando Princeton University "Decomposing Swap Spreads" |
| Jeudi 20 octobre 2005, 15h30 Salle Transat | Biung-Ghi Ju University of Kansas "Efficiency and Consistency for Locating Multiple Public Facilities" |
| Vendredi 28 octobre 2005, 10h30 Salle 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" |
| Jeudi 3 novembre 2005, 15h30 Salle Transat | William A. Pizer Resources for the futures "Indexed Regulation" |
| Vendredi 4 novembre 2005, 10h30 Salle Van Houtte | Ryan Davies Babson College "Portfolio Cross-autocorrelation Puzzles" |
| Vendredi 11 novembre 2005, Salle Transat Salle 14:00 | Sumon Majumdar Queen's University "On Institution Building" |
| Vendredi 11 novembre 2005, 10h30 Salle Van Houtte | Clemens Sialm Stephen M. Ross School/University of Michigan "Unobserved Actions of Mutual Funds" |
| Jeudi 17 novembre 2005, Salle Transat Salle 15:30 | Diego Restuccia University of Toronto "On the Aggregate and Distributional Implications of TFP Differences across Countries" |
| Vendredi 18 novembre 2005, 14h Salle Transat | Margarida Duarte Federal Reserve Bank of Richmond "Nontradable Goods, Market Segmentation, and Exchange Rates" |
| Vendredi 18 novembre 2005, 10h30 Salle Nancy & Michel-Gaucher | Vefa Tarhan Loyola University Chicago "Cash Flow Sensitivities With Constraints" |
| Jeudi 24 novembre 2005, 15h30 Salle Transat | Taoufik Bouezmarni Catholic University of Louvain "Asymmetric Kernel Density Estimators" |
| Vendredi 25 novembre 2005, 10h30 Salle Transat | Christiane Lemieux University of Calgary "Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulation in Finance" |
| Jeudi 1 décembre 2005, 15h30 Salle Transat | André Kurmann UQAM "Credit Market Frictions and Capital Reallocation over the Business Cycle" |
| Vendredi 2 décembre 2005, 10h30 Salle Nancy & Michel Gaucher | Ilya Strebulaev Stanford University "Firm Size and Capital Structure" |
| Vendredi 9 décembre 2005, 14h30 ANNULÉ | Nicolas Marceau UQAM "Efficacité de la concurrence fiscale et des paradis fiscaux" |
| Vendredi 9 décembre 2005, 10h30 Salle Serge-Saucier | Ernst Schaumburg Kellogg School of Management - Northwestern University "The Value of Equity Analysts' Target Prices" |
Hiver 2005 | |
| Vendredi 25 février 2005, 14h Salle Xérox | Gautam Gowrisankaran Washington University of St-Louis "Managed Care, Drug Benefits and Mortality: An Analysis of the Elderly" |
| Jeudi 3 mars 2005, 15h30 Salle Xerox | Richard Akresh University of Illinois at Urbana Champaign "Adjusting Household Structure: School Enrollment Impacts of Child Fostering in Burkina Faso" |
| Vendredi 4 mars 2005, 13h30 Salle Dutaillier | Burton Hollifield Tepper School of Business - Carnegie Mellon "Financial Intermediation and the Costs of Trading in an Opaque Market" |
| Jeudi 10 mars 2005, 15h30 Salle Transat | Ulrich Doraszelski Harvard University "Learning-by-Doing, Organizational Forgetting, and Industry Dynamics" |
| Vendredi 11 mars 2005, 13h30 Salle Xerox | Michaela Draganska Stanford University "Modeling Joint Pricing and Product Assortment Choices" |
| Vendredi 11 mars 2005, 10h30 Salle Xerox | Jin-Chuan Duan University of Toronto "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises" |
| Mercredi 16 mars 2005, 16h30 Salle Société canadienne des postes | Phelim Boyle University of Waterloo "Incomplete Markets: Specification Errors and Robustness" |
| Vendredi 18 mars 2005, 10h30 Salle Sony | Jessica A. Wachter The Wharton School - University of Pennsylvania "A Consumption-based Model of the Term Structure of Interest Rates" |
| Jeudi 24 mars 2005, 15h30 Salle Sony | David Sahn Cornell University "Estimating the Consequences of Changes in Fertility on Child Health and Education in Romania: An Analysis Using Twins Data" |
| Mercredi 30 mars 2005, 15h30 Salle Standard Life 1 | Lucas Davis University of Michigan "The Effect of Driving Restrictions on Air Quality in Mexico City" |
| Jeudi 31 mars 2005, 10h30 Salle Transat | John Maheu University of Toronto "How useful are historical data for forecasting the long-run equity premium?" |
| Vendredi 1 avril 2005, 10h30 Salle Transat | Mark R. Huson University of Alberta "Do IPO Investors Get the Blues? Seasonal Affective Disorder and Initial Public Offerings" |
| Jeudi 7 avril 2005, 15h30 Salle Transat | Douglas J. Hodgson Université du Québec à Montréal "Models of Foreign Exchange Intervention: Estimation and Testing" |
| Vendredi 15 avril 2005, 10h30 Salle Transat | Paolo Siconolfi Columbia University "Economies with Asymmetric Information and Individual Risk" |
| Jeudi 21 avril 2005, 15h30 ANNULÉ | Frank Strobel University of Birmingham "Switching mortgages: a real options perspective" |
| Vendredi 22 avril 2005, 10h30 Salle Sony | Timothy T. Simin The Pennsylvania State University "Do Growth Options Explain the Trend in Idiosyncratic Risk?" |
| Jeudi 28 avril 2005, 15h30 Salle St-Hubert | Christian M. Hafner Erasmus University Rotterdam "Semi-Parametric Modelling of Correlation Dynamics" |
| Vendredi 29 avril 2005, 14h Salle Serge-Saucier | Mihkel M. Tombak Joseph L. Rotman School of Business "Firms are not all created equal: Location and Price competition with cost asymmetries" |
| Vendredi 29 avril 2005, 10h30 Salle Xerox Canada | Vikas Agarwal Georgia State University "Why is Santa Claus so kind to hedge funds? The December bonanza puzzle!" |
| Jeudi 5 mai 2005, 15h30 Salle Xerox Canada | Lee Alston University of Colorado "On the Brazilian Road to Governance: Recovering from Economic and Political Shocks" |
| Vendredi 6 mai 2005, 10h30 Salle Xerox Canada | Daniel Bergstresser Harvard University "Earnings Manipulation, Pension Assumptions, and Managerial Investment Decisions" |
Automne 2004 | |
| Jeudi 9 septembre 2004, 15h30 Salle St-Hubert | Rajshri Jayaraman University of Munich "Modelling Domestic Violence" |
| Jeudi 23 septembre 2004, 15h30 Salle 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" |
| Jeudi 30 septembre 2004, 15h30 Salle Ordre des CGA du Québec | Meta Brown University of Wisconsin-Madison "Informal Care and the Division of End-of-Life Transfers" |
| Jeudi 7 octobre 2004, 15h30 Salle Ordre des CGA du Québec | Christopher Ferrall Queen's University "Joint Production at the Workplace: Evidence from Norwegian Establishment Data" |
| Vendredi 8 octobre 2004, 10h30 Salle St-Hubert | Christian Gouriéroux University of Toronto "Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk" |
| Jeudi 14 octobre 2004, 15h30 Salle Ordre des CGA du Québec | Bruce Shearer Université Laval "The Response to Worker Effort to Piece Rates: Evidence from a Field Experiment" |
| Vendredi 15 octobre 2004, 10h30 Salle Ordre des CGA du Québec | Kris Jacobs McGill University "Option Valuation with Volatility Components" |
| Vendredi 22 octobre 2004, 10h30 ANNULÉ | Burton Hollifield Carnegie Mellon "Financial Intermediation and the Costs of Trading in an Opaque Market" |
| Vendredi 29 octobre 2004, 10h30 Salle Sony | Raman Uppal London Business School "How Inefficient are Simple Asset-allocation Strategies?" |
| Vendredi 29 octobre 2004, 10h30 Salle St-Hubert | Stéphane Chrétien Université Laval "Portfolio Performance Measurement: A No Arbitrage Bounds Approach" |
| Vendredi 5 novembre 2004, 14h Salle Standard Life | Vijayendra Rao The World Bank "Tokenism or Agency? The Impact of Women's Reservations on Panchayats in South India" |
| Vendredi 12 novembre 2004, 14h Salle Hélène-Desmarais | Mark Duggan University of Maryland "The Distortionary Effects of Government Procurement: Evidence from Medicaid Prescription Drug Purchasing" |
| Vendredi 12 novembre 2004, 10h30 Salle Hélène-Desmarais | Murray Carlson The University of British Columbia "Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance" |
| Vendredi 19 novembre 2004, 14h Salle Xérox Canada | Michael Greenstone MIT "Does Hazardous Waste Matter? Evidence from the Housing Market and the Superfund Program" |
| Vendredi 19 novembre 2004, 10h30 Salle Hélène-Desmarais | Xavier Gabaix MIT "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market" |
| Jeudi 25 novembre 2004, 15h30 Salle Ordre des CGA du Québec | Susumu Imai Concordia Universitiy "Crime and Young Men: The Role of Arrest, Criminal Experience and Heterogeneity" |
| Jeudi 2 décembre 2004, 15h30 Salle 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" |
| Jeudi 9 décembre 2004, 15h30 Salle Hélène-Desmarais | Paul Makdissi Université de Sherbrooke "Socially-Improving Tax Reforms" |
Hiver 2004 | |
| Vendredi 16 janvier 2004, 9 heures Salle Hélène-Desmarais | Michel Crouhy Banque CIBC "Développements récents dans la gestion du risque de crédit" |
| Mardi 2 mars 2004, 13h30 Salle Transat | Stanley E. Zin Carnegie Mellon University - GSIA "Generalized Disappointment Aversion and Asset Prices" |
| Jeudi 4 mars 2004, 15h30 Salle Transat | Izabela Jelovac Maastricht University "Internationally-based price regulation and price negotiation patterns" |
| Mardi 9 mars 2004, 13h30 Salle Hélène-Desmarais | Mark Loewenstein Boston University "The Limits of Investor Behavior" |
| Jeudi 11 mars 2004, 15h30 Salle Hélène-Desmarais | Franklin Allen Wharton School - U. of Pennsylvania "Law, Finance and Economic Growth in China" |
| Jeudi 18 mars 2004, 15h30 Salle Hélène-Desmarais | Audra Bowlus Western Ontario "Domestic Violence, Employment and Divorce" |
| Mardi 23 mars 2004, 13h30 Salle Hélène-Desmarais | Robert Jarrow Cornell Universitiy "Capital Structure and the Present Value of a Firm's Investment Opportunities: A Reduced Form Credit Risk Perspective" |
| Jeudi 25 mars 2004, 15h30 Salle Hélène-Desmarais | David Kelly University of Miami "Economic Growth and the Environment: Theory and Facts" |
| Mardi 13 avril 2004, 13h30 Salle Hélène-Desmarais | François Derrien University of Toronto "Quid Pro Quo in IPOs: Why Book-building is Dominating Auctions" |
| Mardi 20 avril 2004, 13h30 Salle Hélène-Desmarais | Domenico Cuoco Wharton University of Pennsylvania "An Analysis of VaR-based Capital Requirements" |
| Jeudi 22 avril 2004, 15h30 Salle Hélène-Desmarais | Caroline M. Hoxby Harvard University "Our Favorite Method of Redistribution: School Spending Equality, Income Equality, and Growth" |
| Jeudi 29 avril 2004, 15h30 Salle Hélène-Desmarais | Duncan Thomas UCLA "Causal effect of health on labor market outcomes: Evidence from a random assignment iron supplementation intervention" |
| Jeudi 13 mai 2004, 15h30 Salle Société canadienne des postes | Daniel A. Ackerberg UCLA and NBER "Unobserved Product Differentiation in Discrete Choice Models: Estimating Price Elasticities and Welfare Effects" |
Automne 2003 | |
| Jeudi 11 septembre 2003, 15h30 Salle Sony | Daniel Parent Université McGill "Education and Smoking: Were Vietnam War Draft Avoiders Also More Likely to Avoid Smoking?" |
| Mardi 16 septembre 2003, 15h30 Salle Transat | Peter Christoffersen McGill University "Option Valuation with Conditional Skewness" |
| Jeudi 18 septembre 2003, 15h30 Salle Quebecor | Pietro Veronesi University of Chicago "Stock Prices and IPO Waves" |
| Jeudi 18 septembre 2003, 15h30 Salle Standard Life 1 | Martin Boileau University of Colorado at Boulder "Inventories, Sticky Prices, and the Propagation of Nominal Shocks" |
| Mardi 23 septembre 2003, 10h30 Salle Louis-Laberge | Daniel A. Rogers Portland State University "Does Fuel Hedging Make Economic Sense? The Case of the US Airline Industry" |
| Jeudi 25 septembre 2003, 15h30 Salle Sony | Diego Restuccia University of Toronto "Policy Distortions and Aggregate Productivity with Heterogeneous Plants" |
| Jeudi 2 octobre 2003, 15h30 Salle Sony | Paul Beaudry University of British columbia "Globalization, Gains from Specialization and the World Distribution of Output" |
| Jeudi 9 octobre 2003, 15h30 Salle Sony | Jennifer Hunt Université de Montréal "Trust and Bribery: The Role of the Quid Pro Quo and the Link with Crime" |
| Mardi 14 octobre 2003, 15h30 Salle Xerox Canada | Paul Glasserman Columbia University "Monte Carlo Methods for Portfolio Credit Risk" |
| Jeudi 16 octobre 2003, 15h30 Salle Louis-Laberge | Jean-Marie Dufour Université de Montréal "Testing Black's CAPM with Possibly Non-Gaussian Error Distributions: An Exact Simulation-Based Approach" |
| Mardi 21 octobre 2003, 15h30 Salle Sony | Terrence John Hendershott Berkeley University of California "Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation" |
| Jeudi 23 octobre 2003, 15h30 Salle Sony | Robert Town University of Minnesota "Causality and the Volume-Outcome Relationship in Surgery" |
| Mardi 28 octobre 2003, 10h30 Salle Xérox Canada | Thierry Foucault HEC France "Does Anonymity Matter in Electronic Limit Order Markets?" |
| Jeudi 30 octobre 2003, 15h30 Salle Sony | Shannon Seitz Queen's University "Consumption Inequality and Intra-Household Allocations" |
| Jeudi 30 octobre 2003, 10h30 Salle Transat | Jin Chuan Duan Rotman School of Management - U. of Toronto "Executive Stock Options and Incentive Effects due to systematic Risk" |
| Mardi 4 novembre 2003, 15h30 Salle Transat | Javier de Frutos University of Valladolid "Implicit-explicit Runge-Kutta methods for financial derivatives pricing models" |
| Jeudi 6 novembre 2003, 15h30 Salle Van Houtte | Ig Horstmann Rotman School of Management - U. of Toronto "Agency Contracts with Long-Term Customer Relationships" |
| Mardi 11 novembre 2003, 15h30 Salle Transat | Luc Wathieu Harvard Business School "Privacy, Exposure and Price Discrimination" |
| Vendredi 14 novembre 2003, 10h30 Salle Samson Bélair Deloitte Touche | Christian Gouriéroux Centre Recherche en Économie et Statistique "Spred Term Structure and Default Correlation" |
| Jeudi 20 novembre 2003, 15h30 Salle Transat | Jean Boivin Columbia University "Measuring the Effects of Monetary Policy: A factor-Augmented Vector Autoregressive (FAVAR) Approach" |
| Mardi 25 novembre 2003, 15h30 Salle Transat | Jan Ericsson McGill University "Accounting Transparency and the Implied Volatility Smile" |
| Jeudi 27 novembre 2003, 15h30 Salle Transat | Bruno Versaevel E.M.LYON "Conflict and Cooperation on R&D Markets" |
| Jeudi 4 décembre 2003, 15h30 Salle Transat | Anna Pavlova Massachusetts Institute of Technology (MIT "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management" |
| Mardi 9 décembre 2003, 15h30 Salle Transat | Tano Santos University of Chicago "The Time Series of the Cross Section of Asset Prices" |
| Jeudi 11 décembre 2003, 15h30 Salle 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" |
