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Séminaires passés

 

Hiver 2017

 
Vendredi 24 mars 2017, 10h (gcal)
Salle CPA du Québec
Denis Schweizer
Concordia
"Disentangling Crowdfunding from Fraudfunding"
contact: philippe.dastous@hec.ca
Vendredi 31 mars 2017, 10h (gcal)
Salle CPA du Québec
Zvi Wiener
The Hebrew University of Jerusalem
"Loan Commitments"
contact: philippe.dastous@hec.ca
Vendredi 7 avril 2017, 10h (gcal)
Salle 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
Vendredi 21 avril 2017, 10h (gcal)
Salle Louis-Laberge
Benjamin Keys
University of Pennsylvania
"Eyes Wide Shut? Mortgage Insurance During the Housing Boom"
contact: philippe.dastous@hec.ca
Vendredi 28 avril 2017, 10h (gcal)
Séminaire conjoint avec McGill
Salle Marie-Husny
Amir Yaron
University of Pennsylvania
"Identifying Long Run Risks: A Bayesian Mixed Frequency Approach"
contact: philippe.dastous@hec.ca
Vendredi 5 mai 2017, 10h (gcal)
Salle 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
Vendredi 12 mai 2017, 10h (gcal)
Salle St-Hubert
Marti Subrahmanyam
New York University
"Credit Default Swaps Around the World: Investment and Financing Effects"
contact: philippe.dastous@hec.ca
 

Automne 2016

 
Vendredi 2 septembre 2016, 10h (gcal)
Salle Xerox Canada
Diane Del Guercio
University of Oregon
"Playing favorites: Conflicts of interest in mutual fund management"
contact: philippe.dastous@hec.ca
Vendredi 16 septembre 2016
Conférencier principal – IFSID
Kris Jacobs
University of Houston
"Date limite d'inscription : 5 août 2016"
contact: philippe.dastous@hec.ca
Vendredi 30 septembre 2016, 10h (gcal)
Salle TD Assurance Meloche Monnex
Evan Dudley
The Stephen J.R. Smith School of Business
"Priority Spreading and Liquidity Concerns"
contact: philippe.dastous@hec.ca
Vendredi 7 octobre 2016, 10h (gcal)
Salle Xerox Canada
Matthieu Bouvard
McGill University
"Risk Management Failures"
contact: philippe.dastous@hec.ca
Vendredi 14 octobre 2016, 10h (gcal)
Salle Xerox Canada
Katya Malinova
University of Toronto
"Regulation Dark Trading: Order Flow Segmentation and Market Quality"
contact: philippe.dastous@hec.ca
Mardi 25 octobre 2016, 10h (gcal)
Salle Deloitte
Simon Gervais
Duke University
"Transparency and Talent Allocation in Money Management"
contact: philippe.dastous@hec.ca
Vendredi 4 novembre 2016, 10h (gcal)
Salle Xerox Canada
Rui Albuquerque
Boston College
"Relative Performance Banker Compensation and Systemic Risk"
contact: philippe.dastous@hec.ca
Vendredi 11 novembre 2016, 15h (gcal)
Salle 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
Vendredi 18 novembre 2016, 10h (gcal)
Salle TD Assurance Meloche Monnex
Michael Weber
University of Chicago
"Dissecting Characteristics Nonparametrically"
contact: philippe.dastous@hec.ca
Vendredi 25 novembre 2016, 10h (gcal)
Séminaire conjoint avec McGill
Salle Bronfmann 02
Ian Martin
London School of Economics
"What is the Expected Return on a Stock?"
contact: philippe.dastous@hec.ca
Vendredi 2 décembre 2016, 10h (gcal)
Salle TD Assurance Meloche Monnex
Ryan Riordan
Queen's University
"High Frequency Trading and Extreme Price Movements"
contact: philippe.dastous@hec.ca
 

Hiver 2016

 
Vendredi 11 mars 2016, 10h (gcal)
Salle Banque CIBC
Lyian Yang
University of Toronto
"Commodity Financialization: Risk Sharing and Price Discovery in Commodity Futures Markets"
contact: philippe.dastous@hec.ca
Vendredi 18 mars 2016, 10h (gcal)
Salle 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
Jeudi 24 mars 2016, 11h (gcal)
Salle Standard Life
Traian Pirvu
McMaster University
"Multi-Stock Portfolio Optimization under Prospect Theory"
contact: philippe.dastous@hec.ca
Vendredi 1 avril 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
Vendredi 8 avril 2016, 10h (gcal)
Salle 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
Vendredi 15 avril 2016, 10h (gcal)
Salle Saine Marketing
Ilze Kalnina
Université de Montréal
"Cross-Sectional Dependence in Idiosyncratic Volatility"
contact: philippe.dastous@hec.ca
Vendredi 22 avril 2016, 14h (gcal)
Séminaire conjoint avec McGill
Salle Marie-Husny
Dimitri Vayanos
London School of Economics
"Liquidity Risk and the Dymanics of Arbitrage Capital"
contact: philippe.dastous@hec.ca
Vendredi 29 avril 2016, 14h (gcal)
Salle 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
Mardi 10 mai 2016, 14h (gcal)
Salle 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
 

Automne 2015

 
Vendredi 28 août 2015, 10h (gcal)
Salle CPA du Québec
Dimitris Margaritis
University of Auckland
"Liquidity Patterns in the U.S. Corporate Bond Market"
contact: philippe.dastous@hec.ca
Vendredi 11 septembre 2015, 10h (gcal)
Salle Xerox Canada
Cesare Fracassi
University of Texas at Austin
"Technological Specialization and the Decline of Diversified Firms"
contact: philippe.dastous@hec.ca
Vendredi 2 octobre 2015, 10h (gcal)
Salle Xerox Canada
Léa H. Stern
Syracuse University
"A Learning-Based Approach to Evaluating Boards of Directors"
contact: philippe.dastous@hec.ca
Vendredi 9 octobre 2015, 10h (gcal)
Salle 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
Vendredi 23 octobre 2015, 10h (gcal)
Séminaire conjoint avec McGill
Salle Bronfman 002, McGill University
Wei Xiong
Princeton University
"Learning about the Neighborhood: Supply Elasticity and Housing Cycles"
contact: philippe.dastous@hec.ca
Vendredi 30 octobre 2015, 10h (gcal)
Salle Sony
Ruslan Goyenko
McGill University
"Options Illiquidity: Determinants and Implications for Stock Returns"
contact: philippe.dastous@hec.ca
Vendredi 6 novembre 2015, 10h (gcal)
Salle Xerox Canada
Joao Cocco
London Business School
"Background Expenditure Risk: Implications for Household Finances and Psychological Well-Being"
contact: philippe.dastous@hec.ca
Vendredi 4 décembre 2015, 10h (gcal)
Salle Marie-Husny
Colin Ward
University of Minnesota
"Is the IT Revolution Over? An Asset Pricing View"
contact: philippe.dastous@hec.ca
 

Hiver 2015

 
Vendredi 27 mars 2015, 10h (gcal)
Salle Deloitte
Stephan Siegel
University of Washington
"The Cultural Origin of Preferences: CEO Cultural Heritage and Corporate Investment"
contact: philippe.dastous@hec.ca
Mercredi 1 avril 2015, 11h30 (gcal)
Salle Sony
Huseyin Gulen
Purdue University Krannert School of Management
"Absolute Strength: Eploring Momentum in Stock Returns"
contact: philippe.dastous@hec.ca
Jeudi 9 avril 2015, 9h45 (gcal)
Séminaire conjoint avec McGill
Salle Banque de développement
Darrell Duffie
Stanford
"Benchmarks in Search Markets"
contact: philippe.dastous@hec.ca
Vendredi 17 avril 2015, 10h (gcal)
Salle 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
Vendredi 24 avril 2015, 10h (gcal)
Salle 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
 

Automne 2014

 
Vendredi 5 septembre 2014, 10h (gcal)
Salle Sony
Nicolae Gârleanu
UC Berkeley
"Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion"
contact: philippe.dastous@hec.ca
Vendredi 19 septembre 2014, 10h (gcal)
Salle Xerox Canada
Toni Anhert
Bank of Canada
"Covered Bonds"
contact: philippe.dastous@hec.ca
Mercredi 24 septembre 2014, 10h (gcal)
Salle Xerox Canada
Sophie Moinas
Toulouse 1 Capitole
"Liquidity Supply across Multiple Trading Venues"
contact: philippe.dastous@hec.ca
Vendredi 10 octobre 2014, 10h (gcal)
Salle 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
Vendredi 31 octobre 2014, 10h (gcal)
Salle Xerox Canada
Michael Hasler
University of Toronto
"Term Structure of Disagreement and Predictability over the Business Cycle"
contact: philippe.dastous@hec.ca
Vendredi 7 novembre 2014, 10h (gcal)
Salle KPMG
Sanjiv Das
Santa Clara University
"Venture Capital Communities"
contact: philippe.dastous@hec.ca
Vendredi 21 novembre 2014, 10h (gcal)
Salle Xerox Canada
Harjoat Bhamra
Imperial College Business School
"Does Household Finance Matter? Small Financial Errors with Large Social Costs"
contact: philippe.dastous@hec.ca
Vendredi 28 novembre 2014, 10h (gcal)
Séminaire conjoint avec McGill
Salle McGill University
Murillo Campello
Cornell
"Enlarging the Contracting Space: Collateral Menus, Access to Credit, and Economic Activity"
contact: philippe.dastous@hec.ca
 

Hiver 2014

 
Vendredi 10 janvier 2014, 10h (gcal)
Salle 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
Vendredi 17 janvier 2014, 10h (gcal)
Salle Hélène-Desmarais
Sébastien Betermier
Desautels Faculty of Management, McGill
"Who Are the Value and Growth Investors?"
contact: philippe.dastous@hec.ca
Vendredi 21 février 2014, 10h (gcal)
Salle Sony
Ron Alquist
Bank of Canada
"Fire-Sale FDI or Business as Usual?"
contact: philippe.dastous@hec.ca
Vendredi 14 mars 2014, 10h (gcal)
Salle Raymond Chabot Grant Thornton
Tim Adam
Humboldt University Berlin
"Hold-Up and the Use of Performance-Sensitive Debt"
contact: philippe.dastous@hec.ca
Vendredi 21 mars 2014, 10h (gcal)
Salle Van Houtte
Vikas Mehrotra
University of Alberta
"Exit and Transitions in Family Control and Ownership in Post-War Japan"
contact: philippe.dastous@hec.ca
Vendredi 28 mars 2014, 10h (gcal)
Séminaire conjoint avec McGill
Salle Hélène-Desmarais
Thomas Hellman
University of British Columbia
"Angels and Venture Capitalists: Complements or Substitutes?"
contact: philippe.dastous@hec.ca
Vendredi 4 avril 2014, 10h (gcal)
Salle Marie-Husny
Jens Hilscher
Brandeis University
"Credit Ratings and Credit Risk: Is One Measure Enough?"
contact: philippe.dastous@hec.ca
Vendredi 11 avril 2014, 10h (gcal)
Salle Marie-Husny
Geert Bekaert
Columbia Business School
"Asset Return Dynamics and Bad Environment - Good Environment Fundamentals"
contact: philippe.dastous@hec.ca
Vendredi 25 avril 2014, 10h (gcal)
Salle 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
Vendredi 2 mai 2014, 10h (gcal)
Salle Société canadienne des postes
Don Chambers
Lafayette College
"The Limitations of Diversification Return"
contact: philippe.dastous@hec.ca
Vendredi 9 mai 2014, 10h (gcal)
Salle Société canadienne des postes
Michael King
University of Western Ontario
contact: philippe.dastous@hec.ca
 

Automne 2013

 
Vendredi 6 septembre 2013, 10h (gcal)
Salle Société canadienne des postes
Olivier Scaillet
Swiss Finance Institute, Université de Genève
"Predictability Hidden by Anomalous Observations"
contact: philippe.dastous@hec.ca
Vendredi 13 septembre 2013, 10h (gcal)
Salle 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
Mercredi 18 septembre 2013, 10h (gcal)
Salle Hélène-Desmarais
Zhaogang Song
Federal Reserve Board of Governors
"Do Hedge Funds Exploit Rare Disaster Concerns?"
contact: philippe.dastous@hec.ca
Jeudi 26 septembre 2013, 10h (gcal)
Salle Marie-Husny
Gonul Colak
Florida State University
"Political Uncertainty and IPO Activity: Evidence from U.S. Gubernatorial Elections"
contact: philippe.dastous@hec.ca
Vendredi 11 octobre 2013, 10h (gcal)
Salle Société canadienne des postes
Wanda Mimra
ETH Zurich
"Price Competition and Reputation in Credence Goods Markets: Experimental Evidence"
contact: philippe.dastous@hec.ca
Vendredi 25 octobre 2013, 10h (gcal)
Salle Xerox Canada
Daniel Gottlieb
Wharton, University of Pennsylvania
"Simultaneous Adverse Selection and Moral Hazard"
contact: philippe.dastous@hec.ca
Vendredi 1 novembre 2013, 10h (gcal)
Salle Nancy et Michel-Gaucher
Pascal St-Amour
Swiss Finance Institute, HEC Lausanne
"Life Cycle Responses to Health Insurance Status"
contact: philippe.dastous@hec.ca
Vendredi 15 novembre 2013, 10h (gcal)
Séminaire conjoint avec McGill
Salle Bronfman 002 @McGill
Terry Odean
University of California, Berkeley
"Bubbling with Excitement: An Experiment"
contact: philippe.dastous@hec.ca
Jeudi 21 novembre 2013, 12h (gcal)
Salle Marie-Husny
Philip Valta
HEC Paris
"Debt Renegotiation and Investment Decisions Across Countries"
contact: philippe.dastous@hec.ca
Vendredi 6 décembre 2013, 10h (gcal)
REPORTÉ (2014/05/02)
Michael King
University of Western Ontario
contact: philippe.dastous@hec.ca
Vendredi 13 décembre 2013, 10h (gcal)
Salle 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
 

Hiver 2013

 
Jeudi 31 janvier 2013, 15h15 (gcal)
Salle Raymond Chabot Grant Thornton
Rajesh K. Aggarwal
Carlson School of Management, U. of Minnesota
"Unrelated Acquisitions"
contact: philippe.dastous@hec.ca
Jeudi 7 mars 2013, 15h15 (gcal)
Salle 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
Mercredi 13 mars 2013, 12h (gcal)
Salle Sony
Daniel Andrei
UCLA Anderson School of Management
"Information Percolation Driving Volatility"
contact: philippe.dastous@hec.ca
Jeudi 21 mars 2013, 15h15 (gcal)
Salle Louis-Laberge
Huntley Schaller
Carleton University
"Fibonacci, Pacioli, and the Slow Diffusion of Knowledge"
contact: philippe.dastous@hec.ca
Jeudi 18 avril 2013, 15h15 (gcal)
Salle Serge-Saucier
Erwan Morellec
École Polytechnique Fédérale de Lausanne
"Capital Supply Uncertainty, Cash Holdings, and Investment"
contact: philippe.dastous@hec.ca
Jeudi 25 avril 2013, 15h15 (gcal)
Salle 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
Jeudi 2 mai 2013, 15h15 (gcal)
Salle 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
 

Automne 2012

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

Hiver 2012

 
Jeudi 12 janvier 2012, 15h15 (gcal)
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"
contact: philippe.dastous@hec.ca
Mercredi 14 mars 2012, 12h (gcal)
Salle St-Hubert
Ilze Kalnina
Department of Economics, U. de Montréal
"Nonparametric Tests of Time Variation in Betas"
contact: philippe.dastous@hec.ca
Jeudi 22 mars 2012, 15h15 (gcal)
Salle Gérard-Parizeau
Éric Ghysels
UNC Chapel Hill - Kenan-Flagler Business School
"Mixed Frequency Vector Autoregressive Models"
contact: philippe.dastous@hec.ca
Jeudi 29 mars 2012
REPORTÉ
Sandro C. Andrade
School of Business Administration - University of Miami
contact: philippe.dastous@hec.ca
Jeudi 5 avril 2012
REPORTÉ
Itay Goldstein
The Wharton School of the University of Pennsylvania
contact: philippe.dastous@hec.ca
Jeudi 12 avril 2012, 15h15 (gcal)
Salle Banque Scotia
Laurent Fresard
Robert H. Smith School of Business - U. of Maryland
"Competitive Pressure and Corporate Policies"
contact: philippe.dastous@hec.ca
Lundi 16 avril 2012, 12h (gcal)
Salle 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
Jeudi 19 avril 2012, 15h15 (gcal)
Salle 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
Lundi 30 avril 2012, 15h30 (gcal)
Salle Société canadienne des postes
Nabil Tahani
York University
"Pricing Interest Rate Derivatives under Multi-Factor GARCH"
contact: philippe.dastous@hec.ca
Mardi 5 juin 2012, 14h (gcal)
Salle Cogeco
Pascal Gantenbein
Faculty of Business and Economics, U. of Basel
"Director Characteristics, Culture, and Firm Performance"
contact: philippe.dastous@hec.ca
 

Automne 2011

 
Jeudi 1 septembre 2011, 15h (gcal)
Salle Hélène-Desmarais
Lars-Alexander Kuehn
Carnegie Mellon University
"Investment-Based Corporate Bond Pricing"
contact: philippe.dastous@hec.ca
Jeudi 22 septembre 2011, 15h (gcal)
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"
contact: philippe.dastous@hec.ca
Jeudi 29 septembre 2011, 15h (gcal)
Salle Ordre des CGA
Hui Chen
MIT - Sloan School of Management
"Market Timing, Investment, and Risk Management"
contact: philippe.dastous@hec.ca
Jeudi 13 octobre 2011, 15h15 (gcal)
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"
contact: philippe.dastous@hec.ca
Jeudi 27 octobre 2011, 15h (gcal)
Salle Sony
Andrew J. Patton
Duke University - Department of Economics
"Modelling Dependence in High Dimensions with Factor Copulas"
contact: philippe.dastous@hec.ca
Jeudi 3 novembre 2011, 15h15 (gcal)
Salle Standard Life
Rui Albuquerque
Boston University - School of Management
"Search Frictions and Controlling Shareholder Illiquidity"
contact: philippe.dastous@hec.ca
Vendredi 18 novembre 2011, 15h30 (gcal)
Salle 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
Jeudi 1 décembre 2011, 15h15 (gcal)
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"
contact: philippe.dastous@hec.ca
 

Hiver 2011

 
Jeudi 27 janvier 2011, 15h15 (gcal)
Salle 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
Jeudi 17 février 2011, 15h (gcal)
Salle Sony
Adrien Verdelhan
MIT
"Sovereign Risk Premia"
contact: philippe.dastous@hec.ca
Jeudi 24 février 2011, 15h (gcal)
Salle Béton-Grilli
Jean-Sébastien Fontaine
Banque du Canada
"Fed Funds Futures and the Federal Reserve"
contact: philippe.dastous@hec.ca
Mercredi 16 mars 2011, 15h15 (gcal)
Salle Standard Life
Anna Obizhaeva
University of Maryland
"Market Microstructure Invariants"
contact: philippe.dastous@hec.ca
Mercredi 6 avril 2011, 12h (gcal)
Salle Hélène-Desmarais
Marie Lambert
Maastricht University
"Comoment Risk and Stock Returns"
contact: philippe.dastous@hec.ca
Jeudi 14 avril 2011, 15h15 (gcal)
Salle Hélène-Desmarais
Patrice Poncet
ESSEC
"The Myth of Long Horizon Predictability: an Investment Perspective"
contact: philippe.dastous@hec.ca
Jeudi 28 avril 2011, 15h30 (gcal)
Salle Ordre des CGA
Ingolf Dittmann
Erasmus School of Economics
"Indexing Executive Compensation Contracts"
contact: philippe.dastous@hec.ca
Jeudi 5 mai 2011, 15h30 (gcal)
Salle KPMG
Louis Gagnon
Queen's University
"Short Changed? the Market's Reaction to the Short Sale Ban of 2008"
contact: philippe.dastous@hec.ca
 

Automne 2010

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

Hiver 2010

 
Vendredi 22 janvier 2010, 10h (gcal)
Salle TAL Gestion globales d'actifs inc.
Art Durnev
McGill University
"The Resource Curse: A Corporate Transparency Channel"
contact: philippe.dastous@hec.ca
Mercredi 27 janvier 2010, 12h (gcal)
Salle Van Houtte
Tolga Cenesizoglu
Séminaire interne
"The Effect of Monetary Policy on Credit Spreads"
contact: philippe.dastous@hec.ca
Vendredi 29 janvier 2010, 10h (gcal)
Salle TAL Gestion globale d'actifs inc.
Andrei Semenov
York University
"Asset Pricing in the Presence of Background Risk"
contact: philippe.dastous@hec.ca
Vendredi 12 février 2010, 10h (gcal)
Salle 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
Vendredi 19 février 2010, 10h (gcal)
Salle 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
Vendredi 9 avril 2010, 10h (gcal)
Salle TAL Gestion globale d'actifs inc.
Gergana Jostova
The George Washington University
"Momentum in Corporate Bond Returns"
contact: philippe.dastous@hec.ca
Vendredi 16 avril 2010, 10h (gcal)
Salle Transat
Lukas Roth
University of Alberta
"Uninvited U.S. Investors? Economic Consequences of Involuntary Cross-listings"
contact: philippe.dastous@hec.ca
Vendredi 23 avril 2010, 10h (gcal)
ANNULÉ
Turan G. Bali
Zicklin Sc. of Business - Baruch College
contact: philippe.dastous@hec.ca
Vendredi 30 avril 2010, 10h (gcal)
ANNULÉ
Sudipto Bhattacharya
The London School of Economics and Political Science
contact: philippe.dastous@hec.ca
Vendredi 7 mai 2010, 10h (gcal)
Salle 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
Vendredi 21 mai 2010, 10h (gcal)
Salle 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
Vendredi 28 mai 2010, 10h (gcal)
Salle 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
 

Automne 2009

 
Vendredi 11 septembre 2009, 10h (gcal)
ANNULÉ
Bruno Biais
Toulouse School of Economics
"The Lifecycle of the Financial Sector and Other Speculative Industries"
contact: philippe.dastous@hec.ca
Mercredi 16 septembre 2009, 12h (gcal)
Salle 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
Vendredi 18 septembre 2009, 10h (gcal)
Salle Ordre des CGA du Québec
Sandra Betton
Concordia University
"Markup Pricing Revisited"
contact: philippe.dastous@hec.ca
Vendredi 2 octobre 2009, 10h (gcal)
Salle 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
Vendredi 9 octobre 2009, 10h (gcal)
Salle Ordre des CGA du Québec
Zhi Da
University of Notre-Dame
"In Search of Attention"
contact: philippe.dastous@hec.ca
Mercredi 14 octobre 2009, 12h (gcal)
Salle Nancy & Michel-Gaucher
Rachidi Kotchoni
Université de Montréal
"Assessing the Nature of Pricing Inefficiencies Via Realized Measures"
contact: philippe.dastous@hec.ca
Vendredi 23 octobre 2009, 10h (gcal)
Salle Transat
Gunnar Grass
The Wharton School, University of Pennsylvania
"Using Structural Models for Default Prediction"
contact: philippe.dastous@hec.ca
Mercredi 28 octobre 2009, 10h (gcal)
Salle Transat
Christophe Hurlin
University of Orléans - LEO
"Backtesting Value-at-Risk: A GMM Duration-Based Test"
contact: philippe.dastous@hec.ca
Vendredi 30 octobre 2009, 10h (gcal)
Salle Hélène-Desmarais
Sergei Davydenko
University of Toronto
"A Market-Based Study of the Costs of Default"
contact: philippe.dastous@hec.ca
Vendredi 6 novembre 2009, 10h (gcal)
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"
contact: philippe.dastous@hec.ca
Vendredi 13 novembre 2009, 10h (gcal)
Salle 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
 

Hiver 2009

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

Automne 2008

 
Vendredi 22 août 2008, 10h (gcal)
Salle Marie-Husny
Tony Berrada
Université de Genève
"Incomplete Information, Idiosyncratic Volatility and Stock Returns"
contact: philippe.dastous@hec.ca
Vendredi 12 septembre 2008, 10h (gcal)
Salle Société canadienne des postes
Richard Phillips
Georgia State University
"Competition Among Rating Agencies and Information Disclosure"
contact: philippe.dastous@hec.ca
Vendredi 19 septembre 2008, 10h (gcal)
Salle 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
Vendredi 26 septembre 2008, 10h (gcal)
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"
contact: philippe.dastous@hec.ca
Vendredi 3 octobre 2008, 10h (gcal)
Salle Xerox Canada
Richard Evans
University of Virginia
"What do Soft-dollars Buy? Performance, Expense Shifting, Agency Costs"
contact: philippe.dastous@hec.ca
Vendredi 17 octobre 2008, 10h (gcal)
Salle Hélène-Desmarais
Stylianos Perrakis
Concordia University
"Can the Black-Scholes-Merton Model Survive Under Transaction Costs? An Affirmative Answer"
contact: philippe.dastous@hec.ca
Vendredi 24 octobre 2008, 10h (gcal)
Salle Xerox Canada
Franc Klaasen
University of Amsterdam
"A New Approach to Measuring Exchange Market Pressure"
contact: philippe.dastous@hec.ca
Vendredi 31 octobre 2008, 10h (gcal)
Salle Transcontinental
Marcos Fabricio Perez
Wilfrid Laurier University
"Exploring the Common Factors in the Term Structure of Credit Spreads"
contact: philippe.dastous@hec.ca
Vendredi 7 novembre 2008, 10h (gcal)
Salle Transat
William L. Megginson
University of Oklahoma
"The Financial Impact of Sovereign Wealth Fund Investments in Listed Companies"
contact: philippe.dastous@hec.ca
Mercredi 12 novembre 2008, 12h (gcal)
Salle 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
Vendredi 14 novembre 2008, 10h (gcal)
Salle Transat
Robert Korajczyk
Northwestern University
"Indraday Patterns in the Cross-Section of Stock Returns"
contact: philippe.dastous@hec.ca
Vendredi 28 novembre 2008, 10h (gcal)
Salle Transat
Andrea Gamba
George Washington University
"Valuing Corporate Financing Strategies"
contact: philippe.dastous@hec.ca
 

Hiver 2008

 
Lundi 31 mars 2008, 15h30 (gcal)
Salle Serge-Saucier
Chad Syverson
University of Chicago
"Vertical Integration and Production: Some Plant-Level Evidence"
contact: philippe.dastous@hec.ca
Vendredi 4 avril 2008, 10h (gcal)
Salle Ordre des CGA
Huntley Schaller
Carleton University
"The Macroeconomic Effect of Sentiment"
contact: philippe.dastous@hec.ca
Mercredi 16 avril 2008, 13h30 (gcal)
Salle Xerox Canada
Yongsung Chang
University of Rochester
"Can A Representative Agent Model Represent A Heterogeneous Agent Economy?"
contact: philippe.dastous@hec.ca
Mercredi 16 avril 2008, 12h (gcal)
Salle 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
Vendredi 25 avril 2008, 10h (gcal)
Salle Marie-Husny
Morten Orregard Nielsen
Cornell University
"Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock"
contact: philippe.dastous@hec.ca
Lundi 28 avril 2008, 13h30 (gcal)
ANNULÉ
Olivier Deschênes
University of California at Santa Barbara
contact: philippe.dastous@hec.ca
Vendredi 2 mai 2008, 10h (gcal)
Salle 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
 

Automne 2007

 
Jeudi 6 septembre 2007, 15h30 (gcal)
Salle Hélène-Desmarais
Amitabh Chandra
Harvard University
"Some Economics of Treatment Disparities in Healthcare"
contact: philippe.dastous@hec.ca
Vendredi 14 septembre 2007, 10h (gcal)
Salle Transcontinental
Mikhail Chernov
London Business School
"Understanding Index Option Returns"
contact: philippe.dastous@hec.ca
Jeudi 20 septembre 2007, 15h30 (gcal)
Salle Transat
Andrea Mattozzi
Caltech
"Personal Influence: Social Context and Political Competition"
contact: philippe.dastous@hec.ca
Mercredi 26 septembre 2007, 10h (gcal)
Salle Hélène-Desmarais
Luc Bauwens
CORE, UCL
"Theory and Inference for a Markov-Switching GARCH Model"
contact: philippe.dastous@hec.ca
Vendredi 5 octobre 2007, 10h (gcal)
Salle Serge-Saucier
Jean Helwege
Pennsylvania State University
"Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions"
contact: philippe.dastous@hec.ca
Mercredi 10 octobre 2007, 10h (gcal)
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"
contact: philippe.dastous@hec.ca
Vendredi 12 octobre 2007, 10h (gcal)
ANNULÉ
Tom McCurdy
University of Toronto
"Components of Market Risk and Return"
contact: philippe.dastous@hec.ca
Mercredi 17 octobre 2007, 10h (gcal)
Salle Sony
Amartya Lahiri
University of British Columbia
"On the Non-Monotonic Relation Between Interest Rates and the Exchange Rate"
contact: philippe.dastous@hec.ca
Vendredi 19 octobre 2007, 10h (gcal)
Salle Louis-Laberge
Jan Mahrt-Smith
University of Toronto
"Organizational Structure, R&D Intensity, and Firm Value"
contact: philippe.dastous@hec.ca
Mardi 23 octobre 2007, 12h30 (gcal)
Salle Serge-Saucier
Paul Beaudry
University of British Columbia
"Spill-Overs from Good Jobs"
contact: philippe.dastous@hec.ca
Mercredi 24 octobre 2007, 12h (gcal)
Salle Sony
Simon Gilchrist
Boston University
"Investment and the Cost of Capital: New Evidence from the Corporate Bond Market"
contact: philippe.dastous@hec.ca
Vendredi 26 octobre 2007, 10h (gcal)
Salle Transat
Ilan Guedj
University of Texas
"Director Networks and Firm Governance"
contact: philippe.dastous@hec.ca
Mercredi 31 octobre 2007, 10h (gcal)
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"
contact: philippe.dastous@hec.ca
Mercredi 7 novembre 2007, 10h (gcal)
Salle Trudeau Corporation
Simon Woodcock
Simon Fraser University
"Glass Ceilings or Glass Doors? Immigrant and Visible Minority Wages in Canada"
contact: philippe.dastous@hec.ca
Jeudi 8 novembre 2007, 15h30 (gcal)
Salle Banque Scotia
Claudio Lucarelli
Cornell University
"An Analysis of the Medicare Prescription Drug Benefit"
contact: philippe.dastous@hec.ca
Jeudi 15 novembre 2007, 15h30 (gcal)
Salle Transat
Victor Aguirregabiria
University of Toronto
"A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments"
contact: philippe.dastous@hec.ca
Vendredi 16 novembre 2007, 10h (gcal)
ANNULÉ
Scott Joslin
MIT
"Pricing and Hedging Volatility Risk in Fixed Income Markets"
contact: philippe.dastous@hec.ca
Mercredi 21 novembre 2007, 10h (gcal)
Salle Trudeau Corporation
Francis Bloch
Brown University/GREQAM
"Correlated Equilibria, Incomplete Information and Coalitional Deviations"
contact: philippe.dastous@hec.ca
Mercredi 28 novembre 2007, 10h (gcal)
Salle 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
Jeudi 13 décembre 2007, 15h30 (gcal)
Salle 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
 

Hiver 2007

 
Jeudi 8 février 2007, 10h30 (gcal)
Salle Jobboom (3rd Floor)
Menzie David Chinn
University of Wisconsin at Madison
"The Overvaluation of Renminbi Undervaluation"
contact: philippe.dastous@hec.ca
Jeudi 8 mars 2007, 15h30 (gcal)
Salle Xerox Canada
Huseyin Yildirim
Duke University
"Blind Review"
contact: philippe.dastous@hec.ca
Jeudi 15 mars 2007, 15h30 (gcal)
Salle Sony
Nicola Persico
New York University
"Racial Profiling: A Theoretical, Empirical, and Legal Analysis"
contact: philippe.dastous@hec.ca
Jeudi 22 mars 2007, 15h30 (gcal)
Salle Xérox Canada
Nir Jaimovich
Stanford University
"The Young, the Old, and the Restless: Demographics and Business Cycle Volatility"
contact: philippe.dastous@hec.ca
Jeudi 29 mars 2007, 15h30 (gcal)
Salle Serge-Saucier
Benoît Crutzen
Erasmus University, Rotterdam
"Differentiation in the Workplace?"
contact: philippe.dastous@hec.ca
Jeudi 5 avril 2007, 15h30 (gcal)
Salle Xérox Canada
Richard Paap
Erasmus School of Economics
"Do Leading Indicators Lead Peaks More Than Troughs?"
contact: philippe.dastous@hec.ca
Jeudi 12 avril 2007, 15h30 (gcal)
Salle Xérox Canada
Dharmarajan Hariharan
University of Pittsburgh
"Efficient Likelihood Analysis and Filtering for State-Space Representations"
contact: philippe.dastous@hec.ca
Jeudi 19 avril 2007, 15h30 (gcal)
Salle 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
Vendredi 20 avril 2007, 10h (gcal)
Salle Sony
Edith Hotchkiss
Boston College
"Deal Behavior and the Trading of Newly Issued Corporate Bonds"
contact: philippe.dastous@hec.ca
Jeudi 26 avril 2007, 15h30 (gcal)
Salle Saine Marketing
William L. Thomson
University of Rochester
"Children Crying at Birthday Parties. Why?"
contact: philippe.dastous@hec.ca
Vendredi 27 avril 2007, 10h (gcal)
Salle Transat
Peter Reinhard Hansen
Stanford University
"Subsampled Realised Kernels"
contact: philippe.dastous@hec.ca
Mercredi 2 mai 2007, 12h (gcal)
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"
contact: philippe.dastous@hec.ca
Jeudi 3 mai 2007, 10h (gcal)
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"
contact: philippe.dastous@hec.ca
Mardi 8 mai 2007, 10h (gcal)
Salle 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
Jeudi 10 mai 2007, 15h30 (gcal)
Salle Ernst & Young
Stéfan Ambec
INRA Grenoble
"Welfare Criteria to Rank Lifesaving Drug Prices"
contact: philippe.dastous@hec.ca
Mardi 15 mai 2007, 14h30 (gcal)
Salle Ordre des CGA du Québec
Hashmat Khan
Carleton University
"Investment Adjustment Costs: An Empirical Assessment"
contact: philippe.dastous@hec.ca
Mercredi 13 juin 2007, 15h (gcal)
Salle 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
 

Automne 2006

 
Vendredi 25 août 2006, 14h (gcal)
Salle Hélène-Desmarais
Dominique Guégan
École Normale Supérieure de Cachan
"Prévisions non linéaires et chaos : Applications en économie et finance"
contact: philippe.dastous@hec.ca
Jeudi 7 septembre 2006, 15h30 (gcal)
Salle Trudeau
Rui Castro
Université de Montréal
"Legal Institutions, Sectoral Heterogeneity, and Economic Development"
contact: philippe.dastous@hec.ca
Jeudi 14 septembre 2006, 15h30 (gcal)
Salle Xerox Canada
Étienne Wasmer
UQAM
"The Economics of Prozac (Do employees really gain from strong employment protection?)"
contact: philippe.dastous@hec.ca
Vendredi 15 septembre 2006, 10h30 (gcal)
Salle Hélène-Desmarais
Jianjun Miao
Boston University
"Investment, Consumption and Hedging under Incomplete Markets"
contact: philippe.dastous@hec.ca
Mardi 19 septembre 2006, 10h (gcal)
Salle Hélène-Desmarais
Martina Wilhelm
ETH Zurich
"Pricing financial derivatives in electricity markets"
contact: philippe.dastous@hec.ca
Mercredi 20 septembre 2006, 12h (gcal)
Salle Hélène-Desmarais
Taoufik Bouezmarni
Séminaire interne
"Non Parametric Density Estimation for Positive Time Series"
contact: philippe.dastous@hec.ca
Jeudi 21 septembre 2006, 15h30 (gcal)
Salle 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
Vendredi 29 septembre 2006, 10h30 (gcal)
Salle Hélène-Desmarais
Amrita Nain
McGill University
"Corporate Risk Management in an Industry Setting: An Empirical Investigation"
contact: philippe.dastous@hec.ca
Jeudi 5 octobre 2006, 15h30 (gcal)
Salle Xérox Canada
Martin Uribe
Duke University
"Real Business Cycles in Emerging Countries"
contact: philippe.dastous@hec.ca
Vendredi 6 octobre 2006, 10h30 (gcal)
Salle Hélène-Desmarais
Jason Wei
Joseph L. Rotman School of Management
"Is Systematic Risk Priced in Options?"
contact: philippe.dastous@hec.ca
Jeudi 19 octobre 2006, 15h30 (gcal)
Salle Louis-Laberge
Lutz Weinke
Duke University
"Firm-specific Capital and Welfare"
contact: philippe.dastous@hec.ca
Jeudi 26 octobre 2006, 15h30 (gcal)
Salle 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
Vendredi 27 octobre 2006, 10h (gcal)
ANNULÉ
Anthony Sanders
Ohio State University
"Subordinations Levels in Structured Financing"
contact: philippe.dastous@hec.ca
Vendredi 3 novembre 2006, 14h (gcal)
Salle Marie-Husny
René Garcia
Université de Montréal
"Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns"
contact: philippe.dastous@hec.ca
Vendredi 3 novembre 2006, 10h (gcal)
Salle 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
Jeudi 9 novembre 2006, 15h30 (gcal)
Salle Xérox Canada
Tom Wiseman
University of Texas at Austin
"Reputation and Exogenous Private Learning"
contact: philippe.dastous@hec.ca
Vendredi 10 novembre 2006, 10h (gcal)
Salle Hélène-Desmarais
Fan Yu
University of California, Irvine
"How Important is Option-Implied Volatility for Pricing Credit Default Swaps?"
contact: philippe.dastous@hec.ca
Jeudi 16 novembre 2006, 15h30 (gcal)
Salle 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
Vendredi 17 novembre 2006, 14h (gcal)
Salle St-Hubert
John Abowd
Cornell University
"New Measures of Human Capital and Work Force Productivity"
contact: philippe.dastous@hec.ca
Vendredi 17 novembre 2006, 10h (gcal)
Salle 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
Vendredi 24 novembre 2006, 10h (gcal)
Salle CIBC
John R. Conlon
University of Mississippi
"Should Central Banks Burst Bubbles? Some Microeconomic Issues"
contact: philippe.dastous@hec.ca
Jeudi 30 novembre 2006, 15h30 (gcal)
Salle St-Hubert
Alain Guay
UQAM
"Identification of Technology Shocks in Structural VARs"
contact: philippe.dastous@hec.ca
Vendredi 1 décembre 2006, 10h (gcal)
Salle Ordre des CGA
François Derrien
Joseph L. Rotman School of Management
"Currying Favor to Win IPO Mandates"
contact: philippe.dastous@hec.ca
Jeudi 7 décembre 2006, 14h (gcal)
Salle Trudeau Corporation
Jean-Pierre Dubé
University of Chicago Graduate School of Business
"Do Switching Costs Make Markets Less Competitive?"
contact: philippe.dastous@hec.ca
Vendredi 8 décembre 2006, 10h (gcal)
Salle St-Hubert
Joseph Chen
University of Southern California
"Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance"
contact: philippe.dastous@hec.ca
Mardi 19 décembre 2006, 15h (gcal)
Salle Louis-Laberge
Martin Boileau
University of Colorado
"Dynamics of the Current Account and Interest Differentials"
contact: philippe.dastous@hec.ca
 

Hiver 2006

 
Jeudi 16 mars 2006, 15h30 (gcal)
Salle Standard Life 1
Nicolas Marceau
UQAM
"Concurrence fiscale et émergence de paradis fiscaux"
contact: philippe.dastous@hec.ca
Vendredi 17 mars 2006, 10h30 (gcal)
Salle Louis-Laberge
Alexander David
Haskayne School of Business
"Inflation Uncertainty, Asset Valuations, and Five Credit Risk Puzzles"
contact: philippe.dastous@hec.ca
Jeudi 23 mars 2006, 15h30 (gcal)
Salle Standard Life 1
Diego Garcia
Tuck School of Business at Dartmouth
"Noise and aggregation of information in large markets"
contact: philippe.dastous@hec.ca
Mercredi 29 mars 2006, 15h (gcal)
Salle Sony
Norman Schofield
Washington University
"The Mean Voter Theorem: Necessary and Sufficient Conditions for Equilibrium"
contact: philippe.dastous@hec.ca
Vendredi 7 avril 2006, 10h30 (gcal)
Salle Louis-Laberge
Pierluigi Balduzzi
Boston College
"Rebalancing Activity in 401 (k) Plans"
contact: philippe.dastous@hec.ca
Mercredi 19 avril 2006, 13h30 (gcal)
Salle Sony
Willem Van Zandweghe
Carnegie Mellon University
"On-the-job search, sticky prices, and persistence"
contact: philippe.dastous@hec.ca
Jeudi 20 avril 2006, 15h30 (gcal)
Salle Société canadienne des postes
Yianis Sarafidis
Yale University
"Games with Time Inconsistent Players"
contact: philippe.dastous@hec.ca
Vendredi 21 avril 2006, 10h30 (gcal)
Salle Louis-Laberge
Jeffrey Pontiff
Boston College
"Investment Taxation and Portfolio Performance"
contact: philippe.dastous@hec.ca
Mercredi 26 avril 2006, 13h30 (gcal)
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"
contact: philippe.dastous@hec.ca
Vendredi 28 avril 2006, 10h30 (gcal)
Salle Louis-Laberge
Christophe Perignon
Simon Fraser University
"Commonality in Liquidity: A Global Perspective"
contact: philippe.dastous@hec.ca
Jeudi 4 mai 2006, 15h30 (gcal)
Salle 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
Vendredi 5 mai 2006, 10h30 (gcal)
Salle Sony
Ales Cerny
Cass Business School - UK
"Performance of Dynamic Hedging Strategies: The Tale of Two Trading Desks"
contact: philippe.dastous@hec.ca
Jeudi 11 mai 2006, 10h30 (gcal)
Salle Sony
Eymen Errais
Stanford University
"Pricing multi-name credit derivatives: Beyond the Gaussian copula"
contact: philippe.dastous@hec.ca
Vendredi 12 mai 2006, 10h30 (gcal)
Salle Sony
Chung-Li Tseng
University of Missouri-Rolla
"A Framework Using Two-Factor Price Lattices for Generation Asset Valuation"
contact: philippe.dastous@hec.ca
 

Automne 2005

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

Hiver 2005

 
Vendredi 25 février 2005, 14h (gcal)
Salle Xérox
Gautam Gowrisankaran
Washington University of St-Louis
"Managed Care, Drug Benefits and Mortality: An Analysis of the Elderly"
contact: philippe.dastous@hec.ca
Jeudi 3 mars 2005, 15h30 (gcal)
Salle 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
Vendredi 4 mars 2005, 13h30 (gcal)
Salle 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
Jeudi 10 mars 2005, 15h30 (gcal)
Salle Transat
Ulrich Doraszelski
Harvard University
"Learning-by-Doing, Organizational Forgetting, and Industry Dynamics"
contact: philippe.dastous@hec.ca
Vendredi 11 mars 2005, 13h30 (gcal)
Salle Xerox
Michaela Draganska
Stanford University
"Modeling Joint Pricing and Product Assortment Choices"
contact: philippe.dastous@hec.ca
Vendredi 11 mars 2005, 10h30 (gcal)
Salle 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
Mercredi 16 mars 2005, 16h30 (gcal)
Salle Société canadienne des postes
Phelim Boyle
University of Waterloo
"Incomplete Markets: Specification Errors and Robustness"
contact: philippe.dastous@hec.ca
Vendredi 18 mars 2005, 10h30 (gcal)
Salle 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
Jeudi 24 mars 2005, 15h30 (gcal)
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"
contact: philippe.dastous@hec.ca
Mercredi 30 mars 2005, 15h30 (gcal)
Salle Standard Life 1
Lucas Davis
University of Michigan
"The Effect of Driving Restrictions on Air Quality in Mexico City"
contact: philippe.dastous@hec.ca
Jeudi 31 mars 2005, 10h30 (gcal)
Salle Transat
John Maheu
University of Toronto
"How useful are historical data for forecasting the long-run equity premium?"
contact: philippe.dastous@hec.ca
Vendredi 1 avril 2005, 10h30 (gcal)
Salle 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
Jeudi 7 avril 2005, 15h30 (gcal)
Salle Transat
Douglas J. Hodgson
Université du Québec à Montréal
"Models of Foreign Exchange Intervention: Estimation and Testing"
contact: philippe.dastous@hec.ca
Vendredi 15 avril 2005, 10h30 (gcal)
Salle Transat
Paolo Siconolfi
Columbia University
"Economies with Asymmetric Information and Individual Risk"
contact: philippe.dastous@hec.ca
Jeudi 21 avril 2005, 15h30 (gcal)
ANNULÉ
Frank Strobel
University of Birmingham
"Switching mortgages: a real options perspective"
contact: philippe.dastous@hec.ca
Vendredi 22 avril 2005, 10h30 (gcal)
Salle Sony
Timothy T. Simin
The Pennsylvania State University
"Do Growth Options Explain the Trend in Idiosyncratic Risk?"
contact: philippe.dastous@hec.ca
Jeudi 28 avril 2005, 15h30 (gcal)
Salle St-Hubert
Christian M. Hafner
Erasmus University Rotterdam
"Semi-Parametric Modelling of Correlation Dynamics"
contact: philippe.dastous@hec.ca
Vendredi 29 avril 2005, 14h (gcal)
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"
contact: philippe.dastous@hec.ca
Vendredi 29 avril 2005, 10h30 (gcal)
Salle 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
Jeudi 5 mai 2005, 15h30 (gcal)
Salle Xerox Canada
Lee Alston
University of Colorado
"On the Brazilian Road to Governance: Recovering from Economic and Political Shocks"
contact: philippe.dastous@hec.ca
Vendredi 6 mai 2005, 10h30 (gcal)
Salle Xerox Canada
Daniel Bergstresser
Harvard University
"Earnings Manipulation, Pension Assumptions, and Managerial Investment Decisions"
contact: philippe.dastous@hec.ca
 

Automne 2004

 
Jeudi 9 septembre 2004, 15h30 (gcal)
Salle St-Hubert
Rajshri Jayaraman
University of Munich
"Modelling Domestic Violence"
contact: philippe.dastous@hec.ca
Jeudi 23 septembre 2004, 15h30 (gcal)
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"
contact: philippe.dastous@hec.ca
Jeudi 30 septembre 2004, 15h30 (gcal)
Salle 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
Jeudi 7 octobre 2004, 15h30 (gcal)
Salle 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
Vendredi 8 octobre 2004, 10h30 (gcal)
Salle St-Hubert
Christian Gouriéroux
University of Toronto
"Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk"
contact: philippe.dastous@hec.ca
Jeudi 14 octobre 2004, 15h30 (gcal)
Salle 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
Vendredi 15 octobre 2004, 10h30 (gcal)
Salle Ordre des CGA du Québec
Kris Jacobs
McGill University
"Option Valuation with Volatility Components"
contact: philippe.dastous@hec.ca
Vendredi 22 octobre 2004, 10h30 (gcal)
ANNULÉ
Burton Hollifield
Carnegie Mellon
"Financial Intermediation and the Costs of Trading in an Opaque Market"
contact: philippe.dastous@hec.ca
Vendredi 29 octobre 2004, 10h30 (gcal)
Salle Sony
Raman Uppal
London Business School
"How Inefficient are Simple Asset-allocation Strategies?"
contact: philippe.dastous@hec.ca
Vendredi 29 octobre 2004, 10h30 (gcal)
Salle St-Hubert
Stéphane Chrétien
Université Laval
"Portfolio Performance Measurement: A No Arbitrage Bounds Approach"
contact: philippe.dastous@hec.ca
Vendredi 5 novembre 2004, 14h (gcal)
Salle 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
Vendredi 12 novembre 2004, 14h (gcal)
Salle Hélène-Desmarais
Mark Duggan
University of Maryland
"The Distortionary Effects of Government Procurement: Evidence from Medicaid Prescription Drug Purchasing"
contact: philippe.dastous@hec.ca
Vendredi 12 novembre 2004, 10h30 (gcal)
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"
contact: philippe.dastous@hec.ca
Vendredi 19 novembre 2004, 14h (gcal)
Salle Xérox Canada
Michael Greenstone
MIT
"Does Hazardous Waste Matter? Evidence from the Housing Market and the Superfund Program"
contact: philippe.dastous@hec.ca
Vendredi 19 novembre 2004, 10h30 (gcal)
Salle Hélène-Desmarais
Xavier Gabaix
MIT
"Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market"
contact: philippe.dastous@hec.ca
Jeudi 25 novembre 2004, 15h30 (gcal)
Salle 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
Jeudi 2 décembre 2004, 15h30 (gcal)
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"
contact: philippe.dastous@hec.ca
Jeudi 9 décembre 2004, 15h30 (gcal)
Salle Hélène-Desmarais
Paul Makdissi
Université de Sherbrooke
"Socially-Improving Tax Reforms"
contact: philippe.dastous@hec.ca
 

Hiver 2004

 
Vendredi 16 janvier 2004, 9h (gcal)
Salle Hélène-Desmarais
Michel Crouhy
Banque CIBC
"Développements récents dans la gestion du risque de crédit"
contact: philippe.dastous@hec.ca
Mardi 2 mars 2004, 13h30 (gcal)
Salle Transat
Stanley E. Zin
Carnegie Mellon University - GSIA
"Generalized Disappointment Aversion and Asset Prices"
contact: philippe.dastous@hec.ca
Jeudi 4 mars 2004, 15h30 (gcal)
Salle Transat
Izabela Jelovac
Maastricht University
"Internationally-based price regulation and price negotiation patterns"
contact: philippe.dastous@hec.ca
Mardi 9 mars 2004, 13h30 (gcal)
Salle Hélène-Desmarais
Mark Loewenstein
Boston University
"The Limits of Investor Behavior"
contact: philippe.dastous@hec.ca
Jeudi 11 mars 2004, 15h30 (gcal)
Salle Hélène-Desmarais
Franklin Allen
Wharton School - U. of Pennsylvania
"Law, Finance and Economic Growth in China"
contact: philippe.dastous@hec.ca
Jeudi 18 mars 2004, 15h30 (gcal)
Salle Hélène-Desmarais
Audra Bowlus
Western Ontario
"Domestic Violence, Employment and Divorce"
contact: philippe.dastous@hec.ca
Mardi 23 mars 2004, 13h30 (gcal)
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"
contact: philippe.dastous@hec.ca
Jeudi 25 mars 2004, 15h30 (gcal)
Salle Hélène-Desmarais
David Kelly
University of Miami
"Economic Growth and the Environment: Theory and Facts"
contact: philippe.dastous@hec.ca
Mardi 13 avril 2004, 13h30 (gcal)
Salle Hélène-Desmarais
François Derrien
University of Toronto
"Quid Pro Quo in IPOs: Why Book-building is Dominating Auctions"
contact: philippe.dastous@hec.ca
Mardi 20 avril 2004, 13h30 (gcal)
Salle Hélène-Desmarais
Domenico Cuoco
Wharton University of Pennsylvania
"An Analysis of VaR-based Capital Requirements"
contact: philippe.dastous@hec.ca
Jeudi 22 avril 2004, 15h30 (gcal)
Salle Hélène-Desmarais
Caroline M. Hoxby
Harvard University
"Our Favorite Method of Redistribution: School Spending Equality, Income Equality, and Growth"
contact: philippe.dastous@hec.ca
Jeudi 29 avril 2004, 15h30 (gcal)
Salle 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
Jeudi 13 mai 2004, 15h30 (gcal)
Salle 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
 

Automne 2003

 
Jeudi 11 septembre 2003, 15h30 (gcal)
Salle Sony
Daniel Parent
Université McGill
"Education and Smoking: Were Vietnam War Draft Avoiders Also More Likely to Avoid Smoking?"
contact: philippe.dastous@hec.ca
Mardi 16 septembre 2003, 15h30 (gcal)
Salle Transat
Peter Christoffersen
McGill University
"Option Valuation with Conditional Skewness"
contact: philippe.dastous@hec.ca
Jeudi 18 septembre 2003, 15h30 (gcal)
Salle Quebecor
Pietro Veronesi
University of Chicago
"Stock Prices and IPO Waves"
contact: philippe.dastous@hec.ca
Jeudi 18 septembre 2003, 15h30 (gcal)
Salle Standard Life 1
Martin Boileau
University of Colorado at Boulder
"Inventories, Sticky Prices, and the Propagation of Nominal Shocks"
contact: philippe.dastous@hec.ca
Mardi 23 septembre 2003, 10h30 (gcal)
Salle 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
Jeudi 25 septembre 2003, 15h30 (gcal)
Salle Sony
Diego Restuccia
University of Toronto
"Policy Distortions and Aggregate Productivity with Heterogeneous Plants"
contact: philippe.dastous@hec.ca
Jeudi 2 octobre 2003, 15h30 (gcal)
Salle Sony
Paul Beaudry
University of British columbia
"Globalization, Gains from Specialization and the World Distribution of Output"
contact: philippe.dastous@hec.ca
Jeudi 9 octobre 2003, 15h30 (gcal)
Salle 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
Mardi 14 octobre 2003, 15h30 (gcal)
Salle Xerox Canada
Paul Glasserman
Columbia University
"Monte Carlo Methods for Portfolio Credit Risk"
contact: philippe.dastous@hec.ca
Jeudi 16 octobre 2003, 15h30 (gcal)
Salle 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
Mardi 21 octobre 2003, 15h30 (gcal)
Salle Sony
Terrence John Hendershott
Berkeley University of California
"Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation"
contact: philippe.dastous@hec.ca
Jeudi 23 octobre 2003, 15h30 (gcal)
Salle Sony
Robert Town
University of Minnesota
"Causality and the Volume-Outcome Relationship in Surgery"
contact: philippe.dastous@hec.ca
Mardi 28 octobre 2003, 10h30 (gcal)
Salle Xérox Canada
Thierry Foucault
HEC France
"Does Anonymity Matter in Electronic Limit Order Markets?"
contact: philippe.dastous@hec.ca
Jeudi 30 octobre 2003, 15h30 (gcal)
Salle Sony
Shannon Seitz
Queen's University
"Consumption Inequality and Intra-Household Allocations"
contact: philippe.dastous@hec.ca
Jeudi 30 octobre 2003, 10h30 (gcal)
Salle 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
Mardi 4 novembre 2003, 15h30 (gcal)
Salle Transat
Javier de Frutos
University of Valladolid
"Implicit-explicit Runge-Kutta methods for financial derivatives pricing models"
contact: philippe.dastous@hec.ca
Jeudi 6 novembre 2003, 15h30 (gcal)
Salle Van Houtte
Ig Horstmann
Rotman School of Management - U. of Toronto
"Agency Contracts with Long-Term Customer Relationships"
contact: philippe.dastous@hec.ca
Mardi 11 novembre 2003, 15h30 (gcal)
Salle Transat
Luc Wathieu
Harvard Business School
"Privacy, Exposure and Price Discrimination"
contact: philippe.dastous@hec.ca
Vendredi 14 novembre 2003, 10h30 (gcal)
Salle Samson Bélair Deloitte Touche
Christian Gouriéroux
Centre Recherche en Économie et Statistique
"Spred Term Structure and Default Correlation"
contact: philippe.dastous@hec.ca
Jeudi 20 novembre 2003, 15h30 (gcal)
Salle Transat
Jean Boivin
Columbia University
"Measuring the Effects of Monetary Policy: A factor-Augmented Vector Autoregressive (FAVAR) Approach"
contact: philippe.dastous@hec.ca
Mardi 25 novembre 2003, 15h30 (gcal)
Salle Transat
Jan Ericsson
McGill University
"Accounting Transparency and the Implied Volatility Smile"
contact: philippe.dastous@hec.ca
Jeudi 27 novembre 2003, 15h30 (gcal)
Salle Transat
Bruno Versaevel
E.M.LYON
"Conflict and Cooperation on R&D Markets"
contact: philippe.dastous@hec.ca
Jeudi 4 décembre 2003, 15h30 (gcal)
Salle 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
Mardi 9 décembre 2003, 15h30 (gcal)
Salle Transat
Tano Santos
University of Chicago
"The Time Series of the Cross Section of Asset Prices"
contact: philippe.dastous@hec.ca
Jeudi 11 décembre 2003, 15h30 (gcal)
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"
contact: philippe.dastous@hec.ca

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