Hiver 2024 |
|
Vendredi 22 mars 2024, 10h00  Salle Trudeau Corporation  |
Douglas Cumming Florida Atlantic University "Stock Market Manipulation and Corporate Venture Capital Investments" |
| Vendredi 5 avril 2024, 10h00 Édifice Hélène-Desmarais |
Luke Taylor Wharton Finance - University of Pennsylvania "Green Tilts" |
| Vendredi 12 avril 2024, 10h00 Salle Vilnius |
Ralf Meisenzahl Federal Reserve Bank of Chicago. "How Climate Change Shapes Bank Lending: Evidence from Portfolio Reallocation" |
| Vendredi 19 avril 2024, 10h00 Salle Budapest |
Camelia M. Kuhnen University of North Carolina "Learning how to borrow in a Fintech world: Evidence from Scandinavia" |
| Vendredi 3 mai 2024, 10h00 Salle Caracas |
Sean Higgins Northwestern University "Price Comparison Tools in Consumer Credit Markets" |
Automne 2023 |
|
| Vendredi 15 septembre 2023, 11h00 Conférencier principal – CDI Hôtel Le Saint-Sulpice |
Jun Pan Shanghai Advanced Institute of Finance |
| Vendredi 22 septembre 2023, 10h00 Salle Séoul |
Judith C.Schneider Leibniz Universität Hannover "Anticipated and Experienced Regret in Annuity Choices: An Experimental Study" |
| Vendredi 20 octobre 2023, 10h00 Salle Port-au-Prince |
Pedro Matos University of Virginia, Darden School of Business "Decarbonizing Institutional Investor Portfolios: Helping to Green the Planet or Just Greening Your Portfolio?" |
| Vendredi 10 novembre 2023, 10h00 Salle Accra |
Jaewon Choi University of Illinois Urbana-Champaign "Hidden Duration: Interest Rates Derivatives in Fixed Income Funds" |
| Vendredi 10 novembre 2023 Conférencier principal – CEAR-RSI Édifice Hélène-Desmarais |
Tullio Jappelli University of Naples Federico II |
| Vendredi 24 novembre 2023, 10h00 Salle Budapest |
Liyan Yang University of Toronto "Personalized Pricing, Network Effects, and Corporate Social Responsibility" |
Hiver 2023 |
|
| Vendredi 31 mars 2023, 10h00 Salle CPA du Québec |
Wei Wang Queen's University, Smith School of Business "Do Hedge Funds Exploit Material Nonpublic Information?" |
| Mercredi 12 avril 2023, 12h Salle Xerox Canada |
Paola Brighi University of Bologna "The impact of board diversity and sustainability engagement on bank performance" |
| Vendredi 14 avril 2023, 10h00 Séminaire conjoint avec McGill Salle Banque Scotia |
Itay Goldstein University of Pennsylvania "On ESG Investing: Heterogeneous Preferences, Information, and Asset Prices" |
| Vendredi 28 avril 2023, 10h00 Salle CPA du Québec |
Motohiro Yogo Princeton University "Which Investors Matter for Equity Valuations and Expected Returns?" |
| Mercredi 3 mai 2023, 12h Salle St-Hubert |
Thomas Geelen Copenhagen Business School "Sustainable Organizations" |
| Vendredi 5 mai 2023, 10h00 Salle CPA du Québec |
Sandy Klasa University of Arizona, Eller College of Management "Employee Flight Risk and Capital Structure Decisions" |
| Vendredi 12 mai 2023, 10h00 Salle Transat |
Kai Li University of British Columbia, Sauder School of Business "Female Equity Analysts and Corporate Environmental and Social Performance" |
Automne 2022 |
|
| Vendredi 9 septembre 2022, 10h00 Salle Société canadienne des postes |
Jonathan Lewellen Dartmouth College, Tuck School of Business "How Many Factors?" |
| Vendredi 23 septembre 2022, 11h00 Conférencier principal – CDI Hôtel William Gray |
Darrell Duffie Stanford University & CDI Research Fellow "Why Treasury Markets Get Dysfunctional, and What to Do About It" |
| Mercredi 28 septembre 2022, 10h00 Salle Marie-Husny |
Pasquale Della Corte Imperial College London "Expected currency returns?" |
| Vendredi 30 septembre 2022, 10h00 Salle Salon des diplomés, Deloitte |
Neil Pearson University of Illinois Urbana-Champaign "Anomalies and Their Short Sale Costs" |
| Vendredi 14 octobre 2022, 10h00 Salle Walter Capital |
Paul Decaire Arizona State University, W.P. Carey School of Business "On a Spending Spree: The Real Effects of Heuristics in Managerial Budgets" |
| Vendredi 4 novembre 2022, 10h00 Salle Société canadienne des postes |
Paul Beaumont McGill University "The Role of FinTech in Small Business Lending" |
| Vendredi 11 novembre 2022, 10h00 Édifice Hélène-Desmarais |
Ivan Ivanov Federal Reserve Bank of Chicago |
| Samedi 12 novembre 2022, 16h45 Conférencier principal – CEAR-RSI Salle Hôtel le Saint-Sulpice |
Annamaria Lusardi George Washington University School of Business "The P-Fin Index: What we can learn from six years of data on financial literacy and personal finance" |
| Vendredi 18 novembre 2022, 10h00 Salle Société canadienne des postes |
Alessandro Previtero Kelley School of Business "Investor Protections and Stock Market Participation: An Evaluation of Financial Advisor Oversight" |
| Vendredi 9 décembre 2022, 10h00 Salle Helene-Desmarais |
Mirela Sandulescu University of Michigan "Internation Arbitrage Premia" |
Hiver 2022 |
|
| Vendredi 4 mars 2022, 10h00 Édifice Hélène-Desmarais |
Stefano Giglio Yale School of Management "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios" |
| Vendredi 11 mars 2022 REPORTÉ |
Itay Goldstein University of Pennsylvania "On ESG Investing: Heterogeneous Preferences, Information, and Asset Prices" |
| Vendredi 1 avril 2022, 10h00 Salle St-Hubert |
Nina Boyarchenko Federal Reserve Bank of New York "Measuring Corporate Bond Market Dislocations" |
| Vendredi 8 avril 2022, 10h00 Salle Procter & Gamble |
Terry Hendershott Haas School of Business, University of California "True Cost of Immediacy" |
| Vendredi 22 avril 2022, 10h00 Salle Nancy et Michel-Gaucher |
Christopher Jones USC Marshall "Return Extrapolation and Day/Night Effects" |
| Mercredi 27 avril 2022, 12h00 Salle Sony |
Andrey Golubov University of Toronto "Valuation Uncertainty" |
| Vendredi 29 avril 2022, 10h00 Salle Guy-Joron |
Adrien Verdelhan MIT Sloan School of Management "FX Transaction and Translation Risk" |
| Vendredi 6 mai 2022, 10h00 Salle Sony |
Itzhak Ben-David Fisher College of Business "A Theory of Corporate Policies with EPS-Fixated Managers" |
| Vendredi 13 mai 2022, 10h00 Salle Serge-Saucier |
Lauren Cohen Havard Business School "Hidden Alpha" |
| Vendredi 3 juin 2022, 10h00 Salle Serge-Saucier |
George Aragon ASU Arizona State University "Exploration or Exploitation? Hedge Funds in Venture Capital" |
Automne 2021 |
|
| Vendredi 24 septembre 2021, 11h00 Conférencier principal – CDI Salle Keurig |
Neil Pearson University of Illinois Urbana-Champaign "Retail Derivatives and Sentiment" |
| Vendredi 1 octobre 2021, 10h00 Salle Zoom |
Neng Wang Columbia Business School "Welfare Consequences of Sustainable Finance" |
| Vendredi 8 octobre 2021, 10h00 Salle TAL Gestion globale des actifs |
Ryan Riordan Queens "Carbon Liquidity" |
| Vendredi 15 octobre 2021, 10h00 Salle Zoom |
Bo Becker Stockholm School of Economics "The resilience of the U.S. Corporate Bond Market During Financial Crises" |
| Vendredi 22 octobre 2021, 10h00 Salle Esdras-Minville |
Steven J. Riddiough Rotman University of Toronto "Private Information and Currency Returns: A Corporate Investment Connection" |
| Vendredi 29 octobre 2021, 10h00 Salle Metro Inc. |
Kent Daniel Columbia Business School "The Dynamics of Disagreement" |
| Mercredi 3 novembre 2021, 10h00 Salle PWC |
Michaela Pagel Columbia Business School "Gender Quotas and Support for Women in Board Elections" |
Hiver 2020 |
|
| Lundi 9 mars 2020, 10h00 Salle Xerox Canada |
Marcin Kacperczyk Business School Building South Kensington Campus "Carbon Premium around the World" |
| Vendredi 1 mai 2020, 10h00 REPORTÉ - COVID19 |
Lauren Cohen Harvard Business School |
| Vendredi 8 mai 2020, 10h00 REPORTÉ - COVID19 |
Kent Daniel Columbia Business School, Columbia University |
| Vendredi 15 mai 2020, 10h00 REPORTÉ - COVID19 |
Motohiro Yogo Princeton University |
| Vendredi 29 mai 2020, 10h00 REPORTÉ - COVID19 |
Neng Wang Columbia Business School |
AUTOMNE 2019 |
|
| Mercredi 4 septembre 2019, 12h00 Invité ICD Salle Transat |
Zhenzhen Fan Nankai University "US Equity Tail Risk and Currency Risk Premia" contact: christian.dorion@hec.ca |
| Vendredi 6 septembre 2019, 10h00 Salle Société canadienne des postes |
Oscar Jorda Federal Reserve Bank of San Francisco "The Total Risk Premium Puzzle" contact: valeri.sokolovski@hec.ca |
| Mercredi 11 septembre 2019, 12h00 Invité ICD Salle Xerox Canada |
Aurelio Vasquez ITAM "Common Factors in Equity Option Returns" contact: christian.dorion@hec.ca |
| Vendredi 13 septembre 2019, 10h00 Conférencier principal – CDI |
David Bates University of Iowa "Jumps versus Stochastic Volatility: A Long-term View" contact: christian.dorion@hec.ca |
| Vendredi 20 septembre 2019, 10h00 Salle St-Hubert |
Jaroslav Borovicka New York University "Risk Premia and Unemployment Fluctuations" contact: valeri.sokolovski@hec.ca |
| Vendredi 11 octobre 2019, 10h00 Conjointement avec Sciences de la décision Salle Manuvie |
Kris Boudt Ghent University "Optimizing the Design of Textual Indices: Impression Management and Sentometrics" contact: david.ardia@hec.ca |
| Mercredi 6 novembre 2019, 12h00 Invité ICD Salle Banque CIBC |
Xiao Xiao Erasmus School of Economics "Default Risk and Option Returns" contact: iwan.meier@hec.ca |
| Vendredi 8 novembre 2019, 10h30 Séminaire conjoint avec McGill Salle Bronfman 360 @McGill |
Robin Greenwood Harvard Business School contact: valeri.sokolovski@hec.ca |
| Vendredi 29 novembre 2019, 10h00 Salle St-Hubert |
Jorge Cruz Lopez Western University "Joint Determination of Counterparty and Liquidity Risk in Payment Systems" contact: georges.dionne@hec.ca |
| Vendredi 6 décembre 2019, 13h30 Salle Edouard-Montpetit |
Grigory Vilkov Frankfurt School of Finance & Management "Sentimental Recovery" contact: valeri.sokolovski@hec.ca |
HIVER 2019 |
|
| Vendredi 8 février 2019, 10h Salle Saine Marketing |
Mike Hoy University of Guelph contact: martin.boyer@hec.ca |
| Mercredi 13 février 2019, 10h Salle Hélène-Desmarais |
Paul Schneider University of Lugano and Swiss Finance Institute "Does it pay to be an optimist?" contact: piotr.orlowski@hec.ca |
| Jeudi 21 février 2019, 12h Salle Cogeco |
Marie Lambert HEC Liege "Looking for the Tangent Portfolio: Risk Optimization Techniques on Equity Style Buckets" contact: mathieu.fournier@hec.ca |
| Vendredi 22 février 2019, 10h Salle Nancy et Michel-Gaucher |
Johannes Stroebel New York University "Five Facts About Beliefs and Portfolios" contact: philippe.dastous@hec.ca |
| Jeudi 21 mars 2019, 10h Salle Marie-Husny |
Thierry Foucault HEC Paris "Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News" contact: georges.dionne@hec.ca |
| Lundi 25 mars 2019, 12h Salle Sony |
Shaun Vahey Warwick Business School "Improved Methods for Combining Point Forecasts for an Asymmetrically Distributed Variable" contact: piotr.orlowski@hec.ca |
| Vendredi 29 mars 2019, 10h Séminaire conjoint avec McGill Salle St-Hubert |
Michelle Lowry LeBow College of Business Drexel University "Investors' Attention to Corporate Governance" contact: piotr.orlowski@hec.ca |
| Vendredi 5 avril 2019, 10h Salle St-Hubert |
Anmol Bhandari University of Minnesota "Survey data and subjective beliefs in business cycle models" contact: piotr.orlowski@hec.ca |
| Mercredi 10 avril 2019, 12h Salle Nancy et Michel-Gaucher |
Julien Sauvagnat Bocconi University "Employment Effects of Alleviating Financing Frictions: Evidence from a Loan Guarantee Program" contact: philippe.dastous@hec.ca |
| Vendredi 12 avril 2019, 10h Salle St-Hubert |
Francesca Carrieri McGill University "Can Cross-Border Funding Frictions Explain Financial Integration Reversals?" contact: piotr.orlowski@hec.ca |
| Mercredi 17 avril 2019, 10h30 Séminaire conjoint avec IEA Salle Rona |
Erik Loualiche Carlson School of Management "Efficient Bubbles?" contact: tibor.heumann@hec.ca |
| Vendredi 26 avril 2019, 10h Salle Xerox Canada |
Anatoliy Swishchuk University of Calgary "Modelling of Limit Order Books: Ideas, Methods, Recent and New Results" contact: christian.dorion@hec.ca |
| Vendredi 3 mai 2019, 10h Salle Saine Marketing |
Dong Lou London School of Economics "Wealth Redistribution in Bubbles and Crashes" contact: valeri.sokolovski@hec.ca |
| Vendredi 10 mai 2019, 10h Salle Saine Marketing |
Bernard Herskovi? UCLA Anderson School of Management "Hedging Risk Factors" contact: christian.dorion@hec.ca |
| Mercredi 15 mai 2019, 12h Salle Sony |
Sven Klingler Norwegian Business School "How Safe are Safe Havens?" contact: valeri.sokolovski@hec.ca |
AUTOMNE 2018 |
|
| Mercredi 29 août 2018, 12h15 Salle Marie-Husny |
Christophe Courbage Haute École de Gestion de Genève "Estate Fiscal Policies, Long-Term Care Insurance and Informal Care" contact: martin.boyer@hec.ca |
| Vendredi 7 septembre 2018, 10h Salle CPA du Québec |
Turan Bali McDonough School of Business - Georgetown University "Economic Uncertainty Premium in the Corporate Bond Market" contact: tolga.cenesizoglu@hec.ca |
| Mercredi 19 septembre 2018, 10h Salle EY |
Olivier Scaillet GFRI, Université de Genève "Time-Varying Risk Premia in Large International Equity Markets" contact: piotr.orlowski@hec.ca |
| Vendredi 21 septembre 2018 Conférencier principal – CDI |
Mikhail Chernov UCLA Anderson School of Management contact: christian.dorion@hec.ca |
| Mardi 25 septembre 2018, 12h Salle Xerox Canada |
Cisil Sarisoy Federal Reserve Board "Variance Dynamics in Term Structure Models" contact: piotr.orlowski@hec.ca |
| Mercredi 26 septembre 2018, 12h Salle Hélène-Desmarais |
Hugues Langlois HEC Paris "Measuring Skewness Premia" contact: mathieu.fournier@hec.ca |
| Vendredi 28 septembre 2018, 10h Salle CPA du Québec |
Elicia Cowins Washington and Lee University "Executive Compensation and Hedge Accounting: An Investigation of the Reporting and Risk Incentives Associated with the Corporate Use of Derivatives" contact: martin.boyer@hec.ca |
| Vendredi 5 octobre 2018, 10h Salle Sony |
Pasquale Della Corte Imperial College "Currency Mispricing and Dealer Balance Sheets" contact: alexandre.jeanneret@hec.ca |
| Vendredi 19 octobre 2018, 10h Salle Sony |
Nir Vulkan Oxford University "Be careful what you ask for: Fundraising strategies in equity crowdfunding" contact: genevieve.gauthier@hec.ca |
| Vendredi 2 novembre 2018, 10h Salle Sony |
Viktor Todorov Northwestern University Kellogg School of Management "Idiosyncratic Jump Risk" contact: mathieu.fournier@hec.ca |
| Vendredi 16 novembre 2018, 10h Séminaire conjoint avec McGill Salle Bronfman 002 @McGill |
Jonathan Berk Stanford Graduate School of Business contact: david.schumacher@mcgill.ca |
HIVER 2018 |
|
| Vendredi 16 février 2018, 10h Salle Hélène-Desmarais |
Stijn Van Nieuwerburgh New York University "Financial Fragility with SAM?" contact: christian.dorion@hec.ca |
| Vendredi 23 février 2018, 10h Séminaire conjoint avec McGill Salle Hélène-Desmarais |
Stefan Nagel University of Michigan "Shrinking the Cross Section" contact: philippe.dastous@hec.ca |
| Vendredi 23 mars 2018, 10h Salle Hélène-Desmarais |
Hui Chen MIT "The Dark Side of Circuit Breakers" contact: mathieu.fournier@hec.ca |
| Vendredi 6 avril 2018, 10h Salle Hélène-Desmarais |
Sydney C. Ludvigson New York University "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?" contact: alexandre.jeanneret@hec.ca |
| Vendredi 13 avril 2018, 10h Salle Hélène-Desmarais |
Lars Lochstoer UCLA "What Drives Anomaly Returns?" contact: alexandre.jeanneret@hec.ca |
| Mercredi 18 avril 2018, 12h Salle Transat |
Pascal Létourneau University of Wisconsin-Whitewater "Modifying Real Options' Probability of Exercise" contact: christian.dorion@hec.ca |
| Mardi 24 avril 2018, 12h Salle Serge-Saucier |
Zhuo Zhong Melbourne University "Innovation and Informed Trading: Evidence from Industry ETFs" contact: mathieu.fournier@hec.ca |
| Vendredi 4 mai 2018, 12h Salle Transat |
Jie Cao Chinese University of Hong Kong "Volatility Uncertainty and the Cross-Section of Option Returns" contact: christian.dorion@hec.ca |
AUTOMNE 2017 |
|
| Vendredi 8 septembre 2017, 10h Salle Transat |
Vincent Grégoire University of Melbourne "Inverted Fee Venues and Market Quality" contact: martin.boyer@hec.ca |
| Vendredi 15 septembre 2017, 14h Conférencier principal – CDI Hôtel Le Saint-Sulpice |
Pietro Veronesi University of Chicago "Option-Based Credit Spreads" contact: christian.dorion@hec.ca |
| Vendredi 29 septembre 2017, 10h Salle Louis-Laberge |
Cédric Okou et Bruno Feunou UQAM et Banque du Canada "Downside Variance Risk Premium & Good Volatility, Bad Volatility and Option Pricing" contact: christian.dorion@hec.ca |
| Mercredi 11 octobre 2017, 10h Salle Marie-Husny |
Harjoat Bhamra Imperial College "Small Growth and Distress Returns: Two Sides of the Same Coin?" contact: christian.dorion@hec.ca |
| Mercredi 18 octobre 2017, 12h Salle Salon Deloitte |
Rui Albuquerque Boston College "What Makes for High CEO Pay?" contact: mathieu.fournier@hec.ca |
| Vendredi 3 novembre 2017, 10h Salle Société canadienne des postes |
Maureen O'Hara Cornell University "From Mining to Markets: The Evolution of Bitcoin Transaction Fees" contact: georges.dionne@hec.ca |
| Vendredi 10 novembre 2017, 10h Salle Saine Marketing |
Nicola Fusari John Hopkins University "The Pricing of Tail Risk and the Equity Premium: Evidence from international Option Markets" & "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span" contact: mathieu.fournier@hec.ca |
| Vendredi 24 novembre 2017, 10h Salle Société canadienne des postes |
Vyacheslav Fos Boston College "Informed Trading in the Stock Market and Option Price Discovery" contact: georges.dionne@hec.ca |
| Vendredi 1 décembre 2017, 10h Séminaire conjoint avec McGill Salle Bronfman 002 @McGill |
Matthew Spiegel Yale University "Better Bond Indices and Liquidity Gaming the Rest" contact: philippe.dastous@hec.ca |
HIVER 2017 |
|
| Vendredi 24 mars 2017, 10h Salle CPA du Québec |
Denis Schweizer Concordia "Disentangling Crowdfunding from Fraudfunding" contact: valeri.sokolovski@hec.ca |
| Vendredi 31 mars 2017, 10h Salle CPA du Québec |
Zvi Wiener The Hebrew University of Jerusalem "Loan Commitments" contact: valeri.sokolovski@hec.ca |
| Vendredi 7 avril 2017, 10h Salle CPA du Québec |
Ines Chaieb University of Geneva and SFI "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?" contact: valeri.sokolovski@hec.ca |
| Vendredi 21 avril 2017, 10h Salle Louis-Laberge |
Benjamin Keys University of Pennsylvania "Eyes Wide Shut? Mortgage Insurance During the Housing Boom" contact: valeri.sokolovski@hec.ca |
| Vendredi 28 avril 2017, 10h Séminaire conjoint avec McGill Salle Marie-Husny |
Amir Yaron University of Pennsylvania "Identifying Long Run Risks: A Bayesian Mixed Frequency Approach" contact: valeri.sokolovski@hec.ca |
| Vendredi 5 mai 2017, 10h Salle St-Hubert |
Joshua M. Pollet University of Illinois "Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options" contact: valeri.sokolovski@hec.ca |
| Vendredi 12 mai 2017, 10h Salle St-Hubert |
Marti Subrahmanyam New York University "Credit Default Swaps Around the World: Investment and Financing Effects" contact: valeri.sokolovski@hec.ca |
AUTOMNE 2016 |
|
| Vendredi 2 septembre 2016, 10h Salle Xerox Canada |
Diane Del Guercio University of Oregon "Playing favorites: Conflicts of interest in mutual fund management" contact: valeri.sokolovski@hec.ca |
| Vendredi 16 septembre 2016 Conférencier principal – CDI |
Kris Jacobs University of Houston "Date limite d'inscription : 5 août 2016" contact: valeri.sokolovski@hec.ca |
| Vendredi 30 septembre 2016, 10h Salle TD Assurance Meloche Monnex |
Evan Dudley The Stephen J.R. Smith School of Business "Priority Spreading and Liquidity Concerns" contact: valeri.sokolovski@hec.ca |
| Vendredi 7 octobre 2016, 10h Salle Xerox Canada |
Matthieu Bouvard McGill University "Risk Management Failures" contact: valeri.sokolovski@hec.ca |
| Vendredi 14 octobre 2016, 10h Salle Xerox Canada |
Katya Malinova University of Toronto "Regulation Dark Trading: Order Flow Segmentation and Market Quality" contact: valeri.sokolovski@hec.ca |
| Mardi 25 octobre 2016, 10h Salle Deloitte |
Simon Gervais Duke University "Transparency and Talent Allocation in Money Management" contact: valeri.sokolovski@hec.ca |
| Vendredi 4 novembre 2016, 10h Salle Xerox Canada |
Rui Albuquerque Boston College "Relative Performance Banker Compensation and Systemic Risk" contact: valeri.sokolovski@hec.ca |
| Vendredi 11 novembre 2016, 15h Salle Marie-Husny |
Yacine Ait-Sahalia Princeton University "Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data" contact: valeri.sokolovski@hec.ca |
| Vendredi 18 novembre 2016, 10h Salle TD Assurance Meloche Monnex |
Michael Weber University of Chicago "Dissecting Characteristics Nonparametrically" contact: valeri.sokolovski@hec.ca |
| Vendredi 25 novembre 2016, 10h Séminaire conjoint avec McGill Salle Bronfman 002 @McGill |
Ian Martin London School of Economics "What is the Expected Return on a Stock?" contact: valeri.sokolovski@hec.ca |
| Vendredi 2 décembre 2016, 10h Salle TD Assurance Meloche Monnex |
Ryan Riordan Queen's University "High Frequency Trading and Extreme Price Movements" contact: valeri.sokolovski@hec.ca |
HIVER 2016 |
|
| Vendredi 11 mars 2016, 10h Salle Banque CIBC |
Lyian Yang University of Toronto "Commodity Financialization: Risk Sharing and Price Discovery in Commodity Futures Markets" contact: valeri.sokolovski@hec.ca |
| Vendredi 18 mars 2016, 10h 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: valeri.sokolovski@hec.ca |
| Jeudi 24 mars 2016, 11h Salle Standard Life |
Traian Pirvu McMaster University "Multi-Stock Portfolio Optimization under Prospect Theory" contact: valeri.sokolovski@hec.ca |
| Vendredi 1 avril 2016, 10h |
Diane Del Guercio - SÉMINAIRE ANNULÉ University of Oregon "Playing Favorites: Conflicts of Interest in Mutual Fund Management" contact: valeri.sokolovski@hec.ca |
| Vendredi 8 avril 2016, 10h Salle Saine Marketing |
Yacine Ait-Sahalia Princeton University "A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data" contact: valeri.sokolovski@hec.ca |
| Vendredi 15 avril 2016, 10h Salle Saine Marketing |
Ilze Kalnina Université de Montréal "Cross-Sectional Dependence in Idiosyncratic Volatility" contact: valeri.sokolovski@hec.ca |
| Vendredi 22 avril 2016, 14h Séminaire conjoint avec McGill Salle Marie-Husny |
Dimitri Vayanos London School of Economics "Liquidity Risk and the Dymanics of Arbitrage Capital" contact: valeri.sokolovski@hec.ca |
| Vendredi 29 avril 2016, 14h 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: valeri.sokolovski@hec.ca |
| Mardi 10 mai 2016, 14h 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: valeri.sokolovski@hec.ca |
AUTOMNE 2015 |
|
| Vendredi 28 août 2015, 10h Salle CPA du Québec |
Dimitris Margaritis University of Auckland "Liquidity Patterns in the U.S. Corporate Bond Market" contact: valeri.sokolovski@hec.ca |
| Vendredi 11 septembre 2015, 10h Salle Xerox Canada |
Cesare Fracassi University of Texas at Austin "Technological Specialization and the Decline of Diversified Firms" contact: valeri.sokolovski@hec.ca |
| Vendredi 2 octobre 2015, 10h Salle Xerox Canada |
Léa H. Stern Syracuse University "A Learning-Based Approach to Evaluating Boards of Directors" contact: valeri.sokolovski@hec.ca |
| Vendredi 9 octobre 2015, 10h Salle Xerox Canada |
Mohammad Erfan Danesh Jafari University of Toronto "The Power of Economic Network: Investor Recognition through Supply-Chain Relationship" contact: valeri.sokolovski@hec.ca |
| Vendredi 23 octobre 2015, 10h Séminaire conjoint avec McGill Salle Bronfman 002 @McGill |
Wei Xiong Princeton University "Learning about the Neighborhood: Supply Elasticity and Housing Cycles" contact: valeri.sokolovski@hec.ca |
| Vendredi 30 octobre 2015, 10h Salle Sony |
Ruslan Goyenko McGill University "Options Illiquidity: Determinants and Implications for Stock Returns" contact: valeri.sokolovski@hec.ca |
| Vendredi 6 novembre 2015, 10h Salle Xerox Canada |
Joao Cocco London Business School "Background Expenditure Risk: Implications for Household Finances and Psychological Well-Being" contact: valeri.sokolovski@hec.ca |
| Vendredi 4 décembre 2015, 10h Salle Marie-Husny |
Colin Ward University of Minnesota "Is the IT Revolution Over? An Asset Pricing View" contact: valeri.sokolovski@hec.ca |
HIVER 2015 |
|
| Vendredi 27 mars 2015, 10h Salle Deloitte |
Stephan Siegel University of Washington "The Cultural Origin of Preferences: CEO Cultural Heritage and Corporate Investment" contact: valeri.sokolovski@hec.ca |
| Mercredi 1 avril 2015, 11h30 Salle Sony |
Huseyin Gulen Purdue University Krannert School of Management "Absolute Strength: Eploring Momentum in Stock Returns" contact: valeri.sokolovski@hec.ca |
| Jeudi 9 avril 2015, 9h45 Séminaire conjoint avec McGill Salle Banque de développement |
Darrell Duffie Stanford "Benchmarks in Search Markets" contact: valeri.sokolovski@hec.ca |
| Vendredi 17 avril 2015, 10h 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: valeri.sokolovski@hec.ca |
| Vendredi 24 avril 2015, 10h Salle Trudeau Corporation |
Cesare Fracassi UT Austin "Do Credit Analysts Matter? The Effect of Analysts on Ratings, Prices, and Corporate Decisions" contact: valeri.sokolovski@hec.ca |
AUTOMNE 2014 |
|
| Vendredi 5 septembre 2014, 10h Salle Sony |
Nicolae Garleanu UC Berkeley "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion" contact: valeri.sokolovski@hec.ca |
| Vendredi 19 septembre 2014, 10h Salle Xerox Canada |
Toni Anhert Bank of Canada "Covered Bonds" contact: valeri.sokolovski@hec.ca |
| Mercredi 24 septembre 2014, 10h Salle Xerox Canada |
Sophie Moinas Toulouse 1 Capitole "Liquidity Supply across Multiple Trading Venues" contact: valeri.sokolovski@hec.ca |
| Vendredi 10 octobre 2014, 10h Salle Xerox Canada |
Marie Lambert University of Liege "Size Matters, Book-To-Market Does Not! The Fama-French Empirical CAPM Revisited" contact: valeri.sokolovski@hec.ca |
| Vendredi 31 octobre 2014, 10h Salle Xerox Canada |
Michael Hasler University of Toronto "Term Structure of Disagreement and Predictability over the Business Cycle" contact: valeri.sokolovski@hec.ca |
| Vendredi 7 novembre 2014, 10h Salle KPMG |
Sanjiv Das Santa Clara University "Venture Capital Communities" contact: valeri.sokolovski@hec.ca |
| Vendredi 21 novembre 2014, 10h Salle Xerox Canada |
Harjoat Bhamra Imperial College Business School "Does Household Finance Matter? Small Financial Errors with Large Social Costs" contact: valeri.sokolovski@hec.ca |
| Vendredi 28 novembre 2014, 10h Séminaire conjoint avec McGill Salle Bronfman 002 @McGill |
Murillo Campello Cornell "Enlarging the Contracting Space: Collateral Menus, Access to Credit, and Economic Activity" contact: valeri.sokolovski@hec.ca |
HIVER 2014 |
|
| Vendredi 10 janvier 2014, 10h 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: valeri.sokolovski@hec.ca |
| Vendredi 17 janvier 2014, 10h Salle Hélène-Desmarais |
Sébastien Betermier Desautels Faculty of Management, McGill "Who Are the Value and Growth Investors?" contact: valeri.sokolovski@hec.ca |
| Vendredi 21 février 2014, 10h Salle Sony |
Ron Alquist Bank of Canada "Fire-Sale FDI or Business as Usual?" contact: valeri.sokolovski@hec.ca |
| Vendredi 14 mars 2014, 10h Salle Raymond Chabot Grant Thornton |
Tim Adam Humboldt University Berlin "Hold-Up and the Use of Performance-Sensitive Debt" contact: valeri.sokolovski@hec.ca |
| Vendredi 21 mars 2014, 10h Salle Van Houtte |
Vikas Mehrotra University of Alberta "Exit and Transitions in Family Control and Ownership in Post-War Japan" contact: valeri.sokolovski@hec.ca |
| Vendredi 28 mars 2014, 10h Séminaire conjoint avec McGill Salle Hélène-Desmarais |
Thomas Hellman University of British Columbia "Angels and Venture Capitalists: Complements or Substitutes?" contact: valeri.sokolovski@hec.ca |
| Vendredi 4 avril 2014, 10h Salle Marie-Husny |
Jens Hilscher Brandeis University "Credit Ratings and Credit Risk: Is One Measure Enough?" contact: valeri.sokolovski@hec.ca |
| Vendredi 11 avril 2014, 10h Salle Marie-Husny |
Geert Bekaert Columbia Business School "Asset Return Dynamics and Bad Environment - Good Environment Fundamentals" contact: valeri.sokolovski@hec.ca |
| Vendredi 25 avril 2014, 10h 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: valeri.sokolovski@hec.ca |
| Vendredi 2 mai 2014, 10h Salle Société canadienne des postes |
Don Chambers Lafayette College "The Limitations of Diversification Return" contact: valeri.sokolovski@hec.ca |
| Vendredi 9 mai 2014, 10h Salle Société canadienne des postes |
Michael King University of Western Ontario contact: valeri.sokolovski@hec.ca |
AUTOMNE 2013 |
|
| Vendredi 6 septembre 2013, 10h Salle Société canadienne des postes |
Olivier Scaillet Swiss Finance Institute, Université de Genève "Predictability Hidden by Anomalous Observations" contact: valeri.sokolovski@hec.ca |
| Vendredi 13 septembre 2013, 10h 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: valeri.sokolovski@hec.ca |
| Mercredi 18 septembre 2013, 10h Salle Hélène-Desmarais |
Zhaogang Song Federal Reserve Board of Governors "Do Hedge Funds Exploit Rare Disaster Concerns?" contact: valeri.sokolovski@hec.ca |
| Jeudi 26 septembre 2013, 10h Salle Marie-Husny |
Gonul Colak Florida State University "Political Uncertainty and IPO Activity: Evidence from U.S. Gubernatorial Elections" contact: valeri.sokolovski@hec.ca |
| Vendredi 11 octobre 2013, 10h Salle Société canadienne des postes |
Wanda Mimra ETH Zurich "Price Competition and Reputation in Credence Goods Markets: Experimental Evidence" contact: valeri.sokolovski@hec.ca |
| Vendredi 25 octobre 2013, 10h Salle Xerox Canada |
Daniel Gottlieb Wharton, University of Pennsylvania "Simultaneous Adverse Selection and Moral Hazard" contact: valeri.sokolovski@hec.ca |
| Vendredi 1 novembre 2013, 10h Salle Nancy et Michel-Gaucher |
Pascal St-Amour Swiss Finance Institute, HEC Lausanne "Life Cycle Responses to Health Insurance Status" contact: valeri.sokolovski@hec.ca |
| Vendredi 15 novembre 2013, 10h Séminaire conjoint avec McGill Salle Bronfman 002 @McGill |
Terry Odean University of California, Berkeley "Bubbling with Excitement: An Experiment" contact: valeri.sokolovski@hec.ca |
| Jeudi 21 novembre 2013, 12h Salle Marie-Husny |
Philip Valta HEC Paris "Debt Renegotiation and Investment Decisions Across Countries" contact: valeri.sokolovski@hec.ca |
| Vendredi 6 décembre 2013, 10h REPORTÉ (2014/05/02) |
Michael King University of Western Ontario contact: valeri.sokolovski@hec.ca |
| Vendredi 13 décembre 2013, 10h 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: valeri.sokolovski@hec.ca |
HIVER 2013 |
|
| Jeudi 31 janvier 2013, 15h15 Salle Raymond Chabot Grant Thornton |
Rajesh K. Aggarwal Carlson School of Management, U. of Minnesota "Unrelated Acquisitions" contact: valeri.sokolovski@hec.ca |
| Jeudi 7 mars 2013, 15h15 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: valeri.sokolovski@hec.ca |
| Mercredi 13 mars 2013, 12h Salle Sony |
Daniel Andrei UCLA Anderson School of Management "Information Percolation Driving Volatility" contact: valeri.sokolovski@hec.ca |
| Jeudi 21 mars 2013, 15h15 Salle Louis-Laberge |
Huntley Schaller Carleton University "Fibonacci, Pacioli, and the Slow Diffusion of Knowledge" contact: valeri.sokolovski@hec.ca |
| Jeudi 18 avril 2013, 15h15 Salle Serge-Saucier |
Erwan Morellec École Polytechnique Fédérale de Lausanne "Capital Supply Uncertainty, Cash Holdings, and Investment" contact: valeri.sokolovski@hec.ca |
| Jeudi 25 avril 2013, 15h15 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: valeri.sokolovski@hec.ca |
| Jeudi 2 mai 2013, 15h15 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: valeri.sokolovski@hec.ca |
AUTOMNE 2012 |
|
| Jeudi 6 septembre 2012, 15h15 Salle Marie-Husny |
Mario Ghossoub Université de Montréal "Belief Heterogeneity in the Arrow-Borch-Raviv Insurance Model" contact: valeri.sokolovski@hec.ca |
| Jeudi 13 septembre 2012, 15h15 Salle Quebecor |
Vicente Cunat London School of Economics "Say Pays! Shareholder Voice and Firm Performance" contact: valeri.sokolovski@hec.ca |
| Jeudi 20 septembre 2012, 15h15 Salle Marie-Husny |
Sandro Andrade University of Miami "The Euro and European Equity Market (Dis)Integration" contact: valeri.sokolovski@hec.ca |
| Jeudi 4 octobre 2012, 15h15 Salle Marie-Husny |
Itay Goldstein Wharton "Information Diversity and Market Efficiency Spirals" contact: valeri.sokolovski@hec.ca |
| Jeudi 11 octobre 2012, 15h15 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: valeri.sokolovski@hec.ca |
| Mercredi 31 octobre 2012, 12h Salle Banque Scotia |
Manuel Mayer Vienna Graduate School of Finance "Sovereign Credit Risk and Banking Crises" contact: valeri.sokolovski@hec.ca |
| Jeudi 1 novembre 2012, 15h15 Salle CIBC |
Paul Oyer Stanford University "Exploration for Human Capital: Theory and Evidence from the MBA Labor Market" contact: valeri.sokolovski@hec.ca |
| Jeudi 8 novembre 2012, 15h15 Salle CIBC |
Hernan Ortiz-Molina University of British Columbia "Labor Mobility and Corporate Cash Reserves" contact: valeri.sokolovski@hec.ca |
| Jeudi 8 novembre 2012, 15h15 Salle CIBC |
George Tauchen Duke University "Volatility Occupation Times" contact: valeri.sokolovski@hec.ca |
| Jeudi 6 décembre 2012, 15h15 Salle Ordre des CGA |
Ulrike Malmendier University of California, Berkeley "Learning from Inflation Experiences" contact: valeri.sokolovski@hec.ca |
| Jeudi 13 décembre 2012, 15h15 Salle St-Hubert |
David McLean University of Alberta "Does Academic Research Destroy Stock Return Predictability?" contact: valeri.sokolovski@hec.ca |
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" contact: valeri.sokolovski@hec.ca |
| Mercredi 14 mars 2012, 12h Salle St-Hubert |
Ilze Kalnina Department of Economics, U. de Montréal "Nonparametric Tests of Time Variation in Betas" contact: valeri.sokolovski@hec.ca |
| Jeudi 22 mars 2012, 15h15 Salle Gérard-Parizeau |
Éric Ghysels UNC Chapel Hill - Kenan-Flagler Business School "Mixed Frequency Vector Autoregressive Models" contact: valeri.sokolovski@hec.ca |
| Jeudi 29 mars 2012 REPORTÉ |
Sandro C. Andrade School of Business Administration - University of Miami contact: valeri.sokolovski@hec.ca |
| Jeudi 5 avril 2012 REPORTÉ |
Itay Goldstein The Wharton School of the University of Pennsylvania contact: valeri.sokolovski@hec.ca |
| Jeudi 12 avril 2012, 15h15 Salle Banque Scotia |
Laurent Fresard Robert H. Smith School of Business - U. of Maryland "Competitive Pressure and Corporate Policies" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Lundi 30 avril 2012, 15h30 Salle Société canadienne des postes |
Nabil Tahani York University "Pricing Interest Rate Derivatives under Multi-Factor GARCH" contact: valeri.sokolovski@hec.ca |
| Mardi 5 juin 2012, 14h Salle Cogeco |
Pascal Gantenbein Faculty of Business and Economics, U. of Basel "Director Characteristics, Culture, and Firm Performance" contact: valeri.sokolovski@hec.ca |
AUTOMNE 2011 |
|
| Jeudi 1 septembre 2011, 15h Salle Hélène-Desmarais |
Lars-Alexander Kuehn Carnegie Mellon University "Investment-Based Corporate Bond Pricing" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 29 septembre 2011, 15h Salle Ordre des CGA |
Hui Chen MIT - Sloan School of Management "Market Timing, Investment, and Risk Management" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 27 octobre 2011, 15h Salle Sony |
Andrew J. Patton Duke University - Department of Economics "Modelling Dependence in High Dimensions with Factor Copulas" contact: valeri.sokolovski@hec.ca |
| Jeudi 3 novembre 2011, 15h15 Salle Standard Life |
Rui Albuquerque Boston University - School of Management "Search Frictions and Controlling Shareholder Illiquidity" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
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" contact: valeri.sokolovski@hec.ca |
| Jeudi 17 février 2011, 15h Salle Sony |
Adrien Verdelhan MIT "Sovereign Risk Premia" contact: valeri.sokolovski@hec.ca |
| Jeudi 24 février 2011, 15h Salle Béton-Grilli |
Jean-Sébastien Fontaine Banque du Canada "Fed Funds Futures and the Federal Reserve" contact: valeri.sokolovski@hec.ca |
| Mercredi 16 mars 2011, 15h15 Salle Standard Life |
Anna Obizhaeva University of Maryland "Market Microstructure Invariants" contact: valeri.sokolovski@hec.ca |
| Mercredi 6 avril 2011, 12h Salle Hélène-Desmarais |
Marie Lambert Maastricht University "Comoment Risk and Stock Returns" contact: valeri.sokolovski@hec.ca |
| Jeudi 14 avril 2011, 15h15 Salle Hélène-Desmarais |
Patrice Poncet ESSEC "The Myth of Long Horizon Predictability: an Investment Perspective" contact: valeri.sokolovski@hec.ca |
| Jeudi 28 avril 2011, 15h30 Salle Ordre des CGA |
Ingolf Dittmann Erasmus School of Economics "Indexing Executive Compensation Contracts" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
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" contact: valeri.sokolovski@hec.ca |
| Jeudi 7 octobre 2010, 15h30 Salle Sony |
Anastasia Kartasheva Wharton University "Rating Standards for Catastrophic Risks and the Insurer's Capital Structure" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 21 octobre 2010, 15h Salle Sony |
Harris Schlesinger University of Alabama "Higher-Order Risk Attitudes" contact: valeri.sokolovski@hec.ca |
| Jeudi 28 octobre 2010, 15h Salle Transat |
Bernard Dumas INSEAD "Incomplete-Market Equilibria Solved Recursively on an Event Tree" contact: valeri.sokolovski@hec.ca |
| Jeudi 4 novembre 2010, 15h30 Salle Xerox |
James Tyler Leverty University of Iowa "Do Acquisitions Create More Value When Good Management Replaces Bad Management" contact: valeri.sokolovski@hec.ca |
| Vendredi 12 novembre 2010, 10h Salle Hélène-Desmarais |
Bruno Biais Toulouse School of Economics "Trading and Liquidity under Limited Cognition" contact: valeri.sokolovski@hec.ca |
| Jeudi 25 novembre 2010, 15h30 Salle Louis-Laberge |
Arthur Charpentier Université de Rennes 1 "Natural Catastrophe Insurance: When Should the Government Intervene?" contact: valeri.sokolovski@hec.ca |
| Jeudi 2 décembre 2010, 15h Salle Quebecor |
Jan Ericsson McGill University "The Cost and Timing of Financial Distress" contact: valeri.sokolovski@hec.ca |
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" contact: valeri.sokolovski@hec.ca |
| Mercredi 27 janvier 2010, 12h Salle Van Houtte |
Tolga Cenesizoglu Séminaire interne "The Effect of Monetary Policy on Credit Spreads" contact: valeri.sokolovski@hec.ca |
| Vendredi 29 janvier 2010, 10h Salle TAL Gestion globale d'actifs inc. |
Andrei Semenov York University "Asset Pricing in the Presence of Background Risk" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 9 avril 2010, 10h Salle TAL Gestion globale d'actifs inc. |
Gergana Jostova The George Washington University "Momentum in Corporate Bond Returns" contact: valeri.sokolovski@hec.ca |
| Vendredi 16 avril 2010, 10h Salle Transat |
Lukas Roth University of Alberta "Uninvited U.S. Investors? Economic Consequences of Involuntary Cross-listings" contact: valeri.sokolovski@hec.ca |
| Vendredi 23 avril 2010, 10h ANNULÉ |
Turan G. Bali Zicklin Sc. of Business - Baruch College contact: valeri.sokolovski@hec.ca |
| Vendredi 30 avril 2010, 10h ANNULÉ |
Sudipto Bhattacharya The London School of Economics and Political Science contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
AUTOMNE 2009 |
|
| Vendredi 11 septembre 2009, 10h ANNULÉ |
Bruno Biais Toulouse School of Economics "The Lifecycle of the Financial Sector and Other Speculative Industries" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 18 septembre 2009, 10h Salle Ordre des CGA du Québec |
Sandra Betton Concordia University "Markup Pricing Revisited" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 9 octobre 2009, 10h Salle Ordre des CGA du Québec |
Zhi Da University of Notre-Dame "In Search of Attention" contact: valeri.sokolovski@hec.ca |
| Mercredi 14 octobre 2009, 12h Salle Nancy & Michel-Gaucher |
Rachidi Kotchoni Université de Montréal "Assessing the Nature of Pricing Inefficiencies Via Realized Measures" contact: valeri.sokolovski@hec.ca |
| Vendredi 23 octobre 2009, 10h Salle Transat |
Gunnar Grass The Wharton School, University of Pennsylvania "Using Structural Models for Default Prediction" contact: valeri.sokolovski@hec.ca |
| Mercredi 28 octobre 2009, 10h Salle Transat |
Christophe Hurlin University of Orléans - LEO "Backtesting Value-at-Risk: A GMM Duration-Based Test" contact: valeri.sokolovski@hec.ca |
| Vendredi 30 octobre 2009, 10h Salle Hélène-Desmarais |
Sergei Davydenko University of Toronto "A Market-Based Study of the Costs of Default" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
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" contact: valeri.sokolovski@hec.ca |
| Vendredi 3 avril 2009, 10h Salle Marie-Husny |
Martijn Cremers Yale School of Management "Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation" contact: valeri.sokolovski@hec.ca |
| Vendredi 17 avril 2009, 10h Salle St-Hubert |
Nicolae Garleanu University of California, Berkeley "The Demographics of Innovation and Asset Returns" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 15 mai 2009, 10h Salle Serge-Saucier |
Thomas-Olivier Leautier Université Toulouse 1 "Risk Management and Imperfect Competition" contact: valeri.sokolovski@hec.ca |
AUTOMNE 2008 |
|
| Vendredi 22 août 2008, 10h Salle Marie-Husny |
Tony Berrada Université de Genève "Incomplete Information, Idiosyncratic Volatility and Stock Returns" contact: valeri.sokolovski@hec.ca |
| Vendredi 12 septembre 2008, 10h Salle Société canadienne des postes |
Richard Phillips Georgia State University "Competition Among Rating Agencies and Information Disclosure" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 3 octobre 2008, 10h Salle Xerox Canada |
Richard Evans University of Virginia "What do Soft-dollars Buy? Performance, Expense Shifting, Agency Costs" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 24 octobre 2008, 10h Salle Xerox Canada |
Franc Klaasen University of Amsterdam "A New Approach to Measuring Exchange Market Pressure" contact: valeri.sokolovski@hec.ca |
| Vendredi 31 octobre 2008, 10h Salle Transcontinental |
Marcos Fabricio Perez Wilfrid Laurier University "Exploring the Common Factors in the Term Structure of Credit Spreads" contact: valeri.sokolovski@hec.ca |
| Vendredi 7 novembre 2008, 10h Salle Transat |
William L. Megginson University of Oklahoma "The Financial Impact of Sovereign Wealth Fund Investments in Listed Companies" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 14 novembre 2008, 10h Salle Transat |
Robert Korajczyk Northwestern University "Indraday Patterns in the Cross-Section of Stock Returns" contact: valeri.sokolovski@hec.ca |
| Vendredi 28 novembre 2008, 10h Salle Transat |
Andrea Gamba George Washington University "Valuing Corporate Financing Strategies" contact: valeri.sokolovski@hec.ca |
HIVER 2008 |
|
| Lundi 31 mars 2008, 15h30 Salle Serge-Saucier |
Chad Syverson University of Chicago "Vertical Integration and Production: Some Plant-Level Evidence" contact: valeri.sokolovski@hec.ca |
| Vendredi 4 avril 2008, 10h Salle Ordre des CGA |
Huntley Schaller Carleton University "The Macroeconomic Effect of Sentiment" contact: valeri.sokolovski@hec.ca |
| Mercredi 16 avril 2008, 13h30 Salle Xerox Canada |
Yongsung Chang University of Rochester "Can A Representative Agent Model Represent A Heterogeneous Agent Economy?" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Lundi 28 avril 2008, 13h30 ANNULÉ |
Olivier Deschênes University of California at Santa Barbara contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
AUTOMNE 2007 |
|
| Jeudi 6 septembre 2007, 15h30 Salle Hélène-Desmarais |
Amitabh Chandra Harvard University "Some Economics of Treatment Disparities in Healthcare" contact: valeri.sokolovski@hec.ca |
| Vendredi 14 septembre 2007, 10h Salle Transcontinental |
Mikhail Chernov London Business School "Understanding Index Option Returns" contact: valeri.sokolovski@hec.ca |
| Jeudi 20 septembre 2007, 15h30 Salle Transat |
Andrea Mattozzi Caltech "Personal Influence: Social Context and Political Competition" contact: valeri.sokolovski@hec.ca |
| Mercredi 26 septembre 2007, 10h Salle Hélène-Desmarais |
Luc Bauwens CORE, UCL "Theory and Inference for a Markov-Switching GARCH Model" contact: valeri.sokolovski@hec.ca |
| Vendredi 5 octobre 2007, 10h Salle Serge-Saucier |
Jean Helwege Pennsylvania State University "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 12 octobre 2007, 10h ANNULÉ |
Tom McCurdy University of Toronto "Components of Market Risk and Return" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 19 octobre 2007, 10h Salle Louis-Laberge |
Jan Mahrt-Smith University of Toronto "Organizational Structure, R&D Intensity, and Firm Value" contact: valeri.sokolovski@hec.ca |
| Mardi 23 octobre 2007, 12h30 Salle Serge-Saucier |
Paul Beaudry University of British Columbia "Spill-Overs from Good Jobs" contact: valeri.sokolovski@hec.ca |
| Mercredi 24 octobre 2007, 12h Salle Sony |
Simon Gilchrist Boston University "Investment and the Cost of Capital: New Evidence from the Corporate Bond Market" contact: valeri.sokolovski@hec.ca |
| Vendredi 26 octobre 2007, 10h Salle Transat |
Ilan Guedj University of Texas "Director Networks and Firm Governance" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 8 novembre 2007, 15h30 Salle Banque Scotia |
Claudio Lucarelli Cornell University "An Analysis of the Medicare Prescription Drug Benefit" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 16 novembre 2007, 10h ANNULÉ |
Scott Joslin MIT "Pricing and Hedging Volatility Risk in Fixed Income Markets" contact: valeri.sokolovski@hec.ca |
| Mercredi 21 novembre 2007, 10h Salle Trudeau Corporation |
Francis Bloch Brown University/GREQAM "Correlated Equilibria, Incomplete Information and Coalitional Deviations" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
HIVER 2007 |
|
| Jeudi 8 février 2007, 10h30 Salle Jobboom (3rd Floor) |
Menzie David Chinn University of Wisconsin at Madison "The Overvaluation of Renminbi Undervaluation" contact: valeri.sokolovski@hec.ca |
| Jeudi 8 mars 2007, 15h30 Salle Xerox Canada |
Huseyin Yildirim Duke University "Blind Review" contact: valeri.sokolovski@hec.ca |
| Jeudi 15 mars 2007, 15h30 Salle Sony |
Nicola Persico New York University "Racial Profiling: A Theoretical, Empirical, and Legal Analysis" contact: valeri.sokolovski@hec.ca |
| Jeudi 22 mars 2007, 15h30 Salle Xérox Canada |
Nir Jaimovich Stanford University "The Young, the Old, and the Restless: Demographics and Business Cycle Volatility" contact: valeri.sokolovski@hec.ca |
| Jeudi 29 mars 2007, 15h30 Salle Serge-Saucier |
Benoît Crutzen Erasmus University, Rotterdam "Differentiation in the Workplace?" contact: valeri.sokolovski@hec.ca |
| Jeudi 5 avril 2007, 15h30 Salle Xérox Canada |
Richard Paap Erasmus School of Economics "Do Leading Indicators Lead Peaks More Than Troughs?" contact: valeri.sokolovski@hec.ca |
| Jeudi 12 avril 2007, 15h30 Salle Xérox Canada |
Dharmarajan Hariharan University of Pittsburgh "Efficient Likelihood Analysis and Filtering for State-Space Representations" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 20 avril 2007, 10h Salle Sony |
Edith Hotchkiss Boston College "Deal Behavior and the Trading of Newly Issued Corporate Bonds" contact: valeri.sokolovski@hec.ca |
| Jeudi 26 avril 2007, 15h30 Salle Saine Marketing |
William L. Thomson University of Rochester "Children Crying at Birthday Parties. Why?" contact: valeri.sokolovski@hec.ca |
| Vendredi 27 avril 2007, 10h Salle Transat |
Peter Reinhard Hansen Stanford University "Subsampled Realised Kernels" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 10 mai 2007, 15h30 Salle Ernst & Young |
Stéfan Ambec INRA Grenoble "Welfare Criteria to Rank Lifesaving Drug Prices" contact: valeri.sokolovski@hec.ca |
| Mardi 15 mai 2007, 14h30 Salle Ordre des CGA du Québec |
Hashmat Khan Carleton University "Investment Adjustment Costs: An Empirical Assessment" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
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" contact: valeri.sokolovski@hec.ca |
| Jeudi 7 septembre 2006, 15h30 Salle Trudeau |
Rui Castro Université de Montréal "Legal Institutions, Sectoral Heterogeneity, and Economic Development" contact: valeri.sokolovski@hec.ca |
| Jeudi 14 septembre 2006, 15h30 Salle Xerox Canada |
Étienne Wasmer UQAM "The Economics of Prozac (Do employees really gain from strong employment protection?)" contact: valeri.sokolovski@hec.ca |
| Vendredi 15 septembre 2006, 10h30 Salle Hélène-Desmarais |
Jianjun Miao Boston University "Investment, Consumption and Hedging under Incomplete Markets" contact: valeri.sokolovski@hec.ca |
| Mardi 19 septembre 2006, 10h Salle Hélène-Desmarais |
Martina Wilhelm ETH Zurich "Pricing financial derivatives in electricity markets" contact: valeri.sokolovski@hec.ca |
| Mercredi 20 septembre 2006, 12h Salle Hélène-Desmarais |
Taoufik Bouezmarni Séminaire interne "Non Parametric Density Estimation for Positive Time Series" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 29 septembre 2006, 10h30 Salle Hélène-Desmarais |
Amrita Nain McGill University "Corporate Risk Management in an Industry Setting: An Empirical Investigation" contact: valeri.sokolovski@hec.ca |
| Jeudi 5 octobre 2006, 15h30 Salle Xérox Canada |
Martin Uribe Duke University "Real Business Cycles in Emerging Countries" contact: valeri.sokolovski@hec.ca |
| Vendredi 6 octobre 2006, 10h30 Salle Hélène-Desmarais |
Jason Wei Joseph L. Rotman School of Management "Is Systematic Risk Priced in Options?" contact: valeri.sokolovski@hec.ca |
| Jeudi 19 octobre 2006, 15h30 Salle Louis-Laberge |
Lutz Weinke Duke University "Firm-specific Capital and Welfare" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 27 octobre 2006, 10h ANNULÉ |
Anthony Sanders Ohio State University "Subordinations Levels in Structured Financing" contact: valeri.sokolovski@hec.ca |
| Vendredi 3 novembre 2006, 14h Salle Marie-Husny |
René Garcia Université de Montréal "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 9 novembre 2006, 15h30 Salle Xérox Canada |
Tom Wiseman University of Texas at Austin "Reputation and Exogenous Private Learning" contact: valeri.sokolovski@hec.ca |
| 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?" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 17 novembre 2006, 14h Salle St-Hubert |
John Abowd Cornell University "New Measures of Human Capital and Work Force Productivity" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 24 novembre 2006, 10h Salle CIBC |
John R. Conlon University of Mississippi "Should Central Banks Burst Bubbles? Some Microeconomic Issues" contact: valeri.sokolovski@hec.ca |
| Jeudi 30 novembre 2006, 15h30 Salle St-Hubert |
Alain Guay UQAM "Identification of Technology Shocks in Structural VARs" contact: valeri.sokolovski@hec.ca |
| Vendredi 1 décembre 2006, 10h Salle Ordre des CGA |
François Derrien Joseph L. Rotman School of Management "Currying Favor to Win IPO Mandates" contact: valeri.sokolovski@hec.ca |
| 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?" contact: valeri.sokolovski@hec.ca |
| Vendredi 8 décembre 2006, 10h Salle St-Hubert |
Joseph Chen University of Southern California "Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance" contact: valeri.sokolovski@hec.ca |
| Mardi 19 décembre 2006, 15h Salle Louis-Laberge |
Martin Boileau University of Colorado "Dynamics of the Current Account and Interest Differentials" contact: valeri.sokolovski@hec.ca |
HIVER 2006 |
|
| Jeudi 16 mars 2006, 15h30 Salle Standard Life 1 |
Nicolas Marceau UQAM "Concurrence fiscale et émergence de paradis fiscaux" contact: valeri.sokolovski@hec.ca |
| Vendredi 17 mars 2006, 10h30 Salle Louis-Laberge |
Alexander David Haskayne School of Business "Inflation Uncertainty, Asset Valuations, and Five Credit Risk Puzzles" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Mercredi 29 mars 2006, 15h Salle Sony |
Norman Schofield Washington University "The Mean Voter Theorem: Necessary and Sufficient Conditions for Equilibrium" contact: valeri.sokolovski@hec.ca |
| Vendredi 7 avril 2006, 10h30 Salle Louis-Laberge |
Pierluigi Balduzzi Boston College "Rebalancing Activity in 401 (k) Plans" contact: valeri.sokolovski@hec.ca |
| Mercredi 19 avril 2006, 13h30 Salle Sony |
Willem Van Zandweghe Carnegie Mellon University "On-the-job search, sticky prices, and persistence" contact: valeri.sokolovski@hec.ca |
| Jeudi 20 avril 2006, 15h30 Salle Société canadienne des postes |
Yianis Sarafidis Yale University "Games with Time Inconsistent Players" contact: valeri.sokolovski@hec.ca |
| Vendredi 21 avril 2006, 10h30 Salle Louis-Laberge |
Jeffrey Pontiff Boston College "Investment Taxation and Portfolio Performance" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 28 avril 2006, 10h30 Salle Louis-Laberge |
Christophe Perignon Simon Fraser University "Commonality in Liquidity: A Global Perspective" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 5 mai 2006, 10h30 Salle Sony |
Ales Cerny Cass Business School - UK "Performance of Dynamic Hedging Strategies: The Tale of Two Trading Desks" contact: valeri.sokolovski@hec.ca |
| Jeudi 11 mai 2006, 10h30 Salle Sony |
Eymen Errais Stanford University "Pricing multi-name credit derivatives: Beyond the Gaussian copula" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
AUTOMNE 2005 |
|
| Jeudi 22 septembre 2005, 15h30 Salle Hélène-Desmarais |
Michael Smart University of Toronto "Regional grants as pork barrel politics" contact: valeri.sokolovski@hec.ca |
| Mardi 4 octobre 2005, 14h30 Salle Demers Beaulne |
Juanyi Xu Simon Fraser University "Global Monetary Policy under a Dollar Standard" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 13 octobre 2005, 15h30 Salle Salle Transat |
Jean Boivin Columbia University Business School "DSGE Models in a Data-Rich Environment" contact: valeri.sokolovski@hec.ca |
| Vendredi 14 octobre 2005, 10h30 Salle Transat |
David Lando Princeton University "Decomposing Swap Spreads" contact: valeri.sokolovski@hec.ca |
| Jeudi 20 octobre 2005, 15h30 Salle Transat |
Biung-Ghi Ju University of Kansas "Efficiency and Consistency for Locating Multiple Public Facilities" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 3 novembre 2005, 15h30 Salle Transat |
William A. Pizer Resources for the futures "Indexed Regulation" contact: valeri.sokolovski@hec.ca |
| Vendredi 4 novembre 2005, 10h30 Salle Van Houtte |
Ryan Davies Babson College "Portfolio Cross-autocorrelation Puzzles" contact: valeri.sokolovski@hec.ca |
| Vendredi 11 novembre 2005, 14h Salle Salle Transat |
Sumon Majumdar Queen's University "On Institution Building" contact: valeri.sokolovski@hec.ca |
| Vendredi 11 novembre 2005, 10h30 Salle Van Houtte |
Clemens Sialm Stephen M. Ross School/University of Michigan "Unobserved Actions of Mutual Funds" contact: valeri.sokolovski@hec.ca |
| Jeudi 17 novembre 2005, 15h30 Salle Salle Transat |
Diego Restuccia University of Toronto "On the Aggregate and Distributional Implications of TFP Differences across Countries" contact: valeri.sokolovski@hec.ca |
| Vendredi 18 novembre 2005, 14h Salle Transat |
Margarida Duarte Federal Reserve Bank of Richmond "Nontradable Goods, Market Segmentation, and Exchange Rates" contact: valeri.sokolovski@hec.ca |
| Vendredi 18 novembre 2005, 10h30 Salle Nancy & Michel-Gaucher |
Vefa Tarhan Loyola University Chicago "Cash Flow Sensitivities With Constraints" contact: valeri.sokolovski@hec.ca |
| Jeudi 24 novembre 2005, 15h30 Salle Transat |
Taoufik Bouezmarni Catholic University of Louvain "Asymmetric Kernel Density Estimators" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 1 décembre 2005, 15h30 Salle Transat |
André Kurmann UQAM "Credit Market Frictions and Capital Reallocation over the Business Cycle" contact: valeri.sokolovski@hec.ca |
| Vendredi 2 décembre 2005, 10h30 Salle Nancy & Michel Gaucher |
Ilya Strebulaev Stanford University "Firm Size and Capital Structure" contact: valeri.sokolovski@hec.ca |
| Vendredi 9 décembre 2005, 14h30 ANNULÉ |
Nicolas Marceau UQAM "Efficacité de la concurrence fiscale et des paradis fiscaux" contact: valeri.sokolovski@hec.ca |
| Vendredi 9 décembre 2005, 10h30 Salle Serge-Saucier |
Ernst Schaumburg Kellogg School of Management - Northwestern University "The Value of Equity Analysts' Target Prices" contact: valeri.sokolovski@hec.ca |
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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 10 mars 2005, 15h30 Salle Transat |
Ulrich Doraszelski Harvard University "Learning-by-Doing, Organizational Forgetting, and Industry Dynamics" contact: valeri.sokolovski@hec.ca |
| Vendredi 11 mars 2005, 13h30 Salle Xerox |
Michaela Draganska Stanford University "Modeling Joint Pricing and Product Assortment Choices" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Mercredi 16 mars 2005, 16h30 Salle Société canadienne des postes |
Phelim Boyle University of Waterloo "Incomplete Markets: Specification Errors and Robustness" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 31 mars 2005, 10h30 Salle Transat |
John Maheu University of Toronto "How useful are historical data for forecasting the long-run equity premium?" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 7 avril 2005, 15h30 Salle Transat |
Douglas J. Hodgson Université du Québec à Montréal "Models of Foreign Exchange Intervention: Estimation and Testing" contact: valeri.sokolovski@hec.ca |
| Vendredi 15 avril 2005, 10h30 Salle Transat |
Paolo Siconolfi Columbia University "Economies with Asymmetric Information and Individual Risk" contact: valeri.sokolovski@hec.ca |
| Jeudi 21 avril 2005, 15h30 ANNULÉ |
Frank Strobel University of Birmingham "Switching mortgages: a real options perspective" contact: valeri.sokolovski@hec.ca |
| Vendredi 22 avril 2005, 10h30 Salle Sony |
Timothy T. Simin The Pennsylvania State University "Do Growth Options Explain the Trend in Idiosyncratic Risk?" contact: valeri.sokolovski@hec.ca |
| Jeudi 28 avril 2005, 15h30 Salle St-Hubert |
Christian M. Hafner Erasmus University Rotterdam "Semi-Parametric Modelling of Correlation Dynamics" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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!" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 6 mai 2005, 10h30 Salle Xerox Canada |
Daniel Bergstresser Harvard University "Earnings Manipulation, Pension Assumptions, and Managerial Investment Decisions" contact: valeri.sokolovski@hec.ca |
AUTOMNE 2004 |
|
| Jeudi 9 septembre 2004, 15h30 Salle St-Hubert |
Rajshri Jayaraman University of Munich "Modelling Domestic Violence" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 8 octobre 2004, 10h30 Salle St-Hubert |
Christian Gouriéroux University of Toronto "Derivative Pricing with Multivariate Stochastic Volatility: Application to Credit Risk" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 15 octobre 2004, 10h30 Salle Ordre des CGA du Québec |
Kris Jacobs McGill University "Option Valuation with Volatility Components" contact: valeri.sokolovski@hec.ca |
| Vendredi 22 octobre 2004, 10h30 ANNULÉ |
Burton Hollifield Carnegie Mellon "Financial Intermediation and the Costs of Trading in an Opaque Market" contact: valeri.sokolovski@hec.ca |
| Vendredi 29 octobre 2004, 10h30 Salle Sony |
Raman Uppal London Business School "How Inefficient are Simple Asset-allocation Strategies?" contact: valeri.sokolovski@hec.ca |
| Vendredi 29 octobre 2004, 10h30 Salle St-Hubert |
Stéphane Chrétien Université Laval "Portfolio Performance Measurement: A No Arbitrage Bounds Approach" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Vendredi 19 novembre 2004, 14h Salle Xérox Canada |
Michael Greenstone MIT "Does Hazardous Waste Matter? Evidence from the Housing Market and the Superfund Program" contact: valeri.sokolovski@hec.ca |
| Vendredi 19 novembre 2004, 10h30 Salle Hélène-Desmarais |
Xavier Gabaix MIT "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 9 décembre 2004, 15h30 Salle Hélène-Desmarais |
Paul Makdissi Université de Sherbrooke "Socially-Improving Tax Reforms" contact: valeri.sokolovski@hec.ca |
HIVER 2004 |
|
| Vendredi 16 janvier 2004, 9h Salle Hélène-Desmarais |
Michel Crouhy Banque CIBC "Développements récents dans la gestion du risque de crédit" contact: valeri.sokolovski@hec.ca |
| Mardi 2 mars 2004, 13h30 Salle Transat |
Stanley E. Zin Carnegie Mellon University - GSIA "Generalized Disappointment Aversion and Asset Prices" contact: valeri.sokolovski@hec.ca |
| Jeudi 4 mars 2004, 15h30 Salle Transat |
Izabela Jelovac Maastricht University "Internationally-based price regulation and price negotiation patterns" contact: valeri.sokolovski@hec.ca |
| Mardi 9 mars 2004, 13h30 Salle Hélène-Desmarais |
Mark Loewenstein Boston University "The Limits of Investor Behavior" contact: valeri.sokolovski@hec.ca |
| Jeudi 11 mars 2004, 15h30 Salle Hélène-Desmarais |
Franklin Allen Wharton School - U. of Pennsylvania "Law, Finance and Economic Growth in China" contact: valeri.sokolovski@hec.ca |
| Jeudi 18 mars 2004, 15h30 Salle Hélène-Desmarais |
Audra Bowlus Western Ontario "Domestic Violence, Employment and Divorce" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 25 mars 2004, 15h30 Salle Hélène-Desmarais |
David Kelly University of Miami "Economic Growth and the Environment: Theory and Facts" contact: valeri.sokolovski@hec.ca |
| Mardi 13 avril 2004, 13h30 Salle Hélène-Desmarais |
François Derrien University of Toronto "Quid Pro Quo in IPOs: Why Book-building is Dominating Auctions" contact: valeri.sokolovski@hec.ca |
| Mardi 20 avril 2004, 13h30 Salle Hélène-Desmarais |
Domenico Cuoco Wharton University of Pennsylvania "An Analysis of VaR-based Capital Requirements" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
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?" contact: valeri.sokolovski@hec.ca |
| Mardi 16 septembre 2003, 15h30 Salle Transat |
Peter Christoffersen McGill University "Option Valuation with Conditional Skewness" contact: valeri.sokolovski@hec.ca |
| Jeudi 18 septembre 2003, 15h30 Salle Quebecor |
Pietro Veronesi University of Chicago "Stock Prices and IPO Waves" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Jeudi 25 septembre 2003, 15h30 Salle Sony |
Diego Restuccia University of Toronto "Policy Distortions and Aggregate Productivity with Heterogeneous Plants" contact: valeri.sokolovski@hec.ca |
| Jeudi 2 octobre 2003, 15h30 Salle Sony |
Paul Beaudry University of British columbia "Globalization, Gains from Specialization and the World Distribution of Output" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Mardi 14 octobre 2003, 15h30 Salle Xerox Canada |
Paul Glasserman Columbia University "Monte Carlo Methods for Portfolio Credit Risk" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Mardi 21 octobre 2003, 15h30 Salle Sony |
Terrence John Hendershott Berkeley University of California "Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation" contact: valeri.sokolovski@hec.ca |
| Jeudi 23 octobre 2003, 15h30 Salle Sony |
Robert Town University of Minnesota "Causality and the Volume-Outcome Relationship in Surgery" contact: valeri.sokolovski@hec.ca |
| Mardi 28 octobre 2003, 10h30 Salle Xérox Canada |
Thierry Foucault HEC France "Does Anonymity Matter in Electronic Limit Order Markets?" contact: valeri.sokolovski@hec.ca |
| Jeudi 30 octobre 2003, 15h30 Salle Sony |
Shannon Seitz Queen's University "Consumption Inequality and Intra-Household Allocations" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Mardi 4 novembre 2003, 15h30 Salle Transat |
Javier de Frutos University of Valladolid "Implicit-explicit Runge-Kutta methods for financial derivatives pricing models" contact: valeri.sokolovski@hec.ca |
| Jeudi 6 novembre 2003, 15h30 Salle Van Houtte |
Ig Horstmann Rotman School of Management - U. of Toronto "Agency Contracts with Long-Term Customer Relationships" contact: valeri.sokolovski@hec.ca |
| Mardi 11 novembre 2003, 15h30 Salle Transat |
Luc Wathieu Harvard Business School "Privacy, Exposure and Price Discrimination" contact: valeri.sokolovski@hec.ca |
| Vendredi 14 novembre 2003, 10h30 Salle Samson Bélair Deloitte Touche |
Christian Gouriéroux Centre Recherche en Économie et Statistique "Spred Term Structure and Default Correlation" contact: valeri.sokolovski@hec.ca |
| Jeudi 20 novembre 2003, 15h30 Salle Transat |
Jean Boivin Columbia University "Measuring the Effects of Monetary Policy: A factor-Augmented Vector Autoregressive (FAVAR) Approach" contact: valeri.sokolovski@hec.ca |
| Mardi 25 novembre 2003, 15h30 Salle Transat |
Jan Ericsson McGill University "Accounting Transparency and the Implied Volatility Smile" contact: valeri.sokolovski@hec.ca |
| Jeudi 27 novembre 2003, 15h30 Salle Transat |
Bruno Versaevel E.M.LYON "Conflict and Cooperation on R&D Markets" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
| Mardi 9 décembre 2003, 15h30 Salle Transat |
Tano Santos University of Chicago "The Time Series of the Cross Section of Asset Prices" contact: valeri.sokolovski@hec.ca |
| 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" contact: valeri.sokolovski@hec.ca |
