Finance Seminars 2007/2008

The Finance Group Seminar Series is supported by funding from Man Investments.

The seminars are held on a Thursday during term time in LT3 at 16.00, unless indicated otherwise.

For further information on the seminars, please contact:

Sabina Khanom at skhanom@london.edu or +44 (0)20 7000 8203

Date Speaker Title of Paper
     
 Autumn    
 4 Oct Lu Zhang
University of Michigan
Investment-Based Expected Stock Returns
11 Oct

Amir Yaron
University of Pennsylvania 

Risks For the Long Run: Estimation and Inference
18 Oct Peter Carr
Courant Institute NYU/Bloomberg
Robust Replication of Default Contingent Claims
 25 Oct Narayan Naik/ Tarun Ramadorai
London Business School/Oxford
Hedge Funds: Performance, Risk, and Capital Formation
 1 Nov Michael Roberts
University of Pennsylvania
Contingency and Renegotiation of Financial Contracts: Evidence from Private Credit Agreements
 8 Nov Emmanuel Farhi
Harvard
Rare Disasters and Exchange Rates
 15 Nov Alexander Dyck
University of Toronto
Who Blows the Whistle on Corporate Fraud ?
 22 Nov

Rebecca Zarutskie
Duke University

On the Lifecycle Dynamics of Venture-Capita- and
Non-Venture-Capital-Financed Firms

 29 Nov Elu Von Thadden
University of Mannheim
How Does Liquidity Affect Government Bond Yields?
     
Spring
20 March Mike Weisbach
University of Pennsylvania
Corporate Financial and Investment Policies when Future Financing is not Frictionless
     
Summer
 24 Apr Andrew Metrick
University of Pennsylvania
The Economics of Private Equity Funds
1 May

Wei Xiong
Princeton University

Heterogeneous Expectations and Bond Markets
8 May Darrell Duffie
Stanford University
Capital Mobility and Asset Pricing
15 May Urban Jermann
University of Pennsylvania
The Equity Premium Implied by Production
22 May Efraim Benmelech
Harvard University
Vintage Capital and Creditor Protection
 29 May Bruno Biais
Toulouse University
Liquidity shocks and order book dynamics

 5 June

Lauren Cohen
Harvard University
Sell Side School Ties
12 June Ilya Strebulaev
Stanford University
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
19 June

Ricardo Caballero
MIT

Collective Risk Management in a Flight to Quality Episode
26 June  WFA Conference  

dome of London Business School building with flower