Research

Banking and Finance Workshop

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First term


11 October 2016:
Olivier Scaillet (The Geneva Finance Research Institute (GFRI)), A Diagnostic Criterion for Approximate Factor Structure (joint with Patrick Gagliardini and Elisa Ossola).
8 November 2016:
Ricardo Serrano-Padial (Drexel University), Financial Contracting with Enforcement Externalities (joint with FIRMS).
22 November 2016:
Sascha Steffen (University of Mannheim), The Zero Risk Fallacy - Banks' Sovereign Exposure and Sovereign Risk Spillovers (joint with Karolin Kirschenmann and Josef Korte).
24 November 2016:
Natalya Martynova (De Nederlandsche Bank), Bank Profitability and Risk-Taking (joint with Lev Ratnovski and Razvan Vlahu).
29 November 2016:
Adam Gabor Zawadowski (Central European University), Learning in Crowded Markets (joint with Péter Kondor).

Second term


10 January 2017:
Peter Norman Sørensen (University of Copenhagen), The Financial Transactions Tax in Imperfect Markets.
21 February 2017:
Dong Lou (LSE), The Effect of Superstar Firms on College Major Choice (joint with Darwin Choi and Abhiroop Mukherjee).
7 March 2017:
Ian Martin (LSE), What is the Expected Return on a Stock? (joint with Christian Wagner).
14 March 2017:
Tanju Yorulmazer (University of Amsterdam), A Theory of Collateral for the Lender of Last Resort (joint with Dong Beom Choi and João A. C. Santos).
30 March 2017:
Jia Li (Duke University), Volume, Volatility and Public News Announcements (joint with Econometrics Workshop).

Third term


25 April 2017:
Benjamin Holcblat (Université du Luxembourg), On the Empirical Saddlepoint Approximation with Application to Asset Pricing.
26 May 2017:
Fernando Zapatero (USC Marshall School of Business), Skewness Seeking in a Dynamic Portfolio Choice Experiment (joint with Isabelle Brocas, Juan D. Carrillo and Aleksandar Giga).
6 June 2017:
Viktor Todorov (Kellogg School of Management), The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets (joint with Torben G. Andersen and Nicola Fusari).
13 June 2017:
Stijn van Nieuwerburgh (New York University), A Macroeconomic Model with Financially Constrained Producers and Intermediaries (joint with Vadim Elenev and Tim Landvoigt).

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