Monday, June 13, 2022
12:00-14:00 PM (CEST)
Topic: Learning about the Pricing of Risk from Stock Returns and Options
Organized by: Stockholm School of Economics
Introduction: Carlo Favero (Bocconi University)
Tobias Sichert (Stockholm School of Economics): Volatility and the Pricing Kernel
Discussant: Christian Skov Jensen (Bocconi University)
Irina Zviadadze (HEC Paris): What is Missing in Asset-Pricing Factor Models?
Discussant: Svetlana Bryzgalova (London Business School)
From left to right: Carlo Favero, Tobias Sichert, Christian Skov Jensen, Irina Zviadadze and Svetlana Bryzgalova
Monday, May 16, 2022
12:00-14:00 PM (CEST)
Topic: Behavioural Finance: Experimental Perspectives
Organized by: Vienna Graduate School of Finance
Felix Fattinger (WU Vienna University): Interest Rates, Competition and Complexity: Demand and Supply of Retail Financial Products
Discussant: Thorsten Martin (Bocconi University)
Tobin Hanspal (WU Vienna University): Good Peers, Good Apples: Peer Effects Lead to Better Financial Outcomes
Discussant: Yigitcan Karabulut (Frankfurt School of Finance & Management)
From left to right: Felix Fattinger, Thorsten Martin, Tobin Hanspal, and Yigitcan Karabulut
Monday, December 13, 2021
12:00-14:00 PM (CET)
Topic: The Flat Security Market Line: Causes and Consequences
Organized by: Aalto University
General introduction: Peter Nyberg (Aalto)
Petri Jylhä (Aalto): Leverage Constraints Affect Portfolio Choice: Evidence from Closed-End Funds
Discussant: Sven Klingler (BI Oslo)
Michael Ungeheuer (Aalto): Growth Expectations out of WACC
Discussant: Vesa Pursiainen (University of St. Gallen)
Center: Peter Nyberg
From left to right: Petri Jylhä, Sven Klingler, Michael Ungeheuer, and Vesa Pursiainen
Monday 25 October 2021
Topic: OTC Markets
Organized by: BI Oslo
General introduction: Norman Schuerhoff (HEC Lausanne)
Thomas Poulsen (BI Oslo): Dealer Networks and the Cost of Immediacy
Discussant: Paymon Khorrami (Imperial)
Junyuan Zou (INSEAD): Information Chasing vs Adverse Selection
Discussant: Vincent Maurin (SSE)
Center: Norman Schuerhoff
From left to right: Thomas Poulsen, Paymon Khorrami, Junyuan Zou, and Vincent Maurin
Monday 27 September 2021
Topic: Banking and Impact Investing
Organized by: Frankfurt School of Finance and Management
Julian Koelbel (Zurich): Do Investors Care About Impact?
Discussant: Kornelia Fabisik (Frankfurt School)
Larissa Schäfer (Frankfurt School): Does Political Partisanship Cross Borders? Evidence from International Capital Flows
Discussant: Filippo de Marco (Bocconi)
From left to right: Julian Koelbel, Kornelia Fabisik, Larissa Schäfer, and Filippo de Marco
Monday 28 June 2021
Tobin Hanspal (VGSF)
"Do Financial Misconduct Experiences Spur White-Collar Crime?"
Discussion: Juha Joenväärä (Aalto)
Monday 14 June 2021
Xuan Wang (VU Amsterdam)
"Bankruptcy Codes and Risk Sharing of Currency Unions"
Discussion: Paymon Khorrami (Imperial)
Monday 31 May 2021
Vladimir Vladimirov (University of Amsterdam)
"Buying a Seat at the Table: Bankruptcy Law and Distress Investing"
Discussion: Xuan Wang (VU Amsterdam)
Monday 17 May 2021
Francesco Sannino (Frankfurt School of Finance & Management)
"Persuading Experts In Over-the-Counter Markets"
Discussion: David Pothier (University of Vienna)
Monday 3 May 2021
Rüdiger Weber (VGSF)
"Risk Sharing Within and Outside the Firm: The Disparate Effects of Employment Protection on Expected Stock Returns"
Discussion: Mikael Paaso (Erasmus University)
Monday 19 April 2021
Sean Seunghun Shin (Aalto University)
"The more Illiquid, The more Expensive: A Search-Based Explanation of the Illiquidity Premium"
Discussion: Francesco Sannino (Frankfurt School of Finance & Management)
Monday 12 April 2021
Paymon Khorrami (Imperial College Business School)
"Where there is amplification, there are sunspots"
Discussion: Rüdiger Weber (VGSF)
Monday 8 March 2021
Clara Martinez - Toledano (Imperial)
"Paraísos Fiscales, Wealth Taxation and Mobility"
Discussion: Gosia (Malgorzata) Ryduchowska BI Norwegian Business School
Monday 15 February 2021
Matthias Efing (HEC Paris)
Discussion: Filippo De Marco (Bocconi University)
Monday 8 February 2021
Pierre Mabille (INSEAD)
“Intermediary Loan Pricing”
Discussion: Fabrice Tourre (Copenhagen Business School)
Monday 25 January 2021
Sven Klingler (BI Oslo)
"Cash is not King. Evidence from the Non-Financial Commercial Paper Market"
Discussion: Ramona Westermann (Copenhagen Business School)
Monday 11 January 2021
Filippo De Marco (Bocconi University)
"Lending to Optimistic Firms"
Discussion: Kornelia Fabisik (Frankfurt School of Finance & Management)
Monday 7 December 2020
Kornelia Fabisik (Frankfurt School of Finance & Management)
"Why Do U.S. CEOs Pledge Their Own Company's Stock?"
Discussion: Tomislav Ladika (University of Amsterdam)
Monday 9 November 2020
Jing Zeng (University of Vienna)
"Does the Tail Wag the Dog? Unconventional monetary policy and credit contractions"
Monday 12 October 2020
Juha Joenväärä (Aalto University)
"The Hedge Fund Industry Is Bigger (and Has Performed Better) Than You Think"
Monday 28 September 2020
Florian Peters (University of Amsterdam)
Monday 14 September 2020
Fabrice Tourre (Copenhagen Business School)
"Can the Cure Kill the Patient? Corporate Credit Interventions and Debt Overhang"