Past Seminars

Click here to see schedule of the JEF Conference, September 23, Amsterdam

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)

"Risk Managers in Banks"

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 26 October 2020

Paul Whelan (Copenhagen Business School)

"The Overnight Drift"

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)

"Measuring Biases in Expectation Formation"

Monday 14 September 2020

Fabrice Tourre (Copenhagen Business School)

"Can the Cure Kill the Patient? Corporate Credit Interventions and Debt Overhang"

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