| |
Fall 2009 |
Finance Series seminars are usually held on Fridays from 10:30
a.m. - 12:00 p.m. in the Accounting Bldg.,
room 201
(ACC-201) unless otherwise noted below. We no longer provide hardcopies of the papers. If you
want a printout, please download and print the PDF file available by clicking on the paper title. Thank you.
[Parking & seminar map]
| Rev | Date | Presenter | Title of Paper | Room | Faculty Host |
|---|---|---|---|---|---|
| Aug. 28 |
Mark Garmaise Anderson, UCLA |
After the Honeymoon: Relationship Dynamics Between Mortgage Brokers and Banks | ACC-201 | S. Tuzel 213-740-9486 |
|
| Sept. 4 |
Wayne Ferson Marshall, USC FBE |
The "Out-of-sample" Performance of Long-Run Risk Models (with Suresh Nallareddy, USC Leventhal Accounting PhD student, and Biqin Xie, USC Leventhal Accounting PhD student) | ACC-201 | W. Ferson 213-740-5615 |
|
| Sept. 11 | - - - | No seminar. | - - - | - - - | |
| Sept. 18 |
Selale Tuzel Marshall, USC FBE |
New Orders and Asset Prices (with Christopher Jones, USC Marshall School, FBE Dept.) revised paper posted 9/17/09 at 1:30pm; newly posted version dated September 2009 | ACC-201 | S. Tuzel 213-740-9486 |
|
| Sept. 25 |
Motohiro Yogo Wharton, Univ. Penn. |
Digging into Commodities (with Harrison Hong, Princeton) | ACC-201 | P. Matos 213-740-6533 |
|
| Oct. 2 |
Lu Zhang Ross, Univ. of Michigan |
Investment-Based Expected Stock Returns
(with Laura Xiaolei Liu,
Hong Kong Univ of Science and Technology, and Toni Whited,
Simon School, Univ. of Rochester) Joint with FBE Macroeconomics and International Finance Workshop. |
ACC-201 | S. Tuzel 213-740-9486 |
|
| Oct. 9 |
Antoinette Schoar Sloan, MIT |
The Importance of Hold-up in Contracting: Evidence from a Field Experiment (with Rajkamal Iyer, Sloan School, MIT) Joint with FBE Applied Economics Workshop series. Seminar: 10:30am | ACC-201 | O. Ozbas 213-740-0781 |
|
| Oct. 16 | Antonios Sangvinatsos Marshall, USC FBE |
A Parsimonious Arbitrage-Free Model for Stocks and Bonds (Abstract) Per the presenter's request, this paper will not be posted. Please send a request directly to Antonios if you desire a PDF via email. | ACC-201 | A. Sangvinatsos 213-740-6532 |
|
| Oct. 23 |
Dimitris Papanikolaou Kellogg, Northwestern |
Investment, Idiosyncratic Risk, and Ownership (with Vasia Panousi, Federal Reserve Board) Joint with with FBE Macroeconomics and International Finance Workshop. | ACC-201 | M. Westerfield 213-740-8764 |
|
| Oct. 30 |
Philippe Jorion Merage, UC Irvine |
The Performance of Emerging Hedge Funds and Managers (with Rajesh K. Aggarwal, Univ. of Minnesota) | ACC-201 | P. Matos 213-740-6533 |
|
| Nov. 6 |
Ulrike Malmendier UC Berkeley |
Managerial Beliefs and Corporate Financial Policies (with Geoffrey Tate, UCLA, and Jon Yan, Stanford University) | ACC-201 | P. Matos 213-740-6533 |
|
| Nov. 11 WED. |
Lasse Pedersen Stern, NYU |
Margin-Based Asset Pricing and Deviations from the Law of One Price
(with Nicolae Gârleanu, Haas, UC Berkeley) Presentation Slides Seminar: 12:30 pm - DIFFERENT DAY & TIME! |
ACC-303 12:30pm |
P. Matos 213-740-6533 |
|
| Nov. 13 | Luis Goncalves-Pinto Marshall, USC FBE |
How Does Illiquidity Affect Delegated Portfolio Choice? | ACC-201 | L. Goncalves-Pinto 213-740-4801 |
|
| > | Nov. 19 THURS. |
Arthur Korteweg Stanford GSB |
Sequential learning, predictive regressions, and optimal portfolio returns
(with Michael Johannes, Columbia, and
Nicholas Polson, Univ. of Chicago) Seminar time: 2:00 pm - DIFFERENT DAY & TIME! |
ACC-303 2:00pm |
P. Matos 213-740-6533 |
| > | Nov. 20 | Min Kim Marshall, USC FBE |
Changes in mutual fund flows and managerial incentives | ACC-201 | M. Kim 213-740-1865 |
| Nov. 27 | - - - | No seminar - Thanksgiving Holiday | - - - | - - - | |
| Dec. 3 THURS. |
Viral Acharya Stern, NYU |
Paper TBA Seminar time: 3:30 pm - DIFFERENT DAY & TIME! |
ACC-303 3:30pm |
P. Matos 213-740-6533 |
|
| Dec. 4 | Salvatore Miglietta Marshall, USC FBE |
Paper TBA | ACC-201 | S. Miglietta 213-740-4801 |
|
| Dec. 11 |
Andrea Eisfeldt Kellogg, Northwestern |
Paper TBA Joint with FBE Macroeconomics and International Finance Workshop series. |
TBA | S. Tuzel 213-740-9486 |
| Click on the paper title to download a PDF. Click
on a speaker's name to go to their website, obtain a vita, etc. To
meet with a particular visitor contact the FBE faculty host listed
in the right hand column. For free parking, contact
the FBE Dept. at (213) 740-6515 or fbe@usc.edu. Parking
reservations require minimum 24 hours advance notice! |
University of Southern California · Finance and Business Economics Department · BRI-308, MC-0804 3670 Trousdale Parkway, Ste. 308 · Los Angeles, CA 90089-0804 · 213-740-6515 · 213-740-6650 fax fbe@usc.edu · http://www.marshall.usc.edu/FBE |
| This page last modified: 11/18/09 by Terry Lichvar, Program Administrator, USC FBE Dept. ©2003-2009 University of Southern California |