Financial Markets Presenters for 2011-2012

June 10, 2012

Program Coordinator: Jesus Sierra

Date Presenter Institution Paper Research Area
22 September 2011 Harjoat Bhamra UBC Sauder The Effects of Rare Economic Crises on Credit Spreads and Leverage Asset Pricing
14 October 2011 Maxim Ulrich Columbia Business School How does the Bond Market Perceive Government Interventions? Asset Pricing
31 October 2011 Krista Schwarz University of Pennsylvania Wharton Notes on Bonds: Liquidity at all Costs in the Great Recession Asset Pricing
25 November 2011 * Ari Pandes University of Calgary The Role of Agents in Private Entrepreneurial Finance Corporate Finance
2 December 2011 Raymond Kan University of Toronto Seeking Positive Alpha Asset Pricing
9 December 2011 Pavol Povala University of Lugano Information in the Term Structure of Yield Curve Volatility Asset Pricing
14 March 2012 Paul Ehling BI Norwegian Business School Correlations Asset Pricing
23 March 2012 Adrien Verdelhan MIT Sloan The Share of Systematic Variation in Bilateral Exchange Rates Asset Pricing
2 April 2012 Jonathan Brogaard University of Washington High Frequency Trading and Volatility Microstructure
20 April 2012 Ahn Le University of North Carolina A Robust Analysis of the Risk-Structure of Equilibrium Term Structures of Bond Yields Asset Pricing
4 May 2012 Jan Bena UBC Sauder Corporate Innovation and Returns Corporate Finance
18 May 2012 Stefano Giglio University of Chicago An Intertemporal CAPM with Stochastic Volatility Asset Pricing
12 June 2012 Philippe Mueller LSE Bond Variance Risk Premia Asset Pricing
28 June 2012 Rebecca Hellerstein JP Morgan Asset Management Global Bond Risk Premiums Asset Pricing
4 July 2012 Rene Garcia EDHEC Business School Robust Assessment of Hedge Fund Performance through Nonparametric Risk Adjustment Asset Pricing

* Recipient of the Bank of Canada Award for Best Paper at the Northern Finance Association Annual Conference.
Content Type(s): Seminars