Financial Markets Presenters for 2011-2012
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.