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Spring Semester 2016-2017

Th, Mar. 09 16:15-18:00
Kyriakos Neanidis, University of Manchester
Domestic or Foreign Currency? Remittances and the Composition of Deposits and Loans

Th, Mar. 23 16:15-18:00
Claudia Custodio, Imperial College Business School
Birth Order and Career Outcomes: Evidence from Corporate CEOs

Th, Mar. 30 16:15-18:00
Roméo Tedongap, ESSEC Business School
Pricing Default Exposure to Downside Risk

Th, Apr. 6 16:15-18:00
Josef Zechner, WU Vienna
Market Implied Costs of Bankruptcy

Th, May 11 16:15-18:00
Pedro Saffi, University of Cambridge, Cambridge Judge Business School
Short Sales Constraints and the Diversification Puzzle    

Th, May 18 16:15-18:00
Ilias Filippou, Warwick Business School
Substitution Effects and Lottery Demand    

Th, May 25 16:15-18:00
Irina Zviadadze, Swedish House of Finance
Term Structure of Risk in Macro Finance Models

Th, June 1 12 16:15-18:00
Pentti Saikkonen, University of Helsinki
A mixture autoregressive model based on Student’s t-distribution

Fall Semester 2016-2017

Th, Oct. 13 16:15-18:00
Gikas Hardouvelis, University of Piraeus
Style Concentration of Ownership and Expected Stock Returns

Th, Oct. 20 16:15-18:00
Zacharias Sautner, Frankfurt School of Finance and Management
The Retention Effects of Unvested Equity: Evidence from Accelerated Option Vesting

Th, Oct. 27 16:15-18:00
Laurent Bach, Stockholm School of Economics
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy

Th, Nov. 3 16:15-18:00
Chendi Zhang, The University of Warwick
Employee satisfaction, labor market flexibility and stock returns around the world

Th, Nov. 10 16:15-18:00
Ulf Axelson, London School of Economics
Informational Black Holes in Financial Markets

Th, Nov. 24 16:15-18:00
Alexander Hillert, University of Mannheim
Mutual Fund Shareholder Letters: Flows, Performance, and Managerial Behavior

Th, Dec. 8 16:15-18:00
Sebastian Pfeil, University of Bonn
A Dynamic Agency Theory of Delegated Investment

Th, Dec. 15 16:15-18:00
Norman Schurhoff, University of Lausanne
Relationship Trading in OTC Markets

Th, Dec. 22 16:15-18:00
Dimos Andronoudis, London School of Economics
'Conservative Accounting and Risk: The Case of Research and Development

Th, Jan. 12 16:15-18:00
Maria Marchica, University of Manchester
Access to Collateral and The Democratization of Credit: France's Reform of the Napoleonic Code

Spring Semester 2015 - 2016

Th, Feb. 18 16:15-18:00
Alexandros Kostakis, Manchester Business School, UK
One-Factor Asset Pricing

Th, Feb. 25 16:15-18:00
Richard Payne, Cass Business School, UK
Fast Aggressive Trading

Th, Mar. 03 16:15-18:00
Han Ozsoylev, Koc University, TR
Is the revolving door of Washington a back door to Excess Corporate Returns?

Th, Mar. 10 16:15-18:00
Jaksa Cvitanic, Caltech University, US
Dynamic Risk Management with Moral Hazard

Th, Mar. 17 16:15-18:00
Zoe Tsesmelidakis, University of Oxford, UK
Beyond Capital Regulation: An Underestimated Risk Source

Th, Mar. 24 16:15-18:00
Vasiliki Athanasakou, London School of Economics, UK
Corporate Investment and Changes in CEO Stock Option Grants

Th, Apr. 07 16:15-18:00
Jorg Rocholl, European School of Management and Technology, GER
Institutional Investors and Corporate Political Activism

Th, Apr. 14 16:15- 18:00
Howard Kung, London Business School, UK
Competition, Markups, and Asset Prices

Th, May 12 16:15 -18:00
Paolo Guasoni, Boston University, US
Who Should Sell Stocks?

Th, May 19 16:15 -18:00
Alejandro Bernales,  Universidad Chile & Bank of France, CHI
The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending

Th, May 26 16:15 -18:00
Kathy Yuan, London School of Economics, UK
Network Risk and Key Players: A Structural Analysis of Interbank Liquidity

Th, June 2 16:15 -18:00
Alexandros P. Vardoulakis, Federal Reserve Board, US
Secondary Market Liquidity and Optimal Capital Structure

Fall Semester 2015 - 2016

Th, Oct. 22, 16:15 -18:00
Moshe Kim, University of Haifa and NYU Shanghai
The effect of social capital on the price of financial capital      

Th, Oct. 29, 16:15 -18:00
Panagiotis Konstantinou, Athens University of Economics
The Effects of the Sovereign Debt Crisis on EU Bank Portfolio Holdings

Th, Nov. 5, 16:15 -18:00
Loukas Balafoutas, University of Innsbruck, Austria
Fraud in credence goods markets: Evidence from the lab and the field

Th, Nov. 12, 16:15 -18:00
Ramin Baghai, Stockholm School of Economics
Non-rating revenue and conflicts of interest

Th, Nov. 19, 16:15 -18:00
Leonidas Rompolis, Athens University of Economics and Business
Recovering the market risk premium from stock and option prices" coauthored with George Chalamandaris

Th, Dec. 10, 16:15 -18:00
Anastasios Magdalinos, University of Southampton
Robust Econometric Inference in Systems of Cointegrating and Predictive Regressions coauthored with Peter C. B. Phillips

Th, Dec. 17, 16:15 -18:00
George Skoulakis, University of British Columbia
Ex-post Risk Premia Tests using Individual Stocks: The IV-GMM solution to the EIV problem

Th, Feb. 12, 16:15 -18:00
Xavier Mateos-Planas, Queen Mary University of London, UK
Partial Default

Th, Feb. 19, 16:15 -18:00
Evgenia Passari, Université Paris Dauphine, FR
Commodity Currencies Revisited

Th, Mar. 5, 16:15 -18:00
Ines Chaieb, University of Geneva, CH
Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects

Th, Mar. 12, 16:15 -18:00
Evaggelos Benos, Bank of England, UK
Interactions Among High-Frequency Traders

Th, Mar. 19, 16:15 -18:00
Dimitrios P. Tsomocos, University of Oxford, Said Business School, UK
How does Macroprudential Regulation Change Bank Credit supply?

Th, Apr. 2, 16:15 -18:00
Marc Oliver Rieger, University of Trier, DE
Diversification with Options and Structured Products

Th, Apr. 23, 16:15 -18:00
Julien Hugonnier, Ecole Polytechnique Federale de Lausanne, Swiss Finance Institute, CH
Bank Capital, Liquid Reserves and Insolvency Risk

Th, Apr. 30, 16:15 -18:00
Marcus Leippold, University of Zurich, CH {CANCELLED}
How Index Futures and ETFs Increase Stock Return Correlations

Th, May 07, 16:15 -18:00
Doron Avramov, The Jerusalem School of Business Administration, IL
The Idiosyncratic Volatility–Expected Return Relation: Reconciling the Conflicting Evidence

Th, May 14, 16:15 -18:00
Mark Davis, Imperial College London, UK
Risk-sensitive Asset Management in a Finite-Factor Model

Fall Semester 2014 - 2015

Th, Oct. 23, 16:15 -18:00
George Athanassakos, Ivey Business School at Western University, CA
Value Investing - the 3 W's: Who, What and Why?

Th, Oct. 30, 16:15 -18:00
Thaleia Zariphopoulou, University of Texas at Austin, US
Stochastic modeling and methods in optimal portfolio construction

Th, Nov. 6, 16:15 -18:00
Philipp Krüger, University of Geneva, CH
Climate change and firm valuation: evidence from a natural experiment

Th, Nov. 20, 16:15 -18:00
Stathis Tompaidis, University of Texas at Austin, US
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses

Th, Dec. 4, 16:15 -18:00
Abderrahim Taamouti, Universidad Carlos III de Madrid, SP
Measuring Nonlinear Granger Causality in Mean

Th, Dec. 11, 16:15 -18:00
Udara Peiris, Higher School of Economics, Moscow University, RS
Quantitative Easing in an Open Economy: Prices Exchange Rates and Risk Premia

Spring Semester 2014 - 2015

Th, Mar. 13, 16:15 -18:00
Konstantin Sonin, New Economic School, RS
Endogenous Property Rights    

Th, Apr. 3, 16:15 -18:00
Spyros Skouras, Athens University of Economics and Business, GR
Econometric modelling of efficient zero-cost portfolia with application to equity price patterns

Th, Apr. 10, 16:15 -18:00
Manthos Delis, Surrey Business School, UK
The Income Elasticity of Loan Demand

Wed, Apr. 30, 16:15 -18:00
Fabrizio Zilibotti, University of Zurich, CH
Networks in Conflict: Theory and Evidence from the Great War of Africa

Th, May. 8, 16:15 -18:00
George Skiadopoulos, University of Piraeus, GR
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 option market

Th, May. 15, 16:15 -18:00
Cem Demiroglu, Koc University, TR
Bank Loans and Troubled Debt Restructurings

Th, May. 22, 16:15 -18:00
Pablo Beker, University of Warwick, UK
Short-Term Momentum and Long-Term Reversal in General Equilibrium

Th, May. 29, 16:15 -18:00
Philippe Mueller, London School of Economics, UK
International Liquidity CAPM
Th, Oct. 17, 16:15 -18:00
Peter Boswijk, University of Amsterdam, NL
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions     

Th, Oct. 24, 16:15 -18:00
Elisa Ossola, Universita della Svizzera Italiana, IT
Time-varying risk premium in large cross-sectional equity datasets

Th, Oct. 31, 16:15 -18:00
Leonidas Koutsougeras, University of Manchester, UK
The role of intermediation in cross markets trades

Th, Nov. 7, 16:15 -18:00
Kostas Koufopoulos, University of Warwick, UK
Bank Capital Structure Relevance: Is Bank Equity more Expensive than Deposits?

Th, Nov. 14, 16:15 -18:00
Sohnke Bartram, University of Warwick, UK
(to be announced)

Th, Nov. 21, 16:15 -18:00
Dimitris Voliotis, University of Piraeus, GR
Bounds to Financial Anarchy    

Th, Dec. 5, 16:15 -18:00
Nikolaos Kourogenis, University of Piraeus, GR
The dividend-price ratio and dividend growth predictability in large equity markets    

Th, Dec 19, 16:15 -18:00
Nicola Gennaioli, Bocconi University, IT
Finance and the Preservation of Wealth

Th, Jan 9, 16:15 -18:00
Nikos Christodoulakis, Athens University of Economics and Business, GR
Austerity Programs under Liquidity Constraints: Stylized Facts of Recession in the Euro Area
Th, Feb. 28, 16:15 -18:00
Michael Anthropelos, University of Piraeus, GR
Agents' Strategic Behavior in Risk Sharing    mike

Th, Mar. 7, 16:15 -18:00
Fausto Panunzi, Bocconi University, IT
Legal Investor Protection & Takeovers

Th, Mar. 21, 16:15 -18:00
Loriano Mancini, Swiss Finance Institute
The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis

Th, Mar. 28, 16:15 -18:00
Erasmo Giambona, University of Amsterdam, NL
The Growth Opportunity Channel of Debt Structure

Th, Apr. 4, 16:15 -18:00
Omer Moav, Hebrew University
Appropriability, Institutions, and State Capacity

Th, Apr. 11, 16:15 -18:00
Paolo Volpin, London Business School, UK
Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent

Th, Apr. 18, 16:15 -18:00
Katrin Tinn, Imperial College, UK
Man or Machine? Rational Trading without Information about Fundamentals

Th, Apr. 25, 16:15 -18:00
Rohit Rahi, London School of Economics, UK
Market Quality and Contagion in Fragmented Markets

Th, May 23, 16:15 -18:00
Alberto Bisin, New York University, US
Equilibrium Corporate Finance: Makowski meets Prescott and Townsend
Th, Oct. 18, 16:15 -18:00
Alexandros Vardoulakis, European Central Bank & Banque de France, FR
Credit Conditions and Financial Institutions Leverage

Th, Oct. 25, 16:15 -18:00
Albert Menkveld, VU University Amsterdam, NL
Middlemen Interaction and Its Eect on Market Quality

Th, Nov. 1, 16:15 -18:00
Dimitris Petmezas, University of Surrey, UK
Financing Irrelevance in Corporate Investment Decisions: Evidence from Acquisitions

Th, Nov. 8, 16:15 -18:00
Pasquale Della Corte, Imperial College, UK
Currency Premia and Global Imbalances

Th, Nov. 22, 16:15 -18:00
Andrea Gamba, University of Warwick, UK
Firm Policies and the Cross-Section of CDS Spreads

Th, Nov. 29, 16:15 -18:00
Daniel Paravisini, London School of Economics, UK
The Information and Agency Effects of Scores: Randomized Evidence from Credit Committees

Th, Dec 13, 16:15 -18:00
Marios Karabarbounis, Federal Reserve Bank of Richmond, US
Life Cycle Uncertainty and Portfolio Choice Puzzles

Th, Dec 20, 16:15 -18:00
Richard Baillie, Michigan State University, US
Estimation and inference for impulse response functions from univariate strongly persistent processes

Th, Jan 10, 16:15 -18:00
Efthimios Tsionas, Athens University of Economics and Business, GR
Simple Techniques for Likelihood Analysis of Univariate and Multivariate Stable Distributions
Th, Feb. 23, 16:15 -18:00
Ania Zalewska, University of Bath, UK
Sensitivity of Consumer Confidence to Stock Markets' Meltdowns     ania_zalewska

Th, Mar. 1, 16:15 -18:00
Nikitas Pittis, University of Piraeus, GR
Statistical Models of Stock Returns: Historical Survey with Methodological Reflections

Th, Mar. 8, 16:15 -18:00
Jörg Rocholl, ESMT, Germany
Flight to Where? Evidence from Bank Investments During the Financial Crisis

Th, Mar. 15, 16:15 -18:00
Aris Spanos, Virginia Tech, US
On Theory testing in Finance: Revisiting  the CAPM

Th, Mar. 22, 16:15 -18:00
Vasso Ioannidou, Tilburg University, NL
On the Non-Exclusivity of Loan Contracts: An Empirical Investigation

Th, Mar. 29, 16:15 -18:00
Chris Veld, University of Glasgow, Scotland, UK
Do Happy People make Optimistic Investors?

Th, Apr. 05, 16:15 -18:00
Richard Harris, University of Exeter, UK
Overconfidence and the Rational Expectations Model of the Term Structure of Interest Rates

Th, Apr. 26, 16:15 -18:00
Paul Schneider, University of Warwick, UK
The Skew Risk Premium in Index Option Prices

Th, May 03, 16:15 -18:00
Angie Andrikogiannopoulou, University of Geneva, SW
Estimating Risk Preferences from a Large Panel of Real-World Betting Choices

Th, May 10, 16:15 -18:00
Ronald Masulis, Australian School of Business, AU
Independent Director Incentives: Director Reputation and Firm Stature

Th, May 17, 16:15 -18:00
Anthony Lynch, New York University, US
Does Mutual Fund Performance Vary over the Business Cycle?

Th, May 24, 16:15 -18:00
Jin-Chuan Duan, National University of Singapore, SG
Dynamic Default Predictions and a Bottom-Up Approach to Credit Portfolio Management
Th, Oct. 06, 16:15 -18:00
Alex Michaelides, University of Cyprus, Cyprus
Fiscal policy and asset prices with incomplete markets     Alex Michaelides

Th, Oct. 13, 16:15 -18:00
Christian Wagner, Vienna University of Economics and Business, Austria
The cross-section of credit risk premia and equity returns

Th, Oct. 20, 16:15 -18:00
Nikolaos Kourogenis, University of Piraeus, Greece
Annualizing volatility under long memory in high frequency variance

Th, Nov. 03, 16:15 -18:00
George Kouretas, Athens University of Economics and Business, GR
Anxious periods and bank lending

Th, Nov. 10, 16:15 -18:00
Alan Gregory, University of Exeter, UK
Do markets value corporate social responsibility

Th, Nov. 24, 16:15 -18:00
Amit Goyal, HEC Lausanne, Switzerland
Anomalies in distressed stocks

Th, Dec. 01, 16:15 -18:00
Ana-Maria Fuertes, City University, UK
Optimally harnessing inter-day and intra-day information for daily Value-at-Risk prediction

Th, Dec. 08, 16:15 -18:00
Andrea Vedolin, London School of Economics, UK
International correlation risk

Th, Dec 15, 16:15 -18:00
John Tsoukalas, University of Glasgow, UK
News and Financial Intermediation in Aggregate Fluctuations

Th, Jan 12, 16:15 -18:00
Panos Patatoukas, University of California, Berkeley, US
Detecting news in aggregate earnings data
Th, Feb. 24, 16:15 -18:00
Mungo Wilson, Oxford University, UK
Earnings Announcements and Systematic Risk     Wilson Mungo

Th, Mar. 03, 16:15 -18:00
David Thesmar, HEC, France
The WACC Fallacy

Th, Mar. 10, 16:15 -18:00
Andre Lucas, VU Amsterdam, NL
Systemic Risk Diagnostics: Coincident Indicators and Early Warning Signals

Th, Mar. 17, 16:15 -18:00
Maureen O'Hara, Cornell University, US
Measuring Order Toxicity in a High Frequency World

Th, Mar. 24, 16:15 -18:00
Anthony Neuberger, University of Warwick, UK
Realized Skewness

Th, Mar. 31, 16:15 -18:00
Kate Phylaktis, City University, UK
Liquidity in the Foreign Exchange Market

Th, Apr. 07, 16:15 -18:00
Rui Albuquerque, Boston University, US
Search Frictions and the Liquidity of Large Blocks of Shares

Th, Apr. 14, 16:15 -18:00
Maxim Mironov, IE Business School, Spain
Tax evasion and Firm Performance. Evidence from Russia

Th, May 05, 16:15 -18:00
Lieven Baele, Tilburg University, NL
Of Religion and Redemption: Evidence from Default on Islamic Loans

Th, May 19, 16:15 -18:00
Robin Lumsdaine, American University, US
Implications of the Global Financial Crisis

Th, May 26, 16:15 -18:00
Manolis Mamatzakis
Revealing market's animal spirits: a behavioural loss function approach for the euro-group sovereign debt crisis
Th, Oct. 07, 16:15 -18:00
Sofia Ramos, ISCTE Business School, Portugal
What Explains Mutual Fund Performance Persistence? International Evidence

Th, Oct. 14, 16:15 -18:00
George Kapetanios, Queen Mary University, UK
A Nonlinear Panel Model of Herding

Th, Oct. 21, 16:15 -18:00
Costas Xiouros, Norwegian School of Management, Norway
Differences of Opinion and the Price Volume Relation

Th, Nov. 04, 16:15 -18:00
Tarun Ramadorai, Oxford University, UK
Asset Fire Sales and Purchases and the International Transmission of Financial Shocks

Th, Nov. 11, 16:15 -18:00
George Waters, Illinois State University, US
Quantity Rationing of Credit and Cyclical Unemployment

Th, Nov. 18, 16:15 -18:00
Costas Milas, Keele University, UK
Financial Stability and Monetary Policy

Th, Nov. 25, 16:15 -18:00
Antonio Mele, London School of Economics, UK
Financial Volatility and Economic Activity    

Th, Dec. 02, 16:15 -18:00
Charlotte Christiansen, Aarhus University, Denmark
A Comprehensive Look at Financial Volatility Prediction by Economic Variables

Th, Dec. 09, 16:15 -18:00
Guglielmo-Maria Caporale, Brunel University, UK
Inflation and Inflation Uncertainty in the Euro Area

Th, Dec. 16, 16:15 -18:00
Dimitris Georgarakos, Goethe University, Frankfurt, DE
Financial Advice and Stock Market Participation    

Th, Jan. 13, 16:15 -18:00
Lucio Sarno, City University, UK
Foreign Exchange Risk Premia
Th, Feb. 25, 16:15 -18:00
Christine Parlour, U.C. Berkeley, US
Laying off Credit Risk: Loan Sales versus Credit Default Swaps

Th, Mar. 04, 16:15 -18:00
Peter Schotman, Maastricht University, Netherlands
Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice

Th, Mar. 11, 16:15 -18:00
Dimitris Thomakos, University of Peloponnese, Greece
Multivariate NoVaS & Inference on Conditional Correlations

Th, Mar. 18, 16:15 -18:00
Suleyman Basak, London Business School, UK
Strategic Asset Allocation in Money Management

Th, Apr. 15, 16:15 -18:00
Wofgang Härdle, Humboldt University, Germany
Weather Derivatives and Pricing Temperature in Asia

Th, Apr. 22, 16:15 -18:00
Andreas Andrikopoulos, University of Aegean, Greece
The Capital Structure Choice and the Consumption Tax

Th, Apr. 29, 16:15 -18:00
Margarita Tsoutsoura, Columbia University, US
The Effect of Succession Taxes on Family Firm Investment: Evidence from a Natural Experiment

Th, May. 06, 16:15 -18:00
Denis Gromb, INSEAD, France
Financially Constrained Arbitrage and Cross-Market Contagion

Th, May. 13, 16:15 -18:00
Amit Goyal, Emory University, US
Investing in a Global World

Th, May. 20, 16:15 -18:00
Michalis Haliassos,  Goethe University, Germany
Financial Advice and Account Performance

Th, May. 27, 16:15 -18:00
Marta Szymanowska, Erasmus University, Netherlands
The Cross-Section of Commodity Futures Returns

Th, Jun. 03, 16:15 -18:00
Stewart Hodges,  City University, UK
Fixed odds bookmaking with stochastic betting demands

Th, Jun. 10, 16:15 -18:00
Riccardo Calcagno, VU University of Amsterdam, Netherlands
Hostile vs. Friendly Bidders in Takeover Contests
Th, Oct. 01, 16:15 -18:00
Vasiliki Athanasakou, London School of Economics, UK
Forward-looking Disclosure and Earnings Quality     Vasiliki Athanasakou

Th, Oct. 08, 16:15 -18:00
Andrea Buraschi, Imperial College Business School, UK
Economic Uncertainty, Disagreement and Credit Markets

Th, Oct. 15, 16:15 -18:00
George Skiadopoulos, University of Piraeus, Greece
Asset Allocation with Option- Implied Distributions: A Forward- Looking Approach

Th, Oct. 22, 16:15 -18:00
Olivier Scaillet, HEC University of Geneva, SW
Technical Trading Revisited: Persistence Tests, Transaction Costs, and False Discoveries

Th, Oct. 29, 16:15 -18:00
Grigory Vilkov, Goethe University of Frankfurt, Germany
Improving Portfolio Selection Using Option-Implied Volatility and Skewness

Th, Nov. 05, 16:15 -18:00
Daniel Levy, Bar-Ilan University, Israel
Price Points

Th, Nov. 12, 16:15 -18:00
Eric Jondeau,  University of Lausanne, SW
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias

Th, Nov. 19, 16:15 -18:00
Theodosios Dimopoulos, London Business School, UK Preemptive
Resistance and Takeover Premia: An Empirical Investigation

Th, Nov. 26, 16:15 -18:00
Theodoros Diasakos, Collegio Carlo Alberto, Italy
Comparative Statics of Asset Prices

Th, Dec. 03, 16:15 -18:00
Jose Peydro-Alcalde,  European Central Bank
Identifying Loan Supply and Firm – Bank Balance-Sheet Channels with Loan Applications

Th, Dec. 10, 16:15 -18:00
Dimitris Papanikolaou, Northwestern University
US Growth Opportunities and Technology Shocks

Th, Dec. 17, 16:15 -18:00
Peter Christoffersen,  McGill University, Canada
Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options

Th, Jan. 14, 16:15 -18:00
Anastasia Zervou, Washington University in St. Louis,
US  Financial Market Segmentation, Stock Market Volatility and the Role of Monetary Policy

Spring Semester 2008 - 2009

Th, Mar. 5, 16:15-18:00
Simon Benninga, Wharton University, USA
Non-marketability, taxation and the value of employee stock option

Th, Mar. 12, 16:15-18:00,
Rene Garcia, EDHEC, France
Bond Liquidity Premia

Th, Mar. 19 16:00-17:30,
Ozgur Demirtas, Baruch College, US
Corporate Financing Activities and Contrarian Investment

Th, Mar. 26 16:15-18:00
Angelos Antzoulatos, University of Piraeus, Greece
Non-Interest Income

Th, Αpr. 2 16:15-18:00,
Michael Rockinger, University of Lausanne, Switzerland
Higher Moments Matter for Asset Allocation

Th, Αpr. 9 16:15-18:00
Filippos Papakonstantinou, Imperial University, UK
Board of Directors: The Value of Industry Experience

Th, Apr. 30 16:15-18:00
Costas Zachariadis, London School of Economics, UK
Strategies using Multiple Securities of Distressed Firms: A Theoretical Model of Contrarian Voting

Tu, May 5 19:00-21:15
Stephen Ross, MIT, US - Honorary Doctorate Ceremony
Honorary Doctorate Speech: The Financial Crisis

Th, May 7 16:15-18:00
Alessandro Beber, Amsterdam Business School, NL
What Does Equity Sector Order flow Tell Us about the Economy?

Th, May 14 16:15-18:00
Roman Kraeussl, VU University of Amsterdam, NL
The Performance of Listed Private Equity

Th, May 21 17:00-19:00
Eduardo Schwartz, UCLA, US
Illiquid Assets and Optimal Portfolio Choice

Th, May 28 16:15-18:00,
Stephen Figlewski, NYU, US
The Risk Neutral Density for the U.S. Stock Market

Th, June 4 16:15-18:00
Massimo Guidolin, Manchester Business School, UK
Regime Shifts in Empirical Pricing Kernels: A Mixture CAPM

Th, June 11 16:15-18:00
Sebnem Kalemli-Ozcan, University of Houston – USA
Financial Integration, Synchronization, and Volatility

FALL SEMESTER 2008 - 2009

Th, Sept. 25
16:15-18:00; Nicole Branger, University of Muenster- Germany;
Pricing two Trees when Trees and Investors are Heterogeneous

Th, Oct. 02 16:15-18:00;
Vassilis Polymenis, Aristotle University, GR
Skewness in Asset Pricing

Th, Oct. 09 16:15-18:00;
Andrianos Tsekrekos, AUEB, GR;
Forecasting Implied Volatility Surfaces: A Parametric and Non-Parametric Approach

Th, Oct. 16 16:15-18:00;
Luc Bauwens, Louvain University - Belgium;
Forecasting Long Memory processes subject to Structural Breaks

Th, Oct. 23 16:15-18:00
Maria-Eleni Athanasopoulou – International Monetary Fund, & University of Southern California Los Angeles, US;
Periodic New Keynesian Monetary Models and the Term Structure of Interest rates

Th, Oct. 30 16:15– 18:00;
Stelios Arvanitis, AUEB, GR;
Valid Stochastic Expansions for the Asymptotic Approximation of the Distributions of Three Indirect Estimators    

Th, Nov. 06 16:15-18:00
Jens Jackwerth, University of Konstanz - Germany;
Recovering Delisting Returns of Hedge Funds

Th, Nov. 13 16:15-18:00
Zvi Wiener, Hebrew University of Jerusalem - Israel;
Credit Risk Spreads in Local and Foreign Currencies

Th, Nov. 20 16:15-18:00;
Pedro Santa Clara, UCLA - US;
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole

Th, Nov. 27 16:15 -18:00
Ales Cerny, City University, UK;
Optimal Hedging With Higher Moments

Th, Dec. 04 16:15- 18:00
Andrew Patton, University of Oxford, UK;
Systematic Risk and Information Flows

Th, Dec. 18 16:15 -18:00
Ioannis Floros Bussiness University of Iowa -US;
A Comparison of Initial Public Offerings and Reverse Mergers as Alternate Mechanism to Going Public

Th, Jan. 15 16:15-18:00
Michalis Anthropelos, University of Texas at Austin- US
On Agent's Agreement and Partial Equilibrium Pricing in Incomplete Markets

Spring Semester 2007 - 2008

Th, Feb. 28 16:15-18:00
Leonidas Rompolis, University of Cyprus
A New Method of Employing the Principle of Maximum Entropy to Retrieve the Risk Neutral Density    

Th, Mar. 6 16:15-18:00
Kleopatra Nikolaou, European Central Bank
An Insight to Liquidity -- Using Central Bank Bidding Data    

Th, Mar. 13 16:00-17:30
Oreste Tristani, European Central Bank
A DSGE Model of the Term Structure with Regime Shifts

Mon, Mar. 17 16:15-18:00
Michael Bordo, Rutgers University, USA and NBER
Foreign Capital and Economic Growth in the First Era of Globalization

Th, Mar. 20 16:15-18:00
Antonis Papapantoleon, Vienna University of Technology
Modeling the Term Structure of Interest Rates with Lévy Processes: HJM and LIBOR Approaches

Th, Mar. 27 16:15-18:00
George Jiang, University of Arizona, USA
Stock Price Jumps and Cross-Sectional Return Predictability

Th, Apr. 3 17:30-22:30
Conference (Goulandris Nat. Hist. Museum, Othonos 100, Kifissia) Nicholas Lardy, Peterson Institute, USA
The Future Evolution of Global Trade: The Role of China

Th, Apr. 3 17:30-22:30
Conference (Goulandris Nat. Hist. Museum, Othonos 100, Kifissia) Anne Krueger, John Hopkins University, USA
International Trade and the New World Order

Th, Apr. 10 16:15-18:00
Nicos Christodoulakis, AUEB, Greece
Risk Premia and Optimal Reserves in a Transition Economy

Th, Apr. 17 16:15-18:00
Costas Karfakis, University of Macedonia, Greece
The Impact of US Debt on euro/dollar Exchange Rate

Th, May 8 16:15-18:00
Peter Theodossiou, Rutgers University, USA
Evaluation of Robust Regression Estimation Methods and Intercept Bias: a CAPM Application

Th, May 15 16:15-18:00
Christophe Villa, Audencia Ecole de Management, France
Representative Yield Curve Shocks and Stress Testing

Th, May 22 16:15-18:00
Neophytos Lambertides
The Role of Default Risk and Growth Options in Explaining the Market Value of Equity

Th, May 29 16:15-18:00,
Andreas Stathopoulos, Columbia University, USA
Asset Prices and Risk Sharing in Open Economies

Th, June 5 16:15-18:00
Alessandra Bonfiglioli
Investor Protection, Risk Sharing and Ineguality

Th, June 12 16:15-18:00
James Lothian, Fordham University, USA
The Behavior of Prices and Nominal Exchange Rates across Exchange-Rate Regimes: Three Natural Experiments

FALL SEMESTER 2007 - 2008

Th, Sept. 27 16:15-18:00
Robert Kollmann ECARES, Universite Libres de Bruxelles;
International Portofolios with Supply, Demand and Redistributive Shocks

Th, Oct. 04
Conference held in the University of Piraeus

Th, Oct. 11 16:15-18:00
Sanjay Banerji, University of Essex, UK;
Attracting Attention: Cheap Managerial Task and Costly Market Monitoring

Th, Oct. 18 16:15-18:00
Manthos Delis, Un. of Central, Greece;
Banking Sector Reform and Performance: Evidence from CEE Countries

Th, Oct. 25 16:15-18:00
Lucrezia Reichlin, European Central Bank, Germany;
Large Bayesian VARs and Applications

Th, Nov. 1 16:15– 18:00
Spyros Galanis, University of Southampton, UK
Awareness and Knowledge

Th, Nov. 08 16:15-18:00
Christos Ioannidis Bath University, UK
A Simple Dynamic Model of Dynamic Covariance

Th, Nov. 15 16:15-18:00
Tao Wang Queens College, CUNY
Accruals, Net Stock Issues and the Value-Glamour Anomalies

Th, Nov. 22 16:15-18:00
Apostolis Philippopoulos, AUEB
Public Education Expenditure, Growth and Welfare in the USA

Mo, Nov. 29 16:15-18:00
Prodromos Vlamis, KEPPE, Athens, Greece
Default Risk of the UK Real Estate Companies: Is There a Macro-economy Effect?

Th, Dec. 6 16:15 -18:00
Marcello Fernandes, Queen & Mary University, UK
International Market Links and Realized Volatility Transmission

Th, Dec. 13 16:15- 18:00
Michael Koetter, University of Gronighen, Netherlands;
R&D and Efficiency as Technology Regime Determinants: Evidence from EU Industries

Th, Dec. 20 16:15- 18:00
George Dotsis, University of Essex, UK;
Maximum Likelihood Estimation and Dynamic Asset Allocation with Non Affine Volatility Processes

Th, Jan. 10 16:15-18:00
Dimitris Kyriazis, University of Piraeus, Greece;
Do Greek M & As Create or Destroy value?

Th, Jan. 17 16:15-18:00
Xavier Vives, IESE Business School, Spain
Dynamic Trading and Asset Prices: Keynes vs. Hayek


Th, Mar. 1 16:15-18:00
George Skiadopoulos ;University of Piraeus, Greece
Can the Evolution of Implied Volatility be forecasted? Evidence from European and Implied US Implied Volatility Indices

Th, Mar. 8 16:15-18:00
Sandra Cohen ;AUEB, Greece
Identifying the moderator factors of financial performance in Greek Municipalities

Th, Mar. 15 16:15-18:00
Seraina Anagnostopoulou, Cass Business School, UK
R&D and Performance Persistence: Evidence from the UK

Tue, Mar. 20 13:00-15:00
Lunch: Lawrence Summers Harvard University, USA
Major challenges and risks to the world economy and the business community in the years to come

Th, Mar. 22 16:15-18:00
Costas Koufopoulos ; University of Warwick, UK
Asymmetric Information, Heterogeneity in Risk Perceptions and Insurance: An Explanation to a Puzzle

Th, Mar. 29 16:15-18:00
Michael Bordo Rutgers Un., USA (on leave) Un. of Cambridge, UK
Foreign Capital and Economic Growth in the First Era of Globalization

Th, Apr 19 16:315-18:00
Antonia Botsari ; University of Warwick, UK
Do Acquirers Overstate Earnings Prior to a Share-for-Share Bid?

Th, Apr 26 16:15-18:00
Meziane Lasfer ; Cass Business School, UK
Does cross-listing mitigate insider trading?

Th, May 3 16:15-18:00
Alessandro Sbuelz ; University of Verona, Italy
Systematic Equity-Based Credit Risk: A CEV Model with Jump to Default

Th, May 10 16:15-18:00
Helyette Geman ; Birkbeck College, UK
Mean-reversion in oil and natural gas prices

Th, May 17 16:15-18:00
Ilias Basioudis ; Aston University, UK
Big 4 Audit Fee Premiums for National and Office-Level Industry Leadership in the UK

Th, May 24 16:15-18:00
Panagiotis Staikouras ; University of Piraeus, Greece
Corporate (mis)governance? The case of Greece from a critical perspective

Th, May 31 16:15-18:00
Roberto De Santis, European Central Bank, Germany
On the Determinants of Net International Capital Flows: A Global Perspective

Th, June 7 16:15-18:00
Christina Christou ; University of Piraeus, Greece
Testing for Output Convergence

Th, June 14 16:15-18:00
Robert Kollman Free University of Brussels, Belgium ;
Return volatility and international portfolio choice


Th. Sept 28 16:00-18:00
Athanassios Vamvakidis; IMF
The IMF in a global economy

Th. Oct. 5 16:00-18:00
Nikitas Pitis, Un. of Piraeus
Cointegration Under Variance Breaks

Th. Oct. 12 16:00-18:00
Harris Dellas, Un. of Vern
Fiscal multipliers in open economies

Th. Oct 19 16:00-18:00
Spyros Makridakis, Un. of Piraeus
In Search of Realism: The Limits to Predictability in Social Sciences

6Th. Oct 26 16:00-18:00
Marc Paolella, Swiss Banking Institute, University of Zurich
An Econometric Analysis of Emission Trading Allowances

Th. Nov. 2 15:30-21:00 Pallas Athena, Kefalari (Tourism Conference)
Peter Keller, Un. of  Lausanne, Switzerland
A new look at global tourism

Th. Nov. 2 15:30-21:00 Pallas Athena, Kefalari (Tourism Conference)
Aguiló Pérez, Un. of Balearic Islands, Spain
Restructuring of an established tourism destination

Th. Nov. 2 15:30-21:00 Pallas Athena, Kefalari (Tourism Conference)
Francois Souty, Un. of La Rochelle, France
Anticompetitive practices in the international tourism industry

Th. Nov 9 16:00-18:00
Markus Leippold, University of Zurich
Variance Risk Dynamics, Variance Risk Premia and Optimal Variance Swap Investments

Th. Nov. 23
A. Antzoulatos - D. Kyriazis - C. Tsoumas, Un. of Piraeus
Financial Development and Asymmetric Information

Th. Nov. 30 16:00-18:00
Sophocles Brissimis, Un. of Piraeus
The interaction between mortgage financing and house price developments in Greece

Th. Dec. 7 16:00-18:00
Nikolas Topaloglou, Athens University of Economics & Business
A Stochastic Programming Framework for International Portfolio Management

Th. Dec. 14 16:00-18:00
Elias Papaioannou, European Central Bank
Adjustment to Target Capital, Finance and Growth

Th. Dec. 21 16:00-18:00
Antonios Sangvinatsos, Un. of Southern California
Portfolio Choice: The hedging role of corporate bonds    

Th. Jan 11 16:00-18:00
Paul Soderlind, Un. of St. Gallen, Switzerland
Risk Premia or Expectations Errors?

Th. Jan 18 16:00-18:00
Nikolaos Sofronidis, Un. of Crete
Downs competition


Th, Mar. 2 16:15-18:00
Dargenidou, Christina National Bank of Greece
Ownership, Investor Protection and Earnings Expectations

Th, Mar. 9 16:15-18:00
Spanos Aris , Virginia Polytechnic Institute
Structural vs. Statistical Models in Empirical Modelling

Th, Mar. 16 16:15-18:00
Giamouridis Daniel, AUEB, Dept. of Accounting & Finance
Hedge Fund portfolio construction: A comparison of static and dynamic approaches

Th, Mar. 23 16:15-18:00
Koubouros Michael , University of Peloponnese, Dept. of Economics
Consumption Volatility and the Cross-Section of Asset Returns

Th, Mar. 30 16:15-18:00
Grambovas Christos; CAIR, University of Manchester
An empirical assessment of proposed solutions for resolving scale problems in accounting research

Th, Apr. 6 16:15-18:00
Pechlivanos Lambros ; AUEB, Dept. of International and European Economic Studies
Auctioning off with a split mind: Privatization under political constraints

Th, Apr. 13 16:15-18:00
Tzavalis Elias ; Queen Mary Un. of London, AUEB,  Dept. of Economics ;
Forecasting the mean and volatility from option prices

Th, May 4 16:15-18:00
Kavoussanos Emmanuel ; AUEB, Dept. of Accounting & Finance
Merger announcements and insider trading activity: The London and the Athens Stock Exchanges

Th, May 11 16:15-18:00
Stengos Thanasis ; University of Guelph
Information-Theoretic Distribution Tests with Application to Symmetry and Normality

Th, May 18 16:15-18:00
Rinaldi Laura ; Katholieke Universiteit Leuven
Household Debt Sustainability: What Explains Non-Performing Loans?

Th, May 25 16:15-18:00
Nicholas Economides ; Stern School of Business ;
Competition Policy in Network Industries: An Introduction

Th, June 1 16:15-18:00
Topaloglou Nikos ; AUEB, Dept. of International and European Economic Studies ;
Risk Management for International Investment Portfolios using Derivatives

Th, June 8 16:15-18:00
Sofronidis Nikolaos ; Aristotle Un. of Thessaloniki, Dept. of Economics ;
Downsian competition with four parties


Th, Oct. 6 16:00-18:00
Gregorios Siourounis, Barclay's Capital
Capital Flows and Exchange Rates: An Empirical Analysis

Th, Oct. 13 16:00-18:00
Nikitas Pittis, Un. of Piraeus
Unbounded Heteroskedasticity in First-Order Autoregressive Models (with N. Kourogenis)

Th, Oct. 20 16:00-18:00
Sophia Lazaretou, Bank of Greece
Does corporate ownership structure mater for economic growth? A cross-country analysis (with Panayiotis Kapopoulos)

Th, Nov. 3 16:00-18:00
Angelos Kanas, University of Crete
PPP and Markov regime switching

Th, Nov. 10 16:00-18:00
Stavros Panageas, The Wharton School, Un. Pennsylvania
Technological Growth and Asset Pricing

Th, Nov. 24 16:00-18:00
Th. Christodoulopoulos, Bank of Greece
Measuring Liquidity in the Greek Government Securities Market (with I. Grigoratou)

Th, Dec. 1 16:00-18:00
Nikos Philippas, Un. of Piraeus
On Performance Persistence of a Small Developing Market: The case of Greek Mutual Funds (with V. Babalos)

Th, Dec. 8 16:00-18:00
Dimitris Christelis, CSEF, University of Salerno
Saving and Bequests of European Elderly Households

Th, Jan. 12 16:00-18:00
Ken Nyholm, European Central Bank ;
Yield Curve Prediction for the Strategic Investor

Th, Jan. 26 16:00-18:00
Elias Papaioannou, European Central Bank
What Drives International Bank Flows?