Faculty & Departments

Finance Seminar Series 2003

Fall Semester

Matthew Spiegel, Yale University
Topic:"Estimating the Dynamics of Mutual Fund Alphas and Betas"
(ND Contact: Shane Corwin)
Wednesday, September 10, 11:30-1:00, 339 MCOB

Shane Johnson, Louisiana State University
Topic: "Executive Compensation and Corporate Fraud"
(ND Contact: Shane Corwin)
Wednesday, September 24, 11:30-1:00, 339 MCOB

Xiaoyun Yu, Indiana University
Topic: TBA
(ND Contact: Ann Sherman)
Wednesday, October 1, 11:30-1:00, 339 MCOB

Paul Schultz and Tim Loughran University of Notre Dame
Topic: "Dissemination of Information: Urban versus Rural Stock Return Patterns"
Wednesday, October 8, 11:30-1:00, 203B

Paul Bennett, New York Stock Exchange
Topic: "Market Structure, Fragmentation and Market Quality: Evidence from Recent Listing Switches"
(ND Contact: Shane Corwin)
Wednesday, October 15, 11:30-1:00, 339 MCOB

Wednesday, October 22, Fall Break (No Seminar)

Massimo Massa, INSEAD
Topic: "Mutual Fund Competition and Stock Market Liquidity"
(ND Contact: Alok Kumar)
Wednesday, October 29, 11:30-1:00, 339 MCOB

Peter Easton, University of Notre Dame - Department of Accountancy
Topic: "An Evaluation of Accounting Based Measures of Expected Returns"
Wednesday, November 5, 11:30-1:00, 339 MCOB

Jonathan Lewellen, Massachusetts Institute of Technology
Topic: "The Conditional CAPM Does Not Explain Asset-Pricing Anomalies"
(ND Contact: Robert Battalio)
Wednesday, November 12, 11:30-1:00, 339 MCOB

Will Goetzmann, Yale University
Topic: "Diversification Decisions of Individual Investors and Asset Prices"
(ND Contact: Alok Kumar)
Wednesday, November 19, 11:30-1:00, 339 MCOB

Wednesday, November 26, 11:30-1:00, 339 MCOB (Thanksgiving Week)

Manju Puri, Duke University
Topic: "Building Relationships Early: Banks in Venture Capital"
(ND Contact: Shane Corwin)
Wednesday, December 3, 11:30-1:00, 339 MCOB

Roger Huang, University of Notre Dame
Topic: "Do Individual NYSE Specialists Cross- Subsidize Illiquid Stocks"
Wednesday, December 10, 11:00-12:30, 339 MCOB

Alok Kumar, University of Notre Dame
Topic: "Do Divided Clienteles Exist? Evidence on Dividend Preferences of Retail Investors"
Wednesday, December 17, 11:30-1:00, 339 MCOB

Spring Semester

Robert Shiller, Yale University
Topic: O'Brien-Smith Lecture
Wednesday, February 12, 11:45-1:00, Jordan Auditorium

Tom Cosimano, University of Notre Dame
Topic: "Solving Asset Pricing Models when the Policy Function is Analytic"
Wednesday, March 5, 11:00-12:30, 339 MCOB

Wednesday, March 12th, Spring Break

Utpal Bhattacharya, Indiana University
Topic: "Costless versus costly Signaling: Theory and Evidence from Share Repurchases"
Wednesday, March 19, 11:00-12:30, 339 MCOB

Robert Battalio and Rick Mendenhall, University of Notre Dame
Topic: "Earnings Expectations and Investor Clienteles"
Wednesday, March 26, 11:00-12:30, 339 MCOB

Nick Barberis, University of Chicago
Topic: "Comovement"
Wednesday, April 2, 11:00-12:30, 339 MCOB

Adam Reed, University of North Carolina
Topic: "Failure is an Option: Impediments to Short Selling and Options Prices"
Wednesday, April 9, 11:00-12:30, 339 MCOB

Pat Fishe, MIami University
Topic: "Who Receives IPO Allocations? An Analysis of "Regular" Investors"
Wednesday, April 16, 11:00-12:30, 339 MCOB

Phil Dybvig, Washington University
Topic: "Employee Reload Options: Pricing, Hedging, and Optimal Exercise"
Wednesday, April 23, 11:00-12:30, 339 MCOB

Mike Hemler, University of Notre Dame
Topic: "The Performance of Active Managers: Daily Evidence Regarding Market Timers, Sector Rotators, and Tactical Asset Allocators"
Wednesday, May 14, 11:00-12:30, 339 MCOB

Ann Sherman, The University of Notre Dame Topic: "Global Trends in IPO Methods" Book Building vs. Auctions"
Friday, May 30, 11:00-12:30, 339 MCOB
(Note: Friday, not Wednesday)

Ivo Welch, Yale University
Topics: TBA
Wednesday, June 4, 11:00-12:30, 339 MCOB

Rich Sheehan, University of Notre Dame
Topic: "Price Stickiness in Bank Deposit Rates: An Analysis of Intra-Market Relationships
Using Weekly Data
Wednesday, June 11, 12:00-1:30*, 122 MCOB
*Note Time Change