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