Research Seminar Series


Seminars will be on Fridays, 10:00 am to 12:00 pm. Students will have an opportunity to meet with speakers right after the seminar, from 12:00 pm to 12:30 pm.


Room for the seminar is Isenberg 106.


The seminar is made possible through a generous contribution by Moody's Investors Services.


September 5

Byoung-Hyoun Hwang

Cornell University

Can Short Selling Help Correct Under-Pricing?


September 12


Vijay Singal

Virginia Tech

Does Unconstrained Short Selling Result in Unbiased Security Prices?  Evidence from Futures Markets

September 19

Andreas Stathopoulos

The Term Structure of Currency Carry Trade Risk Premia

September 26

Mila Getmansky Sherman

UMass Amherst

Sovereign, Bank and Insurance Credit Spreads:  Connectedness and System Networks

October 3

no speaker




October 10

Hui Chen


Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle


October 17

Lei Lian

UMass Amherst

October 24


Zheng Sun
UC Irvine

Hedge Fund Performance Persistence over Different Market Conditions:  Only Winners in Tough Times Repeat

October 31


in ISENBERG #108

Center for International Securities and Derivatives Markets (CISDM) UMass Amherst

Financial Innovations, Sustainable Investments & Social Entrepreneurship Conference



November 7

Lei Lian

UMass Amherst

The Variance Risk Premium and Firm Characteristics



November 14

Xiaoyan Zhang


Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle


November 21                                         

Viral Acharya




December 5                                         

PhD Students UMass Amherst