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


USC
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

MIT

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

Purdue

Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle

 

November 21                                         

Viral Acharya
NYU

 

 

 

December 5                                         

PhD Students UMass Amherst