2010

Fall

12-01-10
Darius Palia, Rutgers University
"Banks’ Non-Interest Income and Systemic Risk"

11-05-10
George Comer, Geoge Washington University
"Are Reported Mutual Fund Yields Useful?"

11-03-10
Daniel Wolfenzon, Columbia University
"Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data"

10-01-10
Sanjiv R. Das, Santa Clara University
"Paper 1: THE PRINCIPAL PRINCIPLE: OptimalModification of Distressed Home Loans (Why Lenders should Forgive, not Foresake Mortgages)
Paper 2: STRATEGIC LOAN MODIFICATION: An Options based response to strategic default (joint work with Ray Meadows)"

09-21-10
Charles M. Jones, Columbia Business School
"WHAT DO SHORT SELLERS KNOW?"

09-15-10
Prof. Zhi Da, University of Notre Dame
"Electricity Consumption and Asset Prices"

Spring

04-23-10
Prof. Ralph Walkling, Drexel University

04-16-10
Prof. Antonios Sangvinatsos, University of Southern California

04-09-10
Prof. Neng Wang, Columbia University
"A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management"

02-12-10
Prof. Steve Figlewski, New York University
"Anatomy of a Meltdown: The Risk Neutral Density for the S&P 500 in the Fall of 2008"

01-15-10
Prof. Anna Scherbina, University of California, Davis
"Real Estate Prices During the Roaring Twenties and the Great Depression"

01-08-10
Prof. Isabel Yan, City university of Hong Kong
"Measuring Market Expectations on Federal Funds Target Rate"