Centre de Recherches sur la Gestion DRM - CNRS UMR 7088

Le séminaire de finance

 Le séminaire de lecture regroupe les membres de  l'Université Paris Dauphine et les étudiants en thèse. Il est également ouvert aux étudiants d'autres institutions en études doctorales ainsi qu'à partir du mois d'avril à quelques étudiants du Master 104 qui souhaitent poursuivre leurs études par un travail de thèse.

Le séminaire comporte d'une part des présentations d'articles et d'autre part des présentations d'états de l'art sur un champ de la finance. Il a lieu les jeudis de 13 h15 à 14 h 30, dans la nouvelle aile de l'université, la salle étant précisée sous la date.

Date Intervenant Article
30/06/2016
Salle A701
Neil Wallace, PennState University Optima in heterogenous-agent monetary economies
23/06/2016
Salle A403
 Eser Arisoy, DRM Finance
Do stock markets price expected stock skewness? New evidence from quantile regression skewness forecasts
16/06/2016
Salle A407
 Roni Michaely, Cornell University
09/06/2016
Salle A
Workshop:
1st Dauphine Microstructure 
9h-17h
http://www.mariuszoican.org/dauphine-microstructure-workshop.html
02/06/2016
Salle A707
Workshop in Corporate Finance:
9h-17h
Workshop in Corporate Finance
26/05/2016
Salle C110
Ronnie Sadka, Boston College
What do measures of real-time corporate sales tell us about earnings surprises and post-announcement returns?
19/05/2016
Salle A711
Matthieu Bouvard, McGill University
Risk Management Failures
12/05/2016
Salle A711
Marius-Andréis Zoican, DRM Finance
Discrete or Continuous Trading? HFT Competition and Liquidity on Batch Auction Markets
21/04/2016
Salle A711
Bart Yueshen, INSEAD
Uncertain Market Making

 
24/03/2016
Salle A707
Francisco Gomez, London Business School
 Expenditures and Financial Well-Being
22/03/2016
Salle B505
14h-15h30
Kevin Aretz, Manchester Business School
Moneyness, Volatility, and the Cross-Section of Equilibrium Option Returns: Theory and Evidence
17/03/2016
Salle A707
Olivier Spalt, Tilburg University Why Does Size Matter So Much For Bidder Announcement Returns?
10/03/2016
Salle A711
Alberta di Giuli, ESCP Europe Board members' media connections and access to financing
11/02/2016
Salle A707
Marianne Andries, Toulouse School of  Economics
Information Aversion
04/02/2016
Salle A711
Jérôme Dugast, Banque de France

Unscheduled News and Market Dynamics

28/01/2016
Salle A711
Gilles Chemla, DRM Finance
The Paradox of Policy-Relevant Natural Experiments
14/01/2016
Salle A707
Marcin Kacperczyk, Imperial College
Chasing Private Information
03/12/2015
Salle A707
Christophe Spaenjers, HEC Paris Unique Durable Assets
19/11/2015
Salle A707
Tamara Nefedova, DRM Finance

12/11/2015
Salle A707
Kleopatra Nikolaou, Board of Governors of the Federal Reserve System Trading in the Over-the-counter markets: Evidence from the Tri-party repo Market
05/11/2015
Salle A707
 Farzad Saidi, Cambridge University The Informational Value of Patents in Banking Relationships
29/10/2015
Salle A707
Marius-Andrei Zoican, DRM Finance, Dauphine

Need for Speed? Exchange Latency and Liquidity
08/10/2015
Salle A707
Daniel Ferreira, London School of Economics Creditor Control Rights and Corporate Board Independence
01/10/2015
Salle A707
Olivier Dessaint, University of Toronto
Employment Protection and Takeovers

07/09/2015 Christina Atanassova, Simon Fraser University, Canada

02/07/2015 
salle A707
Richard Payne, Cass Business School -What Do Stock Markets Tell Us About Exchange Rates?
25/06/2015 
salle A707
Charles Jones, Columbia Business School -Potential Pilot Problems:  Treatment Spillovers in Financial Regulatory Experiments
18/06/2015 
salle A711
Bill Megginson, University of Oklohoma
-Do Share Issue Privatizations Really Improve Firm Performance in China?
11/06/2015 
salle A711
Konark Saxena, Australian Businiess School

Tristan Roger, DRM finance
-Recent riskless rate news is not priced but it matters
-
Behavioral biases in number processing: The case of analysts’ target prices
04/06/2015 
salle A711
Manju Puri, Duke University -A Tale of Two Runs: Depositor Responses to Bank Solvency Risk
07/05/2015 
salle C108
Roni Michaely, Cornell University -Taxation and Dividend Policy: The Muting Effect of Diverse Ownership Structure
16/04/2015 
salle C108
Ian  Marsh, Cass Business School
-Off the Golden Fetters Examining Interwar Carry Trade and Momentum
09/04/2015 
salle C108
Vikas Agarwal, Georgia State University, Atlanta -Interfund lending in mutual fund families: A boon or a curse?
02/04/2015 
salle C108
Hamza Bahaji, Natixis, Paris
-Employee stock option-implied risk attitude under rank-dependent expected utility
26/03/2015 
salle  A707

Kent WomackRotman School of Management, University of Toronto -Speed and Expertise in Stock Picking: Older, Slower, and Wiser?
19/03/2015 
salle A707

Kevin Aretz,  Manchester Business School -Conflicting Security Law and the Democratization of Credit: France's Reform of the Napoleonic Code
12/03/2015 
salle B502

Evgenia Passari, DRM Finance -Exchange rates and Commodity Prices
05/03/2015 
salle A711

Eric de Bodt,  Université Lille 2, SKEMA Business School -The Hubris Hypothesis: Empirical Evidence
12/02/2015 
salle A707

Eser Arisoy,  DRM Finance
Delphine Lautier, DRM Finance

-Volatility of Aggregate Volatility and Hedge Fund Returns
-Speculation in Commodity Futures Markets: A Simple Equilibrium Model
05/01/2015 
salle Décanale
10h-11h   Marius A. Zoican -Banking Union Optimal Design under Moral Hazard
15/01/2015 
salle Décanale

15h30 - 16h30  Teng Wang -Bank Entry Mode, Labor Market Flexibility,and Economic Activity
15/01/2015
salle Décanale

14h - 15h   Rafael Zambrana -Management Sub Advising: The Mutual Fund Industry
15/01/2015 
salle A403

11h-12h  Mintra Dwarkasing -The Dark Side of Social Capital? Battles and Mortgage Lending
9/01/2015 pm
salle A709
14h-15h  Tanja Artiga -Coordinated Shareholder Activism: A Potential Remedy for the Firm Free-Rider Problem
9/01/2015 am
salle A707
10h-11h  Mai Daher -Creditor Control Rights, Capital Structure and Legal Enforcement
8/01/2015 pm
salle A709
14h-15h  Thomas Lambert -lobbying on Regulatory Enforcement Actions: Evidence from Banking

8/01/2015 am
salle AR52-53
10h-11h  Julien Penasse
- Return Predictability: Learning from the Cross-Section -
7/01/2015 pm
salle A709
14h-15h  Florina Silaghi
-A simple model of foreclosure and renegotiation: The negative externality of foreclosure -
7/01/2015 am
salle A709
10h-11h  Ouarda Merrouche -Credit Crunch and Heterogeneous Adjustment across Firms

6/11/2014 
salle A711
Nihat Aktas, WHU Otto Beisheim School of Managementt -Do rating agencies affect acquisition decisions?
02/10/2014 
salle A711
Georges Hubner, Université de Liège -Portfolio choice and investor preferences: A semi-parametric approach based on Risk Horizon
11/09/2014 
salle A302
Alejandro Bernales, Banque de France, Universidad de Chile -The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings
26/06/2014 
salle A707
Alejandro Jofré, University of Chile -Dynamic Contracts Under Loss Aversion
19/06/2014 
salle C104
Bill Megginson, University of Oklohoma
-Prestige without Purpose: Reputation, Differentiation, and Pricing in U.S. Equity Underwriting
6/06/2014 
SalleA711-14h-17h

Aurobindo GHOSH et Jeremy GOH, Singapore Management University

 
22/05/2014 
salle A709
Evren Ors, HEC Paris -Risk-Based Capital Requirements for Banks International Trade : Evidence from Basel II Implementation in Turkey
15/05/2014 
salle A707
Roni Michaely, Cornell University
-Does the scope of the sell-side analyst industry matter? An examination of bias, accuracy and information content of analyst reports
10/04/2014 
salle C104
Hans Degryse, KU Leuven, Belgique -When arm’s length is too far. Relationship banking over the business cycle
3/04/2014 
salle A711
Rasa Karapandza, EBS Business School -The Rate of Market Efficiency
6/03/2014 
salle A711
Laurent Germain, Toulouse Business School
-Heterogeneous beliefs and imperfect competition in sequential auction markets
13/02/2014 
salle A709
Hamza Bahaji, Seeyond, Natixis Asset Management -Are employee stock option exercise decisions better explained
through the prospect theory?
17/01/2014
salle A304
16h-17h
Yoichi Otsubo, University Luxembourg
-International Cross-Listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese Shares
17/01/2014
salle A304
14h-15h
 Bart Zhou Yueshen, University of Amsterdam and Tinbergen

-Queuing Uncertainty
17/01/2014
salle A304
11h-12h
Daniele Bianci, Bocconi University
-Real-Time Learning, Macroeconomic Uncertainty, and the Variance Risk Premium
17/01/2014 
salle A304
9h-10h
Aleksandar Andonov, Maastricht University
-Delegated Investment Management in Alternative Assets
17/01/2014
salle A407
10h-11h
François Koulisher, Université Libre de Bruxelle

-The Collateral Channel of Monetary Policy: Evidence from
16/01/2014 
salle A707
14h-15h
Evgenia Passari, Cass Business School

-Commodity Currencies Revisited
16/01/2014 
salle A711
17h-18h
Paula Margaretic, Université Toulouse I
-Correlated Bank Runs, Interbank Markets and Reserve Requirements
15/01/2014 
salle A707
16h-17h
Rémy Praz, Swiss Federal Institute of Technology Lausanne
-Equilibrium Asset Pricing in the Presence of both Liquid and
Illiquid Markets
13/01/2014 
salle A707
14h30-15h30
Haina Ding, IAE Toulouse School ofEconomics
-Innovation strategies and stock price informativeness
13/01/2014 
salle A709
10h-11h
Jan Schnitzler, Stockholm School ofEconomics
-Stock Price Elasticty and Control Ownership: Cross-sectional Evidence from S&P 500 Inclusions
10/01/2014 
salle A707
14h30-15h30
Stefan Obernberger, université Mannheim

-The Timing of Share Repurchases
10/01/2014 
salle C104
11h-12h
Jean-Paul Renne, Banque de France
-A model of the Euro-area Yield Curve with Discete Policy Rates
10/01/2014 
salle A
10h-11h
Alexander Schandlbauer, Vienna Graduate School of Finance

- How do financial institutions react to a tax increase?
9/01/2014 
salle A707
16h03-17h30
Olivier Dessaint, HEC Paris
-Do managers overreact to salient risks? Evidence from hurricane strikes
9/01/2014 
salle A711
14h-15h
Christian Eufinger, Goethe University Frankfurt
-Interbank network and bank bailouts: Insurance mechanism for non-insured creditors?
9/01/2014 
salle A707
14h-15h
Adrian Penalver, Paris School of Economics
-Pre-crisis credit standards: monetary policy or the savings glut?
9/01/2014
salle A707
11h-12h
Maia Gejadze, Louvain School of Management
-Agency Problems and Internal Syndication of Venture Capital Investments
20/12/2013
salle A709
14h30-16h
Oksana Pryshchepa, Lancaster University
-Asset Substitutions and Financial Distress
20/12/2013
salle A707
10h-11h30
Nicolas Crouzet, Columbia University
-Corporate debt structure and the macroeconomy
19/12/2013
AFFI, Novotel Paris les Halles Hôtel Place Marguerite de Navarre 75001 PARIS.
12/12/2013     
salle A709
Ryan Williams, University of Arizona -Fortune favors the bold
7/11/2013        
salle C108
Fany Declerk, Toulouse School of Economics
-Adverse selection & liquidity supply in a fast electronic market
3/10/2013        
salle A711

Théo Vermaelen, INSEAD
-Contingent Capital: The Case of COERCs
4/07/2013        
salle AR52-53
 Tristan Roger, University of Grenoble - The (lack of) forecasting quality of financial analysts' target prices
27/06/2013     
salle A707
 Chales Jones, Colombia University - A solution to the Palm-3Com spinoff puzzles
21/06/2013     
salle AR52-53
9h-11h30
Michel ROBE, American University, Washington -Seminars on ernergy commodity prices
13/06/2013  
salle A709
Bill MEGGINSON, University of Oklohoma -Sovereign Wealth Fund Investment Patterns and Performance
6/06/2013  
salle A711
Manju Puri, Duke University -Do Depositors Monitor Banks?
23/05/2013  
salle A709
Gyoengyi LORANTH, University of Vienna
-Liquidity Coinsurance and bank Capital
25/04/2013       salle A709 Daniel Ferreira, LSE, UK -shareholder empowerment and bank bailouts
4/04/2013         salle A711 Vikas AGARWAL, GSU
-Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual FundPerformance
21/03/2013       salle A711
14h30-15h30
Julie Salaber,  Lecturer in Finance at University of Bath, UK -Sensitivity of consumer confidence to stock markets' meltdowns
27/03/2013 
salle A711
16h-17h
Marian Moszoro, IESE Business School, University of Navara
-Third-Party Opportunism and the Nature of Public Contracts
8/03/2013 
salle A709
14h-15h
Manuel MAYER, Vienna Graduate School of Finance -Sovereign Credit Risk and Banking Crises ?
7/03/2013 
salle A709
Mark Shackleton, Lancaster University
- On the valuation and capital cost of project flexibily within sequential investment