Date |
Speaker |
Affiliation |
Paper Title |
|
Sept. 24, 1999 |
Anil Arya |
Ohio State University |
Project
Assignment Rights and Incentives
for Eliciting Ideas |
|
Oct. 1 |
Tom McInish |
University of Memphis |
Competition for
Order Flow: New Malaysian Rules End Unlisted Trading in Singapore |
|
Oct. 8 |
Tarun Chordia |
Vanderbilt University |
Momentum and the
Business Cycle |
Oct. 22 |
Marc Lipson |
University of Georgia |
Order Flow and
Liquidity around NYSE Trading Halts |
|
Oct. 29 |
Jeff Russell |
University of Chicago |
Beyond Merton's Utopia: Effects of
Non-normality and Dependence on the Precision of Variance Estimates Using High-frequency
Financial Data |
|
Nov. 5 |
Peter Tufano |
Harvard Business School |
Analyzing the Ouverture
du Capital at France Télécom |
|
Nov. 12 |
Geert Bekaert |
Stanford University |
Stock and Bond
Pricing in an Affine Economy |
|
Nov. 19 |
Bob Korajczyk |
Northwestern University |
The
Determinants of Equity Illiquidity |
|
Jan.
14 |
Mikgail Chernov |
Pennsylvania
State University |
A Case of Empirical Reverse
Engineering: Estimation of the Pricing Kernel |
|
Jan. 21 |
Doran Avramov |
University of Pennsylvania |
Stock-Return Predictability and
Model Uncertainty |
|
Jan.
28 |
Karl Lins |
University of North Carolina |
Equity Ownership and Firm Value
in Emerging Markets |
Feb.
1 |
Michelle Lowry |
University of Rochester |
Determinants of IPO Volume |
Feb.
9 |
Anchada Charoenrook |
University of Michigan |
The Role of Capital Structure in
Tests of Asset-Pricing Models: Theory and Empirical Evidence |
|
Feb.
11 |
Peter Hecht |
University of Chicago |
The Cross Section of Expected
Firm (not Equity) Returns |
Feb. 18 |
Juh Qian "QJ" |
University of Pennsylvania |
Option-like Contracts For
Innovation and Production |
|
Mar. 17 |
Rick Green |
Carnegie-Mellon University |
The Personal-Tax Advantages of
Equity |
|
Mar. 24 |
Arun Khanna |
Purdue University |
Corporate Structure,
Bank Financing and Behavior of Inventories: Empirical Evidence from
an Emerging Market |
|
Mar. 31 |
Kent Daniel |
Northwestern University |
Covariance
Risk, Mispricing, and the Cross Section of Security Returns |
|
Apr. 21 |
Narasimhan
Jegadeesh |
University of Illinois |
Profitability of
Momentum Strategies: An Evaluation of Alternative Explanations |
|
Apr. 28 |
Robert Stambaugh |
University of Pennsylvania |
Evaluating and
Investing in Equity Mutual Funds |
|
May 5 |
Alan Timmerman |
University of California, San
Diego |
Duration Dependence
in Stock Prices: An Analysis of Bull and Bear Markets |
|
May 19 |
Robert Whitelaw NYU |
New York University |
Risk and
Return: Some New Evidence |
|
May 26 |
Peter Bossaerts |
Cal Tech |
IPO Post-Issue
Markets: Questionable Predilections But Diligent Learners? |
