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Cambridge Finance Workshop Series
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Cambridge Finance coordinates the programmes of research and study in all areas of finance across the University of Cambridge. Its members are grouped into seven research centres: 3CL, CCFin, CFR , CIMF, JBSF , REF, CFH and CEAM . If you have a question about this list, please contact: kn321; Cerf Admin; rd426; Daniel Simmons. If you have a question about a specific talk, click on that talk to find its organiser. 0 upcoming talks and 164 talks in the archive. Estimating the Private Value of Financial Statement Statistics; the abstract is below. I hope to have a revised version ready closer to the actual presentation date.
Policy Portfolio for Banks: Deposit Insurance and Ex-post Liquidity Injection
The Origins of Random Choice
Nonparametric conditional factors for unbalanced panels
Board Gender Diversity, Innovation Ambidexterity, and Firm Performance
How to discipline financial markets: reputation is not enough
Periodic portfolio selection with quasi-hyperbolic discounting
Proxy Voting and the Rise of ESG
The Behavioral Policy Uncertainty Channel and Fiscal Analysis: Theory and Evidence
Distressed Investment, Corporate Debt Liquidity, and Capital Structure
Taxes and Equity Risk and Return: The case of Tax-Loss Carry Forwards
Misfortune and Mistake: The Financial Conditions and Decision-Making Ability of High-Cost Loan Borrowers
The Rise of Anti-Activist Poison Pills
Market Segmentation Through Information
Research Unbundling and Market Liquidity: Evidence from MiFID II
Data and Welfare in Credit Markets
Temperature Shocks and Industry Earnings News
The Corporate Supply of (Quasi) Safe Assets
Do Short Sellers Care about ESG?
Stability and Evolution in Investor Ideology
Board Diversity and Rare Disasters Risk Insurance
Strategic Default and Renegotiation: Evidence from Commercial Real Estate Loans
Harnessing the Overconfidence of the Crowd: A Theory of SPACs
Pi-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets
Asset Allocation and Returns in the Portfolios of the Wealthy
The Aggregate Consequences of Forbearance Lending: Evidence from Japan
Asset Transfer Measurement Rules
Climate Risk and the Pandemic
Factor demand and factor returns
Title: Injunction Risk, Technology Commercialization, and Profitability
A Theory of Proxy Advice when Investors Have Social Goals
Investor Confidence and Portfolio Dynamics
Credit Allocation and Macroeconomic Fluctuations
Intermediary Financing without Commitment
Optimism in the Executive Team: Corporate Asset Transactions and Stock Performance
Comparative Ambiguity Aversion for Smooth Utility Functions
Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
Financial Cycles with Heterogeneous Intermediaries
Trading and shareholder democracy
Financing and Resolving Banking Groups (joint with Albert Banal-Estanol and Julian Kolm)
When Shareholders Disagree: Trading after Shareholder Meetings
Are star lawyers also better lawyers?
Bank Intermediation and Consumer Bankruptcy
Gender diversity in corporate boards: Evidence from a natural experiment
Agency Conflicts, Macroeconomic Risk, and Asset Prices
Simulating liquidity stress in the derivatives market
Union Debt Management
Business Groups and the Incorporation of Firm-specific Shocks into Stock Prices
Corporate Governance and the CAPM: Some Theory and Evidence
Off-Market Block Trades, Transparency and Information Efficiency: New Evidence from Futures Markets
Competition, No-Arbitrage, and Systematic Risk
Impact Investing
Patenting in an Entrepreneurial Region during the Great Depression: The Case of Cleveland, Ohio
Financial Restructuring and Resolution of Banks
Crisis, contagion and containment policies in financial networks : A dynamic approach
Competition and Voting Premium
CEO Option Compensation Can Be a Bad Option: Evidence from Product Market Relationships
Dynamic Bank Capital Regulation in Equilibrium
Angels, Entrepreneurship, and Employment Dynamics: Evidence from Investor Accreditation Rules
The Dark Side of Circuit Breakers
Dynamic Liquidity-Based Security Design
Short-Sales Constraints and Aftermarket IPO Pricing
Short-Selling Restrictions and Returns: a Natural Experiment
The Digital Revolution and the State
An experimental analysis of the effect of Quantitative Easing
INFORMATIVE SOCIAL INTERACTIONS
Expected Returns and Risk in the Stock Market
Do CEOs Affect Employees' Political Choices?
Firebreaks and Risk-Shifting in Financial Networks
Misreporting and Feedback Effect
Macro Risks and the Term Structure of Interest Rates
“Learning Through Crowdfunding”
Sequential Credit Markets
Product Market Competition and Option Prices
Contagion in the CDS Market
Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability
Harnessing the Wisdom of Crowds
The Dynamics of Investment, Payout and Debt
Safe-Haven CDS Premiums
Going Negative: The Legal, Institutional, and Political Case for Negative Interest Rates at the U.S. Federal Reserve
The Real Effect of Financial Innovation: Evidence from Credit Default Swaps Trading and Corporate Innovation
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
Risk Management—the Revealing Hand
A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data
Innovation, Social Connections, and the Boundary of the Firm
Incompatible European Partners? Cultural Predisposition and Household Financial Behaviour
Are Serial Acquirers Born or Made
Central Bank Collateral Frameworks
Why Do Institutions Delay Reporting Their Shareholdings? Evidence from Form 13F
Noisy Rational Bubbles
Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios
Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market
Ad-hoc Seminar: Commodities as Collateral
Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust
On the Long Run Volatility of Stocks
Mind the Gap: The Difference between US and European Loan Rates
Financially Constrained Arbitrage and Cross-Market Contagion
Precautionary Saving and Aggregate Demand
Credit Ratings and Structured Finance
The Excessive Creation of Sequel Firms
Randomized Strategies and Prospect Theory in a Dynamic Context
Robust vs realistic: interpolating between model-specific and model-free settings for pricing and hedging
The Economic Impact of a Bank Oligopoly: Britain at the Turn of the 20th Century
Comparative Advantage and Specialization in Bank Lending
Misspecified Recovery
Venture Capital, Patents and Innovation
Testing the Returns from Black-Box Hedge Fund
Structural liquidity: Time coordination of economic activities and sectoral interdependence
CF Weekly Workshop - by Ranadeva Jasasekera - 'A general theory of the firm'
CF Weekly Workshop - by Mike Joyce, Bank of England - Quantitative easing in the UK: evidence from financial markets on QE1 and QE2
CF Weekly Workshop - by Xuan Tam - Bankruptcy and Delinquency in a Model of Unsecured Debt
CF Weekly Workshop - by Professor Alexander Lipton - Asymptotics for Exponential Lévy Processes and their Volatility Smile: Survey and New Results
Conceptualising EU/IMF Financial Assistance Negotiation in Latvia
The Incentives of Performance Fees, High-Water Marks and Personal Stakes
Did inflation targeting make a difference during the financial crisis?
'Towards a new institutional analysis of London's insurance market'
The Financing and Re-financing of the War of the Spanish Succession, and then Re-Financing the South Sea Company
The Impact of Jumps and Thin Trading on Realsied Hedge Ratios
How Does A Firm’s Default Risk Affect Its Expected
Capital in the Business Cycle: Renting versus Ownership
tbc
Understanding the Global Imbalance from the Perspective of Outsourcing Activities to China
What Death Can Tell: Are Executives Paid for Their Contributions to Firm Value?
Likelihood Inference in Non-Linear Term Structure Models: The Importance of the Zero Lower Bound
Risk-Based Pricing and Default in Subprime Credit Card Markets
Coherent global market simulations for counterparty credit portfolios
Dr Hector Calvo Pardo (University of Southampton)
Trading to stops
Roundheads versus Cavaliers: Assessing the Impact of Quantitative Easing
What determines government spending multipliers?
Optimal hedging of variance derivatives
On the Forecasting Performance of Macroeconomic Fundamentals on Exchange Rate Movements
From Keynesian consensus to 'sado-monetarism': UK monetary policy from devaluation to Mrs Thatcher
Rethinking the dynamics of financial networks
Roundheads versus Cavaliers: Assessing the Impact of Quantitative Easing (working title)
The valuation of very long term liabilities (provisional title)
Asset price bubbles and econometrics
Explaining External Asset Allocation: A Multi-Country Model with Preference Heterogeneity
Understanding the shape of the new institutional architecture of EU financial market supervision
Computer Simulation of the Financial Markets
The 2008-2009 crisis in historical perspective: international cooperation and the emergence of the G20
Feedback Trading and the Optimal Choice of Price Impact (provisional title)Entrant for the CF Best Student Paper Award 2009-2010
Title to be confirmedEntrant for the CF Best Student Paper Award 2009-2010
Expectations of Inflation, Monetary Policy & the Term Structure of Interest RatesPLEASE NOTE: This is a different venue to usual.
The Stimulus Effect of the VAT cut - an early assessment
Incidence Analysis of the Restoration and Hanoverian Excise: Assessing Contemporary Claims for Back Shifting, Forward Shifting and Substitution Effects
Title to be confirmed
“On the Epidemic of Financial Crises” (tbc)
A Four-moment Portfolio Strategy for Emerging Equity Markets
“Intermediation in Financial Networks” (tbc)
Measurement in Accounts: Fair Value and the Credit Crunch
Diverse Beliefs in a Simple Economy
Herd Induced by Uninformed Traders in Efficient Financial Markets
Inside and Outside Liquidity.
Optimal Asset Allocation with Factor Models for Large Portfolios
Modelling and Predicting the Time-varying Volatility Risk Premium: a Bayesian Non-Gaussian State Space Approach
CEO Turnover, Firm Performance, and Ownership Structure
A Structural Model of Portfolio Default Risk with Stochastic Time
An Optimal Selling Strategy Based on Predicting the Ultimate Maximum Price
Please see above for contact details for this list. |
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Prof. Russell Lundholm (University of British Columbia).
Thursday 13 June 2024, 13:00-14:00