Past Finance Bag Lunch Series

Copies of the past papers may be available at the Finance Department, Room 401 Jacobs Center.

Fall 2013

DatePresenterPaper Title
September 24 Mara Faccio “CEO Gender, Corporate Risk-Taking, and the Efficiency of Capital Allocation”
October 1 Ahmad Peivandi "Participation and unbiased pricing in CDS settlement mechanisms"
October 8 Andrea Yinjia Lu

"Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk in U.S."

October 15 Dimitris Papanikolaou "Adverse Selection, Slow Moving Capital and Misallocation''
October 22 Zhuo Chen “Limited Market Access and Funding Liquidity”
October 29 Brian Melzer "Unemployment Insurance and Consumer Credit "
November 5 Jose Liberti “Information, Credit and Organization”
November 12 Anna Cieslak "Information in the term structure of yield curve volatility"
November 19 Ben Iverson “Can Gambling Increase Savings? Empirical Evidence on Prize-linked Savings Accounts” 
December 03 Efraim Benmelech "The Agglomeration of Bankruptcy"
December 10 Brian Weller "Fast and Slow Liquidity"

Winter/Spring 2013

DatePresenterPaper Title
March 7 Tatjana Puhan "Macroeconomic Risk and Financing Asset Sales" (PDF)
April 11 Vyacheslav (Slava) Fos
April 17 Daniel Wolfenzon

'Evaluating the Impact of the Boss: Evidence from CEO Hospitalization Events"

April 25 Zhinguo He Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle (PDF)
May 5 Erasmo Giambona
May 16 Zhuo Chen & Andrea Lu "Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets"
June 6 Kanis Saengchote "Disparity in Mortgage Recourse Status and the Refinancing Rush"
June 13 Zhuo Chen
June 20 Ahmad Peivandi

Fall 2012

DatePresenterPaper Title
September 9 Xueping Wu "Growth Uncertainty and th Persistence of Investment and Financial Policy"
October 2 Thomas Mosk
October 8 Vishal Mangla

October 9 Camelia Kuhnen
October 15 Soohun Kim "Asset Prices in an Economy where Volatility comes with the Intensity of Rare Disaster"
October 18 Erik Loualiche "Asset Pricing with Entry and Imperfect Compeition"
October 19 Snehal Banerjee 'Trading in Derivatives when the Underlying is Scarce" (with Jeremy Graveline)
October 25 Tomasz Piskorski
October 30 Kanis Saengchote "Soft Information in the Subprime Mortgage Market"
November 1 Tatjana-Xenia Puhan "The Information Content of Option Demand" (with Kerstin Kehrle)
November 2 Nicola Fusari
November 6 Luis Bryce  "Economic Policy and the Financing of Innovation."
November 9 Nicola Fusari
November 29 Torben Andersen "A Status Update on VPIN" (with Oleg Bondarenko)
November 30 Soohun Kim
December 4 Snehal Banerjee
December 6 Dylan Minor "Pay for Performance: Environmental Disasters and Accounting Scandals"
December 10 Chang Lee
December 11 Taejin Kim
December 13 Tyler Muir

Winter/Spring 2012

DatePresenterPaper Title
March 7 Arvind Krishnamurthy "A Macroeconomic Framework for Quantifying Systemic Risk"
March 8  In Gu Khang "Heterogeneous Beliefs and Speculative Investments: Evidence from Household Finance"
March 29 Taejin Kim and Vishal Mangla

"Fire Sale Externality with Uncertain Number of Investors"

April 12 Sam Eddins "The Role of Tax Arbitrage in the Financial Crisis"
April 26 Jason Chen "What does the value premium tell us about the term structures of equity returns?" (PDF)
May 3 Jean-Pierre Landau "Euro-area Crisis"
May 10 Amil Dasgupta "The Wall Street Walk when Blockholders Compete for Flows" (PDF)
May 15 Dimitris Papnikolaou
May 17 Tyler Muir    
May 24 Zhou Chen and Andrea Lu "International Political Instability and Asset Pricing"
May 25 Chang Joo Lee "Two Tress and Two Fruits"
May 31 Soohun Kim "Modeling Dynamic Term Structure of Equity
June 4 Zhou Chen and Andrea Lu "Carbon Dioxide Emissions and Asset Pricing"
June 6 Sergio Rebelo "Understanding the Equity-Premium Puzzle and the Correctly Puzzle"
June 7 Vanitha Ragunathan