Fall 2002
Last Updated: April 1, 2003
The seminars are scheduled every Thursday from 4:10-5:40 pm in Room C220 Cheit Hall (unless otherwise indicated). These seminars are free and are open to the public.
September 5 Thursday
Joseph Chen (University of Southern California)
Does Fund Size Erode Performance? Liquidity, Organizational Diseconomies and Active Money Management (with Harrison Hong, Ming Huang, and Jeffrey Kubik) (pdf file)
September 12 Thursday
Rohit Rahi (London School of Economics, visiting at UC Berkeley)
Financial Innovation in Segmented Markets (with Jean-Pierre Zigrand) (pdf file)
September 19 Thursday
Pietro Veronesi (University of Chicago)
The Time Series of the Cross Section of Asset Prices (with Lior Menzly and Tano Santos) (pdf file)
September 26 Thursday
Pierre Collin-Dufresne (Carnegie Mellon University)
Are Jumps in Corporate Bond Yields Priced? Modeling Contagion via the Updating of Beliefs (with Robert Goldstein and Jean Helwege) (pdf file)
October 3 Thursday
Franklin Allen (University of Pennsylvania)
Financial Fragility (with Douglas Gale) (pdf file)
October 10 Thursday
Andrew Lim (UC Berkeley, Department of Industrial Engineering & Operations Research)
Dynamic Mean-Variance Portfolio Selection with Random Parameters (pdf file)
October 17 Thursday
Charles Jones (Columbia University)
Shorting Restrictions, Liquidity, and Returns (pdf file) and a background paper: Short-Sale Constraints and Stock Returns (with Owen Lamont) (pdf file)
October 24 Thursday
Erwan Morellec (University of Rochester)
Irreversible Investment with Regime Shifts (with Xin Guo and Jianjun Miao) (pdf file)
October 31 Thursday
No Seminar — BPF
November 7 Thursday
Sendhil Mullainathan (MIT)
Thinking Through Categories (pdf file)
November 14 Thursday
Joint Stanford-Berkeley Seminar at Stanford
2:30-5:30 PM, Littlefield Management Center,
Room 107 (ground floor)2:30-3:50 PM: Terry Odean (Berkeley)
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (with Brad Barber) (pdf file)
Discussant: Ming Huang (Stanford)3:50-4:10 PM: Break
4:10-5:30 PM: Peter DeMarzo (Stanford)
Bidding with Securities: Auctions and Security Design (with Ilan Kremer and Andrzej Skrzypacz) (pdf file)
Discussant: John Morgan (Berkeley)
November 21 Thursday
Rob Stambaugh (University of Pennsylvania)
Inference about Survivors (pdf file)
November 28 Thursday
No Seminar — Thanksgiving Holiday
December 5 Thursday
David Scharfstein (MIT)
Entrepreneurial Spawning: Public Corporations and the Genesis of New Ventures, 1986-1999 (with Paul Gompers and Josh Lerner) (pdf file)
December 6 Friday 12:30-2:00 pm
Ashwin Alankar, UC Berkeley
Efficient Estimation of Dynamic Latent Type Pricing Models via True Quasi-Maximum Likelihood Filtering (Room C325)
December 12 Thursday 4:10-5:40 pm
Charles Chang, UC Berkeley
Information Footholds: Expatriate Analysis in an Emerging Market (Room C325)
December 13 Friday 12:30-2:00 pm
Robert Novy-Marx, UC Berkeley
An Equilibrium Model of Investment Under Uncertainty (Room C325)
December 19 Thursday; new time: 3:00-4:30 pm
Dirk Hackbarth, UC Berkeley
Determinants of Corporate Borrowing: A Behavioral Perspective (Room C220)
For more information about the Finance Seminars, please contact June Wong, faculty assistant, at (510)642-1499 or e-mail her: [email protected].
Faculty Coordinator, Fall Seminars: Professor Mark Seasholes
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