Fall 2011

Last Updated: November 30, 2011

The seminars are scheduled every Thursday from 11:10 am-12:30 pm in room C210 Cheit Hall (except for November 10). These seminars are free and are open to the public.

Faculty Coordinator, Fall Seminars: Professor Marcus Opp

August 25 Thursday

Introductory Session

September 1 Thursday

Kelly Shue (University of Chicago)
Executive Networks and Firm Policies: Evidence from the Random Assignment of MBA Peers (pdf file)
Pre-seminar faculty member: Ulrike Malmendier

September 8 Thursday

Nicholas Barberis (Yale University)
Testing Theories of Investor Behavior Using Neural Data (with Peter Bossaerts, Colin Camerer, Cary Frydman, and Antonio Rangel, California Institute of Technology) (pdf file)
Pre-seminar faculty member: Terrance Odean

September 15 Thursday

Pietro Veronesi (University of Chicago)
Political Uncertainty and the Risk Premia (with Lubos Pastor, University of Chicago) (pdf file)
Pre-seminar faculty member: Richard Stanton

September 22 Thursday

Hanno Lustig (University of California, Los Angeles)
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees (with Bryan Kelly, University of Chicago; and Stijn Van Nieuwerburgh, New York University) (pdf file)
Pre-seminar faculty member: Willie Fuchs

September 29 Thursday

Bruno Strulovici (Northwestern University)
Renegotiation-Proof Contracts with Moral Hazard and Persistent Private Information (pdf file)
Pre-seminar faculty member: Brett Green

October 6 Thursday

Ricardo Lagos (New York University)
Trade Dynamics in the Market for Federal Funds (with Gara Afonso, Federal Reserve Bank of New York) (paper link)
Pre-seminar faculty member: Nicolae Gârleanu

October 13 Thursday

Antoinette Schoar (Massachusetts Institute of Technology)
Credit Supply and House Prices: Evidence from Mortgage Market Segmentation (with Manuel Adelino, Dartmouth College; and Felipe Severino, Massachusetts Institute of Technology) (pdf file)
Pre-seminar faculty member: Atif Mian

October 20 Thursday

Douglas Diamond (University of Chicago)
Illiquid Banks, Financial Stability, and Interest Rate Policy (with Raghuram Rajan, University of Chicago) (pdf file)
Pre-seminar faculty member: Jim Wilcox

October 27 Thursday

Morten Sorensen (Columbia University)
Estimating Loan-to-Value and Foreclosure Behavior (with Arthur Korteweg, Stanford University) (pdf file)
Pre-seminar faculty member: Dwight Jaffee

November 3 Thursday

Elu Von Thadden (University of Mannheim)
Repo Runs (with Antoine Martin and David Skeie, Federal Reserve Bank of New York) (pdf file)
Pre-seminar faculty member: Marcus Opp

November 10 Thursday

Joint Berkeley-Stanford Seminar (2:00-5:20 pm)
Stanford Graduate School of Business, Knight Management Center, Class of 1968 Building, Room C106

2:00-3:00 pm Stefan Nagel , Stanford, Sizing Up Repo (with Arvind Krishnamurthy, Northwestern University; and Dmitry Orlov, Stanford University) (pdf file)

3:00-3:15 pm Discussion: Atif Mian, Berkeley

3:15-3:30 pm Floor Discussion

3:30-3:50 pm Break

3:50-4:50 pm Terry Hendershott, Berkeley, Are Institutions Informed About News? (with Dmitry Livdan, UC Berkeley; and Norman Schürhoff, University of Lausanne) (pdf file)

4:50-5:05 pm Discussion: Jonathan Berk, Stanford

5:05-5:20 pm Floor Discussion

November 17 Thursday

Annette Vissing-Jorgensen (Northwestern University)
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (with Arvind Krishnamurthy, Northwestern University) (pdf file)
Pre-seminar faculty member: Martin Lettau

November 24 Thursday

No Seminar – Thanksgiving

December 1 Thursday

Adriano Rampini (Duke University)
Dynamic Risk Management (with Amir Sufi, University of Chicago; and S. Viswanathan, Duke University) (paper link)
Pre-seminar faculty member: Christine Parlour

December 8 Thursday

Martijn Cremers (Yale University)
Thirty Years of Shareholder Rights and Firm Valuation (with Allen Ferrell, Harvard Law School) (pdf file)
Pre-seminar faculty member: Dmitry Livdan

For more information about the Finance Seminars, please contact June Wong, faculty assistant, at (510)642-1499 or e-mail her: june@haas.berkeley.edu