Previous seminars
| 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 |
2012
Semester One
15-Mar - Keynotes: Kenneth French, Mark Grinblatt, Toby Moskowitz & Sheridan Titman - Department of Finance, The University of Melbourne
Finance Down Under 2012: Building on the Best from the Cellars of Finance
30-Mar - Professor Antonio Bernardo - UCLA
A Model of Optimal Corporate Bailouts
20-Apr - Associate Professor Ro Gutierrez - University of Oregon
The Aggregate Information in Unexpected Media Coverage of Firms' Earnings
27-Apr - Nicholas Hirschey - The University of Texas at Austin
Do High-Frequency Traders Anticipate Buying and Selling Pressure?
04-May - Assistant Professor Darwin Choi - HKUST
The Role of Surprise: Understanding Over- and Underreactions Using In-Play Soccer Betting
11-May - Assistant Professor Breno Schmidt - Emory
Co-Insurance in Mutual Fund Families
18-May - Ben Marshall - Massey University
State-Switching Return Predictability
25-May - Associate Professor David Chapman - Boston College
The Consumption and Portfolio Choice Implications of Alternative Social Security Policy Changes
01-Jun - Associate Professor Vladimir Atanasov - William & Mary
Diving into the Deep vs. Shallow Ends of Mortgage-Backed Securities Pools
2011
Semester Two
29-Jul - Associate Professor Micah Officer - Loyola Marymount University
Directors' and officers' liability insurance and the cost of debt
01-Aug - Professor David Laibson - Harvard University
Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
05-Aug - Assistant Professor Patrick Kelly - New Economic School in Moscow
How Important are the Financial Media in Global Markets?
19-Aug - Dr Chunhua Lan - UNSW
The Economic Value of Exploiting Time-Varying Return Moments
26-Aug - Associate Professor Eli Fich - Drexel University
Merger bonuses, synergies, and target shareholder wealth
09-Sep - Professor Robert Korajczyk - Northwestern University
A Synthesis of Two Factor Estimation Methods
16-Sep - Professor Ronald Masulis - UNSW
Effects of Local Director Markets on Corporate Boards
04-Oct - Assistant Professor Shimon Kogan - The University of Texas at Austin
Trading Complex Assets
07-Oct - Jennifer Juergens - Le Bow College of Business Drexel University
Do CEO Incentives Impact Mergers?
14-Oct - Sudipto Bhattacharya - London School of Economics
Securitized Lending, Adverse Selection, and Financial Crisis: New Perspectives for Regulation
21-Oct - Assistant Professor Pedro Matos - University of Virginia
The Mutual Fund Industry Worldwide: Explicit and Closet Indexing, Fees, and Performance
28-Oct - Assistant Professor Federico Nardari - University of Houston
Dividend Smoothing and Stock Price Movements
04-Nov - Professor Zoran Ivkovich - Michigan State University
Attitudes Toward Government as Determinants of Intertemporal Choice
09-Dec - Professor B. Espen Eckbo - Tuck School of Business at Dartmouth
Merger negotiations with stock market feedback
Semester One
10-Mar - Keynote Speakers: Peter Bossaerts, Steve Ross & Jeff Pontiff - Department of Finance, The University of Melbourne
Finance Down Under 2011: Building on the Best from the Cellars of Finance
25-Mar - Assistant Professor Elena Asparouhova - The University of Utah
Market Bubbles and Crashes as an Expression of Tension between Social and Individual Rationality: Experiments
12-Apr - Professor Josef Zechner - Vienna University of Economics and Business
Leverage Dynamics over the Business Cycle
19-Apr - Professor Alexander Michaelides - University of Cyprus
Quantifying the Distortionary Fiscal Cost of ‘The Bailout’
06-May - Dr Elise Payzan - Australian School of Business, UNSW
Learning To Choose The Right Investment In An Unstable World: Experimental Evidence
13-May - Assistant Professor Irina Stefanescu - Kelley School of Business, Indiana University
On the Anticipation of Conflicts of Interest in Analyst Research
20-May - Associate Professor Andres Almazan - McCombs School of Business, The University of Texas at Austin
Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting
27-May - Assistant Professor Richard Lowery - McCombs School of Business, The University of Texas at Austin
The Pricing of IPO Services and Issues: Theory and Estimation
03-Jun - Assistant Professor Stephen Dimmock - Nanyang Technological University
Ambiguity Attitudes and Portfolio Choice: Evidence from a Large Representative Survey
10-Jun - Assistant Professor Yael Hochberg - Kellogg School of Management, Northwestern University
Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments
2010
Semester Two
02-Aug - Professor David Yermack - Stern School of Business NYU
The Michelle Markup: The First Lady’s Impact on Stock Prices of Fashion Companies
13-Aug - Jacquelyn Humphrey - ANU
The Independent Effects of Environmental, Social and Governance Initiatives on the Performance of UK Firms
20-Aug - Professor Anthony B. Sanders - George Mason University
CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities
03-Sep - Dr Katrina Ellis - APRA Australian Prudential Regulation Authority
Board Independence, Board Connections and US Government Troubled-Asset Relief Program (TARP) Funding for Banks
10-Sep - Assistant Professor Anna Scherbina - University of California, Davis
Real Estate Prices During the Roaring Twenties
17-Sep - Russell Jame - School of Banking and Finance, UNSW
Company Name Fluency, Investor Recognition, and Firm Value
08-Oct - Associate Professor Yiming Qian - University of Iowa
Firm Efficiency, Acquisition Wealth Effects and Target CEO Retention
15-Oct - Associate Professor Michael Gallmeyer - University of Virginia
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses
19-Oct - Professor Stephen J. Brown - Stern School of Business NYU
The Impact of Mandatory Hedge Fund Portfolio Disclosure
22-Oct - Associate Professor Masahiro Watanabe - University of Alberta
Product Market Competition and Equity Returns
29-Oct - Associate Professor Nicolae Garleanu - University of California, Berkeley
Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
01-Nov - Associate Professor Russ Wermers - University of Maryland
The Predictability of European Mutual Fund Performance
10-Dec - Assistant Professor Lyndon Moore - The University of Montreal
Mergers and Acquisitions in British Banking: Forty Years of Evidence from 1885 until 1925
Semester One
15-Jan - Prof Dietmar Grichnik - WHU Otto Beisheim School of Management
Financial decision-making in family firms and SMEs
05-Mar - Professor Stuart Gabriel - UCLA
Housing Risk and Return: Evidence from a housing Asset-Pricing Model
12-Mar - Professor Craig Lewis - Vanderbilt Owen Graduate School of Management
Firm-Specific Estimates of the Ex Ante Bankruptcy Discount
19-Mar - Professor Peter MacKay - Hong Kong University of Science and Technology
Corporate Risk Management: The Hedging Footprint
25-Mar - LeRoy, O'Hara, Stapleton and others - The University of Melbourne
Finance Down Under Conference
26-Mar - Professor Stephen LeRoy - UC Santa Barbara
Infinite Portfolio Strategies
16-Apr - Professor Philip Stork - Massey University NZ
Contagion Risk in the Australian Banking and Property Sectors
23-Apr - Professor Paul Irvine - University of Georgia GA
Market Crashes and Institutional Trading
30-Apr - Dr Susan Thorp - University of Technology Sydney
Retirement investor risk tolerance in tranquil and crisis periods: Experimental survey evidence
07-May - Dr Wai-Man (Raymond) Liu - Australian National University
The Impact of Strategic Trading during Trading Halt
14-May - Associate Professor Wei-Lin Liu - Nanyang Technological University, Singapore
Strategic Disclosure, Delegated Portfolio Management and Short-Sale Risk
21-May - Professor Chew Soo Hong - National University of Singapore
Modeling Decision Making under Risk using Neurochemistry
28-May - Professor Gregory Udell - Indiana University
Cross-Border Banking and the International Transmission of Financial Distress during the Crisis of 2007-2008
04-Jun - Neal Galpin - Texas A & M
Can Shareholder-Creditor Conflicts Explain Weak Governance?: Evidence from the Value of Cash Holdings
16-Jun - The Society for Financial Econometrics (SoFiE) - University of Melbourne, Departments of Finance & Economics
Third Annual Society for Financial Econometrics (Asia) Conference
02-Jul - Professor Yongheng Deng - National University of Singapore
Asymmetric Information, Adverse Selection and the Pricing of CMBS
2009
Semester Two
23-Jul - J. Spencer Martin - Carnegie Mellon
A Unique View of Hedge Fund Derivatives Usage: Safeguard or Speculation?
31-Jul - Renee Adams - University of Queensland
Asking Directors about their Dual Roles
07-Aug - Simon Benninga - Tel Aviv University and Wharton
Non-marketability and the value of employee stock compensation
14-Aug - Jianfeng Shen - UNSW
Information Markets, Analysts, and Comovement in Stock Returns
18-Aug - Massimo Guidolin - Manchester Business School and Federal Reserve Bank of St. Louis
Regime Shifts in Empirical Pricing Kernels: A Mixture CAPM
21-Aug - Mark Seasholes - HKUST
Market Predictability and Non-Informational Trading
25-Aug - Stuart Hyde - Manchester Business School
Determining the Intensity of Buy and Sell limit Order Submissions: A look at the Market Preopening Period
28-Aug - Garry Twite - ANU
Determinants of Dividend Policy in Chinese Firms: Cash versus Stock Dividends
04-Sep - Marcin Kacperczyk - New York University
Attention Allocation Over the Business Cycle: Evidence from the Mutual Fund Industry
11-Sep - Joseph Chen - UC Davis
The Cross-Section of Foreign Exchange Return
18-Sep - Ning Gong - UNSW
Trade-off Theory of Capital Structure: The Case of Non-linearity
09-Oct - Kerstin Preuschoff - University of Zurich
Evaluating risks and benefits - a neural perspective
16-Oct - Kasper Meisner Nielsen - Chinese University of Hong Kong
Why Do People Shy Away from the Stock Market
23-Oct - Yacine Ait-Sahalia - Princeton University
Optimal Portfolio Choice and Inference when Asset Returns are Self-Exciting
30-Oct - Jacob Sagi - Vanderbilt University
Information Content of Public Firm Disclosures and the Sarbanes-Oxley Act
13-Nov - George LB Wong - The Hong Kong Polytechnic University
Cash Flows, Equity Valuation, and Corporate Policies
24-Nov - Mitchell Warachka - Sinagpore Management University
TBA
27-Nov - Stephen J. Brown - NYU Stern School of Business
Trust and Delegation
Semester One
27-Feb - Prof Zvi Weiner - Hebrew University
Credit Risk Spreads in Local & Foreign Currencies
06-Mar - Prof Josef Zechner - Vienna University of Economics & Business Administration
Liquidity & Feasible Debt Relief
10-Mar - Prof Sudipto Dasgupta - Hong Kong University of Science and Technology
The Determinants and Real Impact of Debt Reclassifications*
13-Mar - Prof Laura Starks - University of Texas
Behind the Scenes:The Corporate Governance Preferences of Institutional Investors
20-Mar - Prof Marti Subrahmanyam - New York University
The Structure & Formation of Business Groups: Evidence from Korea Chaebols
27-Mar - Prof David Yermack - New York University
Is a Higher Calling Enough? Incentive Compensation in the Church
03-Apr - Prof Richard Stapleton - University of Manchester
Background Risk & Optimal Trading of Contingent Claims
07-Apr - Melbourne Derivatives Research Group -
Fifth Melbourne Derivatives Research Group Conference
24-Apr - Prof Louis Ederington - University of Oklahoma
Determinants of Aggregate Stock Mutual Fund Flows
01-May - Assoc Prof Nicolae Garleanu - University of California, Berkley
The Demographics of Innovation and Asset Returns
08-May - Prof Qianqui Liu - University of Hawaii
Extreme Downside Risk & Expected Stock Returns
15-May - Prof Ron Giammarino - University of British Columbia
Leaders, Followers and Risk Dynamics in Industry Equilibrium
22-May - Professor Efraim Benmelech - Harvard University
Negotiating with Labor under Financial Distress
29-May - Prof Ben Jacobsen - Massey University
Return Predicitability Revisited
2008
Semester Two
01-Aug - Dr Stephen Sault - Australian National University
Exploring the Impact of Electronic Message Board Takerover Rumours on the US Equity Market
08-Aug - Professor Ernst Maug - Mannheim University
How do executives exercise stock options?
15-Aug - Professor Michael Schill - University of Virginia
What explains the asset growth effect in stock returns?”
22-Aug - Professor Tano Santos - Columbia University
Inside and Outside Liquidity
29-Aug - Professor Lauren Cohen - Harvard Business School
Hiring Cheerleaders: Board Appointments of
05-Sep - Dr Jonathan Reeves - University of New South Wales
Monthly Forecasts of Systematic Risk: An Evaluation
12-Sep - Dr Daniel Smith - Queensland University of Technology
Risk and Return in Stochastic Volatility Models: Volatility Feedback Matters!
19-Sep - Professor Zvi Wiener - Hebrew University of Jerusalem
Credit Risk Spreads in Local and Foreign Currencies
03-Oct - Professor Markus Leippold - Imperial College
Asset Pricing with Matrix- Valued Jump Diffusions
10-Oct - Professor David Allen - Edith Cowan University
Limit Order Trading and Information Asymmetry: Empirical Evidence about the Evolution of Liquidity on an Order Driven Market
17-Oct - Dr George Wong - Hong Kong Polytechnic University
Financial Constraints, Mispricing and Corporate Investments
24-Oct - Dr Phong Ngo - Australian National University
Capital-Risk Decisions and Profitability in Banking: Regulatory versus Economic Capital
31-Oct - Professor Efraim Benmelech - Harvard University
Vintage Capital and Creditor Protection
05-Nov - Raghu Rajan - University of Chicago, Graduate School of Business
The Internal Governance of Firms
14-Nov - Professor Rez Kabir - University of Stirling
Investment- Cash Flow Sensitivity as a Measure of Financing Constraints- an analysis of Indian business group firms
Semester One
07-Feb - Ying Wang - Pennsylvania State University
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings
12-Feb - Gerhard Hambusch - University of Wyoming
Optimal Execution and Timing of Environmental Policy Investments Using a Mean Reverting Jump-Diffusion Process
18-Feb - Vladyslav Kyrychencko - York University
Who Holds Foreign Stocks and Bonds? Characteristics of Active Investors in Foreign Securities
28-Feb - Winnie Qian Peng - HKUST
Women Executives and Corporate Investment: Evidence from the S&P 1500
07-Mar - Simon Benninga - Tel Aviv University
The Uncertainty Premium in an Ambiguous Economy
11-Mar - Avanidhar Subrahmanyam - UCLA
Options Trading Activity and Firm Valuation
14-Mar - Alex Taylor - Manchester Business School
Conditional factor models and return predictability
19-Mar - Melbourne Derivatives Research Group -
Fourth Melbourne Derivatives Research Group Conference
04-Apr - Dick (J.C.) van Dijk - Erasmus School of Economics
Getting the Most Out of Macroeconomic Information for Predicting Stock Returns and Volatility
11-Apr - Bryan MacGregor - The University of Aberdeen
Modelling Office Rents
18-Apr - Charles Trzcinka - Kelly School of Business
Does Organizational Form Matter for Delegated Portfolios? A Comparison of Mutual Funds, Hedge Funds and Institutional Funds Owned by the Same Organization
02-May - Chandrasekhar Krishnamurti - Auckland University of Technology
Can Unexpected Liquidity Changes Explain the Lock-up Expiration Effect in Stock Returns?
09-May - Michael Lemmon - Utah
Employee Stock Options, Financing Constraints, and Real Investment: Theory and Evidence
16-May - Robert Kohn - UNSW
Flexible Multivariate Density Estimation with Marginal Adaptation
23-May - Balasingham Balachandran - Monash
Seasoned Equity Offerings, Quality Signalling, and Private Benefits of Control
30-May - Petko Kalev - Monash
Order Book Slope and Price Volatility
2007
Semester Two
27-Jul - David Feldman - University of New South Wales
Pricing Under Noisy Signalling
03-Aug - Ravi Jagannathan - Northwestern University
Do Hot Hands Exist Among Hedge Fund Managers?
10-Aug - John Gould - University of Western Australia
The Joint Hedging & Leverage Decision
17-Aug - Katrina Ellis - University of California
Pipe investments and growth opportunities
24-Aug - Carole Comerton-Forde - University of New South Wales
Market Maker Revenues and Stock Market Liquidity
31-Aug - Rob Neal - Indiana University
TBA
07-Sep - David Michayluk - University of Technology Sydney
Downward sloping demand curves and liquidity: Evidence from the S&P 500 change to free float
14-Sep - Michael Smith - Melbourne Business School
Bayesian Forecasting of Intraday Electricity Prices using Multivariate Skew-Elliptical Distributions
21-Sep - -
No Seminar
28-Sep - -
No Seminar
05-Oct - Raymond Liu - University of New South Wales
Linking Limit Order Books: Managing Free Options on Options
12-Oct - Robert Kohn - University of New South Wales
TBA
19-Oct - Dilip Madan - University of Maryland
On Measuring the Degree of Market Efficiency
26-Oct - Ed Maberly -
Stock Price Clustering on Option Expiration Dates: Why Market Microstructure Matters
08-Nov - Johnnie Johnson - University of Southampton
Heuristics and biases: A recipe for impending disaster in financial markets?
16-Nov - Mujtaba Mian -
Investor sentiment and stock market response to corporate news
Semester One
02-Mar - Renee Adams - University of Queensland
Gender Diversity in the Boardroom
09-Mar - Richard Stapleton - Manchester University and University of Melbourne
Increases in Background Risk and the Demand for Risky Assets
16-Mar - Marti Subrahmanyam - New York University and University of Melbourne
The Optimal Timing of Inventory Decisions using Options (joint with V. Gaur and S. Seshadri.)
23-Mar - Menachem Brenner - New York University and University of Melbourne
Financial Markets and the Macro Economy (joint with Paolo Pasquariello, and Marti Subrahmanyam)
30-Mar - -
No Seminar - MDRG Conference Thursday 29 March
06-Apr - -
Good Friday
13-Apr - -
Mid-semester break period
20-Apr - David R. Gallagher - University of New South Wales
Excess Returns and Short-Term Institutional Trading (with Peter A. Gardner and Peter L. Swan)
27-Apr - Allaudeen Hameed - National University of Singapore
Stock Market Declines and Liquidity (with Wenjin Kang and S. Viswanathan)
04-May - Ning Gong - Melbourne Business School
Leadership Giving in Charitable Fund-Raising: Matching Gifts or Seed Money? (with Bruce Grundy)
11-May - Robert Bianchi - Queensland University of Technology
Hedge Fund Style Analysis with the Gap Statistic (with Michael E. Drew, Madhu Veeraraghavan and Peter Whelan)
18-May - Zhe (Joe) Zhang - Singapore Management University
Factor funds and the Gains from International Diversification
25-May - Stephen Brown - New York University and University of Melbourne
Lessons from Hedge Fund Registration (with William Goetzman, Bing Liang and Christopher Schwarz )
2006
Semester Two
28-Jul - David Norman - Reserve Bank
A Survey of Housing Equity Withdrawal and Injection in Australia
04-Aug - -
11-Aug - Dr Kathy Walsh - University of Sydney
Asset pricing under alternative investment horizons
18-Aug - Iain Maclachlan - ANZ Bank
An empirical study of corporate bond pricing with unobserved capital structure dynamics.
25-Aug - Dr Harald Scheule - Department of Finance, The University of Melbourne
01-Sep - Dr Karen Benson - University of Queensland
Fund Flow and Return: Evidence from individual funds
08-Sep - Dr Necmi Avkiran - University of Queensland
15-Sep - Profession David Feldman - University of NSW
06-Oct - Dr Jonathan Dark - Monash University
13-Oct - Dr Erik Schlogl - University of Technology Sydney
Gram/Charlier Series A Expansions for Option Pricing
20-Oct - Dr Henry Yip - University of NSW
27-Oct - Professor Glenn Boyle - Victoria University Wellington
24-Nov - Associate Professor Mark Joshi - Actuarial Studies University of Melbourne
Early exercise and Monte Carlo obtaining tight bounds
Semester One
03-Mar - Professor Richard Stapleton - Manchester University
The Black Model and the Pricing of Options on Assets, Futures and Interest Rates
10-Mar - Professor Marco Wilkens - Catholic University of Eichstätt-Ingolstadt
The Sharpe Ratio’s Market Climate Bias – Theoretical and Empirical Evidence from US Equity Mutual Funds
15-Mar - Renee Birgit Adams -
Do Directors Perform for Pay?"
Wed 15th March, 11am Wood Theatre
24-Mar - Dr Daniel Rosch - Regensburg University
Implementation of Basel II: problems and solutions
31-Mar - Mr Stefan Trueck - Queensland University of Technology
Measuring Changes in Migration Matrices and Credit VaR - a new Class of Difference Indices
07-Apr - Dr Alfred Yawson - University of NSW
Post IPO corporate life cycle, takeovers an wealth effects
27-Apr - Professor Steve Huddart - Smeal School of Business Penn State University
Managerial Stock Sales and Earnings Management during the 1990s Stock Market Bubble
[Joint with Accounting Department]
28-Apr - Dr Michael Chng - Monash University
The price formation of close-substitute markets: theory and empirical applications
05-May - Dr Pascal Nguyen - University of NSW
How sensitive are Japanese firms to earnings risk? Evidence from cash holdings
12-May - Geoff Warren - AGSM
Expectations and Asset prices
19-May - Professor Heather Anderson - Australian National University
26-May - Dr Elvis Jarnecic - University of Sydney
Limit Order Book Transparency, Execution Risk and Market Liquidity
2005
Semester Two
29-Jul - Professor Peter Swan - School of Banking & Finance University of NSW
Optimal Portfolio Balancing Under Conventional Preferences and Transaction Costs Explains the Equity Premium Puzzle
05-Aug - Professor Stephen Gray - Business School University of Queensland
The Value of Dividend Imputation Franking Credits
12-Aug - Assistant Professor Katrina Ellis - Graduate School of Management University of California, Davis
Competition in Investment Banking: Proactive, Reactive, or Retaliatory?
19-Aug - Professor Yochanan Shachmurove - City College of the City University of New York
Entrepreneurial Finance: A Thirty-Year Excursion into the Venture Capital Industry
26-Aug - Dr. Ronan Powell - School of Banking and Finance University of NSW
Excess Cash Holdings and Shareholder Value: Australian Evidence
02-Sep - Dr. Krishnan Maheswaran - Department of Finance The University of Melbourne
TBA
09-Sep - Associate Professor Mike Dempsey - Department of Finance Griffith University
Cost of Capital
16-Sep - Associate Professor Garry Twite - Australian Graduate School of Management
Taxes and Dividend Policy under Alternative Tax Regimes
07-Oct - Mr Anthony Rossiter - Reserve Bank of Australia
Property Owners in Australia: A Snapshot
14-Oct - Dr. Max Stevenson
Associate Chair Finance - University of Sydney
TBA
21-Oct - Professor Bruce Grundy - Department of Finance The University of Melbourne
Combining Skill and Capital: Alternate Mechanisms for Achieving an Optimal Fund Size
28-Oct - Mr Syed Akbar Ali - School of Commerce University of Adelaide
Are Investors Ethical Only When They Can Afford It?
Semester One
04-Mar - Professor Richard Stapleton
Professor of Finance - Manchester University
The Libor Market Model: A recombining binomial tree methodology
11-Mar - Professor Marti Subrahmanyam - Stern School of Business
New York University
Intermediation and Value Creation in an Incomplete Market: Implications for Securitization
18-Mar - Professor Menachem Brenner - Henry Kaufman Management Center
New York University
Hedging Volatility Risk
08-Apr - Professor David Feldman - University of NSW
Incomplete Information Equilibria: Separation Theorems and Other Myths.
15-Apr - Dr. John Handley - University of Melbourne
A Capital Asset Pricing Model for an Integrated Tax System
22-Apr - Dr. Graham Bornholt - Griffith University
Extending the CAPM: The reward beta approach
29-Apr - Associate Professor David Gallagher - University of NSW
Stock Selection Ability of Investment Managers Surrounding Earnings Release Dates
06-May - Professor Terry Walter - University of NSW
Investment Manager Skill in Australian Small-Cap Equities
13-May - Professor Jerry Bowman
Professor of Finance - Auckland University
Reverse Leverage Buyouts, Timing and Underpricing
20-May - Mr Jason Hall - Business School, University of Queensland
The Underpricing of Technology IPOs
27-May - Dr Joakim Westerholm - School of Business, University of Sydney
Transparency Generally Beats Opacity: The impact of achitectural features on global equity market performance
2004
Semester Two
30-Jul - Luke Gower - Reserve Bank
The Impact of Rating Changes in Australian Financial Markets
06-Aug - Carole Comerton-Forde - University of Sydney
An Empirical Analysis of Strategic Behavior Models
13-Aug - Adam Clements - Queensland University of Technology
TBA
20-Aug - Luke Bortoli - University of Sydney
Local profitability and trading strategy on floor traded and automated futures markets
27-Aug - Li-Anne Woo - Bond University
Comparing Spread Decomposition Models: A Closer Look at Share Buybacks (Stock Repurchases) in Australia
03-Sep - John Handley - University of Melbourne
The cost of capital of a multinational firm under an imputation tax system
Seminar Time: 11:30am - 12:30pm
10-Sep - Associate Professor Nic Groenewold - University of Western Australia
TBA
17-Sep - Ross Maller - Australian Natiional University
Pricing American options on Levy processes
08-Oct - Carl Chiarella - University of Technology, Sydney
Earnings – Dividends and Information
15-Oct - George Wong - University of Melbourne
TBA
22-Oct - John Lyons - Melbounre Business School
Further evidence on the relation between free cash flows, debt, dividends and audit prices - Joint Seminar with ABIS
29-Oct - John (En Te) Chen - University of Melbourne
TBA
Semester One
05-Mar - Professor Alex Frino - University of Sydney
The Information Content of Trader Identification
12-Mar - Professor Rob Neal, Visitor University of Melbourne - Indiana University
Interest Rates and Credit Spread Dynamics
19-Mar - Professor Michael McAleer - University of Western Australia
Trading Day Effects in Stochastic Volatility and Exponential GARCH Models
24-Mar - Profs. Jan Heide and Irwin Maier Joint seminar with Dept of Management -
Governance Processes In Inter-Firm Relationships: The Effects Of Monitoring On Opportunism
Venue: Downing Conference Centre, Building A, University Square
26-Mar -
-
02-Apr -
Professor Dick Stapleton
-
Optimal Asset Allocation Given Personal, Non-Hedgeable Income and Re-Investment Risks
23-Apr -
Professor Cathy Bonser-Neal, Visitor University of Melbourne
-
Indiana University
Liquidity, Price Impact, and Foreign Trading: Does Identity Really Matter?
30-Apr -
Dr Qi Zeng
-
University of Melbourne
Asset pricing under asymmetric information about distribution of risk aversion
07-May -
Jerry Parwada
-
University of New South Wales
Stock Market Effects of Pension Plan Investment Management Mandates
14-May -
Dr Xin (Simba) Chang
-
University of Melbourne
Analyst Coverage and Capital Structure Decisions
20-May -
Capital Markets Research Symposium
-
Joint with ABIS – venue and time TBA
21-May -
Tariq Haque, PhD Student, University of Melbourne
-
TBA – Confirmation Seminar
28-May -
David Gallagher
-
University of New South Wales
Portfolio Concentration and Investment Manager Performance
2003
Semester Two
08-Aug - Dr Olan Henry - The University of Melbourne, Department of Economics
The Impact of Short Selling in the Price-Volume Relationship: Evidence from Hong Kong
15-Aug - Chris Deeley - Charles Sturt University
TBA
22-Aug - Dr David Gallagher - University of New South Wales
Daily Trading Behaviour and the Performance of Investment Managers
29-Aug - Professor Kevin Davis - University of Melbourne, Department of Finance
TBA
05-Sep - Mr Julian Yeo - University of Melbourne, Department of Accounting and BIS
Simultaneous estimation of the implied values of franked (tax-free) dividends, required rates of return and growth rates using a modified residual income valuation model
12-Sep - Professor Paul Kofman - University of Melbourne, Department of Finance
TBA
19-Sep - Professor Terry Walter - University of New South Wales
IPO Flipping in Australia: Cross-Sectional Explanations
26-Sep - Associate Professor Raymond da Silva Rosa - University of Western Australia
TBA
03-Oct - Mr Kim Loong Choo - PhD Confirmation
TBA
10-Oct - Associate Professor Jarl Karllberg - New York University, Stern School of Business
TBA
17-Oct - Professor Stephen Brown - New York University, Stern School of Business
Fees on Fees in Funds of Funds
24-Oct - Dr Francis In - Monash University, Accounting and Finance
TBA
31-Oct - Dr Richard Heaney - Australian National University, School of Finance & Applied Statistics
TBA
11-Nov - Jack Smith -
This is the topic
Semester One
05-Mar - Professor Eliezer Z. Prisman - Schulich School of Business, York University, Canada
Arbitrage Violations and Implied Valuations: The Option Market
07-Mar - Professor Pat Hendershott - Visitor, University of Melbourne
Explaining UK Office and Retail Capitalisation Rates Using an Error Correction Model
17-Mar - Professor Richard Stapleton - Visitor, University of Melbourne
Psuedo-Risk-Neutral Valuation Relationships and the Valuation of Options
21-Mar - Professor Edward Dyl - University of Arizona
Tender Offer Premiums and Stock Price Elasticity
28-Mar - Professor Richard Pettway - University of Missouri
TBA
11-Apr - Dr Graeme Camp - University of Auckland
The Relationship between Ownership Retention and Underpricing
09-May - Associate Professor Philip Gray - University of Queensland
TBA
30-May - Dr Howard Chan - Monash University
TBA
2002
Semester Two
25-Jul - Mr Krishnan Maheswaran - The University of Melbourne
The Reaction of Household Consumption to Predictable Chances in Social Security Benefits: Evidence from the Consumer Expenditure Survey
26-Jul - Michael Chng - PhD Student, University of Melbourne
Contribution to Price Discovery by Orders and Trades: Implications for Market Design
16-Aug - Dr Richard Heaney - Australian National University
Shareholder Diversification and the Value of Control
30-Aug - Professor Rabbee Tourky - Department of Economics, University of Melbourne
Incentive compatible replication of contingent claims
06-Sep - Professor Robert Faff - Monash University
An investigation into the role of liquidity in asset pricing: Australian evidence
20-Sep - Dr Stephen Gray - University of Queensland
How to Fix a One-Day International Cricket Match
27-Sep - Professor Ian Sharpe - University of New South Wales
Underwriter Spreads on Eurobond Issues of US Firms
04-Oct - Dr Gary Twite - Australian Graduate School of Management
An International Comparison of Capital Structure and Debt Maturity
09-Oct - Peter Pham - Monash University
The impacts of trading restriction on the performance of newly listed
11-Oct - Mr Chang Joo & Associate Professor Kim Sawyer - PhD Student, University of Melbourne
Value Portfolio Theory
18-Oct - Professor Carl Chiarella - University of Technology, Sydney
On the estimation of the heath-jarrow-morton model under a class of jump-diffusion processes
01-Nov - Dr Barry Oliver - Australian National University
Practices and Attitudes to Derivative Use in Australian Commonwealth Organisations
15-Nov - Dr Greg MacKinnon - Saint Mary's University and University of Auckland
Noise and Information in Stock Price Changes: Evidence from Real Estate Investment Trusts
Semester One
25-Jan - George Wong - PhD Student, University of Melbourne
PhD Confirmation
08-Feb - Piruna Polsiri - PhD Student, University of Melbourne
The Effects of Controlling Shareholders on Firm Restructuring: Evidence from Thailand
15-Feb - Sandra Jericevic - PhD Student, University of Melbourne
27-Feb - Professor Richard Stapleton - University of Strathclyde
Multiplicative Background Risk
28-Feb - Professor Frank Milne - Queen's University
A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints
07-Mar - Professor Patric Hendershott - Ohio State University
Taxes and UK Homeowner Leverage
13-Mar - Associate Professor JianPing Qi - University of South Florida
The informational role of debt and dividends
15-Mar - Dr Neil Esho - Australian Prudential Regulation Authority
Do Bank Characteristics Influence Loan Contract Terms?
22-Mar - Professor Richard Stapleton - University of Strathclyde
Long Term Portfolio Strategy with Uncertain Personal Savings: Futher Results
05-Apr - Professor Alex Frino - University of Sydney
The Impact of Block Trades in Futures Markets
10-Apr - Dr Loretta Mester - Federal Reserve Bank of Philadelphia
Do Bankers Sacrifice Value To Build Empires? Managerial Incentives, Industry Consolidation and Financial Performance
11-Apr - Professor Doug Foster - Australian Graduate School of Management, University of New South Wales
Performance and Risk Aversion of Funds with Benchmarks: A Large Deviations Approach
19-Apr - Professor Bruce Grundy - Melbourne Business School
Mining: The effect of uncertainty on the exercise and value of real options
17-May - Dr Jean Canil - University of Adelaide
CEO Stock Option Awards: Evidence of Pre-effort Bargaining
24-May - Professor Steve Easton - University of Newcastle
An Empirical Examination of the Pricing of Exchange-Traded Barrier Options
2001
Semester Two
10-Aug - Greg Schwann - University of Auckland
Trading on Discrete Prices in a Residential Real Estate Market
17-Aug - Professor Kevin Davis - Deparment of Finance, University of Melbourne
Pawnbroking: A Credit Market where Default might be Appreciated
31-Aug - Sirimon Treepongkaruna - University of Queensland Lincoln University
On the Robustness of Short-term Interest Rate Models
07-Sep - Petko Kalev - Monash University
Underpricing, Stock Allocation, Ownership Structure and Post-listing Liquidity of Newly Listed Firms
12-Oct - Asst Professor Gady Jacoby - University of Manitoba
On Asset Pricing and the Bid-Ask Spread
19-Oct - Dr Philip Gray - University of Queensland
The economic significance of return predictability: An asset allocation approach
02-Nov - Professor Peter Swan - University of Sydney
Will the true marginal investor please stand up?: Asset prices with immutable security trading by investors
16-Nov - Louis Ederington - University of Otago - Oklahoma
Why Are Those Options Smiling?
23-Nov - Rayna Brown - Department of Finance, University of Melbourne
Data Envelopment Analysis: Measurement and Methodological Issues in the Financial Services Sector
06-Dec - Yuelen Chen - PhD Student, University of Melbourne
Stock Volatility, Leverage and Bankruptcy Risk
14-Dec - Professor Vance Martin - Department of Economics, University of Melbourne
International Contagion Effects from the Russian Crisis and LTCM Near-Collapse
Semester One
01-Mar - Professor Richard Stapleton - University of Strathclyde
Intertemporal Portfolio Behavior When Labor Income is Uncertain
09-Mar - Professor Patric Hendershott - Ohio State University
Estimation of the Rental Adjustment Process
16-Mar - Dr Stephen Gray - University of Queensland
The Value of Dividend Imputation Tax Credits
22-Mar - Professor Richard Stapleton - University of Strathclyde
The Term Structure of Interest-Rate Futures Prices
30-Mar - Professor Patric Hendershott - Ohio State University
Lease Options, Stochastic Rents, and the Riskiness of Lease Cash Flows
06-Apr - Professor Adrian Pagan - Australian National University
A Simple Framework for Analyzing Bull and Bear Markets
27-Apr - Joseph Fan - Hong Kong University of Science & Technology
On the Patterns and Wealth Effects of Vertical Mergers
18-May - Professor Glenn Boyle - Otago University
Investment, Uncertainty, and Liquidity
08-Jun - Paul Kofman - Department of Finance, University of Melbourne
Regulatory Tools and Price Changes in Futures Markets
2000
Semester Two
14-Jul - Professor Edward Dyl - University of Arizona
The Share Price Puzzle
01-Aug - Xianming Zhou - University of Sydney
Executive Compensation Disclosure and Managerial Incentive Contracts
04-Aug - Jacques Delaitre - University of Melbourne
Indirect Estimation of the Single Factor Cox, Ingersoll and Ross Model of the Term Structure
11-Aug - Michael Chng - PhD Student, University of Melbourne
The Contestability of Modern Exchanges
18-Aug - Tony He - University of Technology, Sydney
Asset Price and Wealth Dynamics Under Heterogeneous Expectations
25-Aug - Dr Sean Pinder - Department of Finance, University of Melbourne
An Empirical Examination of the Impact of Changes in Market Microstructure on the Determinants of Option Bid-Ask Spreads
08-Sep - Sandra Jericevich - PhD Student, University of Melbourne
The Dynamics of Corporate Lending Parameters in the 1990s
29-Sep - Emeritus Professor Phillip Brown - University of Western Australia
Accuracy of Analysts' Dividend Forecast in Australia
06-Oct - Henry Thille - University of Melbourne
Future-Spot Price Spreads as Returns on Commodity Loans
13-Oct - Associate Professor Johannes Raaballe - University of Aarhus
A Piece to the Dividend Puzzle
20-Oct - Iain Maclachlan - PhD Student, University of Melbourne
An Alernative Method of Testing Structural Credit Risk
03-Nov - Dr Bill Schwert - University of Rochester
IPO Market Cycles: An Exploratory Investigation
10-Nov - Dr Graeme Camp - University of Auckland
The Mount Cavendish Gondola Company Limited: A Case Study
17-Nov - Professor Bruce Grundy - Melbourne Business School
Notes on Optimal Governance
24-Nov - Associate Professor Jayaram Muthuswamy - University of Sydney
The Portfolio Properties of Large Returns
01-Dec - Thomas Josev - PhD Student, University of Melbourne
In Search of L*
08-Dec - Professor Andrei Shleifer - Harvard Universtiy
Style Investing
Semester One
14-Jan - Avraham Kamara - University of Washington
Conditional Time-Varying Interest-Rate Risk Premium: Evidence from the Treasury-Bill Futures Market
11-Feb - Professor Eliezer Prisman - York University
Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab
16-Feb - Professor Richard Stapleton - University of Strathclyde
The Pricing of Bermudan Options on Defaultable Bonds
23-Feb - Dr Olan Henry - Department of Economics, University of Melbourne
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market
10-Mar - Dr Graeme Camp - University of Auckland
Underpricing of Initial Public Offerings in New Zealand: A Comparison of the Fixed Price and Book-Building Methods.
24-Mar - Dr Ken Palmer - Department of Finance, University of Melbourne
Extensions to the Boyle-Vorst Discrete-Time Option Pricing Model with Transactions Costs
31-Mar - Professor George Constantinides - University of Chicago
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
07-Apr - Rayna Brown - Department of Finance, University of Melbourne
Consolidation of the Financial Services Sector in Australia: The Case of Australian Credit Unions
05-May - Callum Scott - Department of Finance, University of Melbourne
An Interpretation of Learning in Financial Markets Using Artificial Neural Networks
12-May - Dr Ning Gong - Melbourne Business School University of Melbourne
Bias of Damage Awards and Free Options in Securities Litigation
19-May - Professor Greg Clinch - University of New South Wales
Market Effects of Recognition and Disclosure
02-Jun - Associate Professor Guay Lim - Department of Economics University of Melbourne
Option Pricing and Genralized Distributions
09-Jun - Professor Jay Ritter - University of Florida
Why Don't Issuers Get Upset About Leaving Money on the Table in IOP's?
Semester
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