Università della Svizzera italiana http://www.eco.usi.ch Home

Seminar papers and events documents



December 10th, 2009 Renata Stenka, Keele University

The Impact of IFRS Adoption for the UK Listed Companies - Accounting for Business Combinations

December 4th, 2009 Massimo Massa, INSEAD The Role of Relative Availability of Bond and Bank Financing: A Measure of Financial Inflexibility
PDF (3MB) 
November 27th 2009 Didier Sornette, ETH Zurich

The Financial Crisis Observatory at ETH Zurich: towards operational science of financial instabilities

November 18th, 2009 Stefano M. Iacus, Università degli Studi Milano

On Change Point Analysis for the Volatility in Discretely Sampled Stochastic Differential Equations 

PDF (399KB)
November 17th, 2009 Eckhard Platen, University of Technology Sydney Asset Markets and Monetary Policy  slides (181KB)
November 12th, 2009 Artashes Karapetyan, Institute for Empirical Research in Economics, Uni Zurich  Information Sharing and Information Acquisition in Credit Markets PDF (352 Kb)
October 29th, 2009
Suleyman Basak, London Business School

"Strategic Asset Allocation in Money Management"

PDF (359KB)
October 23rd, 2009 Alexander Cox, University of Bath  Robust Pricing and Hedging of Double No-Touch Options  PDF (427KB)
October 12th, 2009 Alessandro Sbuelz, Università Cattolica Milano Reaching Nirvana With A Defaultable Asset?  PDF (458KB)
October 8th, 2009 Aditya Kaul, University of Alberta  Aggregate Mutual Fund Flows: The Role of Economic Conditions and Flight to Quality PDF (349KB)
September 2009 Mariassunta Giannetti, Stockholm School of Economics

"On the Real Effects of Bank Bailouts: Micro-Evidence from Japan"

September 2009 Matti Keloharju, Helsinki School of Economics Shareholders as customers: Evidence from brand-level microdata  
September 2009 Rüdiger Fahlenbrach, Swiss Finance Institute at EPFL Lausanne

"Bank CEO Incentives and the Credit Crisis"

June 2009 Jay Ritter, University of Florida "The Economic Consequences of IPO Spinning"
June 2009 David Thesmar, HEC Paris "Limits of Limits of Arbitrage: Theory and Evidence"
June 2009 Yupana Wiwattanakantang, Hitotsubashi University, Tokyo "Why Do Shareholders Value Marriage?"
May 2009 Jean-Michel Zakoian, CREST "Merits and drawbacks of variance targeting in GARCH models"
May 2009 Hersh Shefrin, Santa Clara University "How Psychological Pitfalls Generated the Global Financial Crysis"
May 2009 Roni Michaely, Cornell University "Why Firms Smooth Dividends: Empirical Evidence"
April 2009 Monica Billio, University of Venice "Crises and Hedge Fund Risk"
April 2009 Roberto Renò, Università di Siena "Nonparametric leverage effects"
April 2009 Morten Bennedsen, Copenhagen Business School and CEBR "Do CEOs Matter?"
April 2009 Francesco Sangiorgi, Stockholm School of Economics Ambiguity, Information Acquisition and Price Swings in Asset Markets
March 2009 Fabio Moneta Measuring Bond Mutual Fund Performance with Portfolio Characteristics
March 2009 Fulvio Pegoraro, CREST No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
February 2009 René Garcia, EDHEC Business School Bond Liquidity Premia
February 2009 Stefano Sacchetto, London Business School Preemptive Bidding, Target Resistance and Takeover Premia: An Empirical Investigation
February 2009 Oliver Spalt, McCombs School of Business, University of Texas at Austin Probability Weighting and Employee Stock Options
February 2009 Arturo Bris, IMD, Yale ICF, ECGI TV or not TV? Subtitling, English skills and economic outcomes
February 2009 Tor-Erik Bakke, University of Wisconsin, Madison How does Finance Affect Growth? Evidence from a Natural Experiment in Venezuela
January 2009 Federico M. Bandi, University of Chicago The Joint Pricing of Volatility and Liquidity