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Seminar papers and events documents

September 12, 2013 Per Oestberg - Univesity of Zurich, Switzerland Stock Investments at Work  
September 17, 2013 Krzysztof Latuszynski, University of Warwick, UK Continous time importance sampling for jump diffusions with application to maximum likelihood parameter estimation  
September 26, 2013 Dennis Kristensen - University College London What Drives the  Yield Curve?  
October 3, 2013 Luisa Lambertini - EPFLausanne, Switzerland Bank Capital Requirements  
October 10, 2013 Paolo Colla - Bocconi University, Milan, Italy 

Sovereign and corporate credit risk: Spillover effects in the Eurozone

October 25, 2013 Semyon Malamud - EPFLausanne, Switzerland

Convex Incentives, Equilibrium Mispricing, and Fund Manager Skill

November 8, 2013 Walter Distaso - Imperial College, London Conditional Alphas and Realized Betas    
November 21, 2013  Jungsuk Han - Stockholm School of Economics Financial Contracting, Limited Liability and Bubbles   
November 28, 2013 Paolo Zaffaroni - Imperial College, London Long Memory Affine Term Structure Models   
December 6, 2013 Konstantinos E. Zachariadis - London School of Economics Ties that Bind: How business connections affect mutual fund activism   
January 16, 2014 Hannes Wagner - Bocconi University, Milan Is the Market for Directors Competitive? New Evidence on Director Compensation  
February 7, 2014 Timothy Loughran - University of Notre Dame, IN   Using 10-K Text to Gauge Financial Constraints  
Februrary 14, 2014 Grigory Vilkov - Goethe University Frankfurt Asymmetric Volatility Risk: Evidence from Option Markets    
February 21, 2014 Erasmo Giambona - University van Amsterdam

Improved Creditor Protection and Verifiability in the U.S.

February 26, 2014 Roni Michaely - Cornell University, NY Speculating on Private Information: Evidence from Trades around Analyst Recommendations  
March 14, 2014 Massimo Marinacci - Bocconi University, Milan Selfconfirming Equilibrium and Model Uncertainty   
April 3, 2014 Ulf von Lilienfeld-Toal - Stockholm School of Economics

How Did the US Housing Slump Begin? Role of the 2005 Bankruptcy Reform

Aprl 8, 2014 Francisco Perez-Gonzalez, Stanford University The Death Sentence, Organizations and Firm Performance   
April 10, 2014 Marta Szymanowska - Rotterdam School of Management, Erasmus University

Disentangling Persistence from Predictability in Asset Pricing 

May 15, 2014 Guillaume Roussellet - Banque de France et CREST Staying at Zero with Affine Processes: A New Dynamic Term Structure Model B'Bag
May 28, 2014 Patrick Behr - Escola Brasileira de Administração Pública e de Empresas, Rio de Janeiro Did Government Regulations Lower Credit Rating Quality? B'Bag
June 6, 2014 Pedro Saffi - University of Cambridge, UK  The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market  
June 18, 2014 Tobias Moskowitz - University of Chicago, Booth School of Business  Trading Costs of Asset Pricing Anomalies  
Public holidays in 2014 March 19, Apr 18-27 Easter Break, May 1, May 29, June 9, June 19