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highlights
Forum 2008 Keynote Speakers
The Second Revolution in Finance by John Cochrane, Myron S. Scholes Professor of Finance, GSB
Securitization, SIV’s and CDS Settlement: Causes and Consequences of a Credit Crunch
by Jonathan Sokobin, Director of the Securities and Exchange Commission’s Office of Risk Assessment
Indices Panel:
Moderator – Lubos Pastor, Professor of Finance, GSB
Includes panelist Gus Sauter, Managing Director & Chief Investment Officer, Vanguard
Economy Panel:
Moderator - John Huizinga, Walter David “Bud” Fackler Distinguished Service Professor of Economics, GSB
Includes panelist Dr. Edward Lazear, Chairman of The President’s Council of Economic Advisers
PAPER PRESENTATIONS
(Alphabetical by title)
| PRESENTATION TITLE | AUTHOR(S) |
A Methodological Approach for the Valuation of Callable Bonds in Emerging Markets: The TGI example |
Edgardo Cayón Fallon |
Accounting Scandals in IPO Firms |
Anup Agrawal |
Are ETFs Replacing Index Mutual Funds? |
Ilan Guedj |
Asset Prices and Exchange Rates: A time dependent approach |
Giulia Piccillo |
Asset Pricing and Prospect Theory: A 4-State Capital Asset Pricing Model Based on High Efficiency Data |
John R. Norsworthy |
Black’s Simple Discounting Rule: A Simple Implementation |
Claudio Loderer |
Capital Structure and Employee Pay: An Empirical Analysis |
Thomas J. Chemmanur |
Competition Among Mutual Funds |
Sunil Wahal |
Corporate Governance Consequences of Accounting Scandals |
Anup Agrawal |
Do Private Equity Consotiums Impede Takover Competition? |
Audra L. Boone |
Do Short Sellers Detect Overpriced Firms? |
Jonathan M. Karpoff |
Earnings Management and Forced CEO Turnover: Empirical Evidence |
Sonali Hazarika |
Insider Trading Before Accounting Scandals |
Anup Agrawal |
Institutional Investors, Intangible Information and the Book-to-Market Effect |
Hao Jiang |
Inter-temporal Variation in the Illiquidity Premium |
Gerald Jensen |
Intraday price discovery and volatility transmission |
Alassane B. Diaw |
Liquidity and Credit Default Swap Spreads |
Dragon Yongjun Tang |
Macroeconomic Uncertainty and Asset Prices: A Stochastic Volatility Model |
Hwagyun Kim |
Multi-Country Event Study Methods |
Cynthia J. Campbell |
Neoclassical Factors |
Long Chen |
New Goods and Asset Prices |
Paul Scanlon |
Reaching out to Your Peers: Performance Consequences of Investment Bank Networks |
Tuugi Chuluun |
Real Effects of Finance: Evidence from a Natural Experiment in Japan |
Masami Imai |
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test |
Zhijian (James) Huang |
Reconciling the significance of the market factor in time-series asset pricing tests with the lack of significance of market beta in cross-sectional tests |
Jungshik Hur |
Side-by-Side Management of Hedge Funds and Mutual Funds |
Tom Nohel |
Stock Market Uncertainty and Developed-Emerging Market Return Relation |
Xi Dong |
Term Premium Dynamics and the Taylor Rule |
Michael Gallmeyer |
The Economic Content of Interest Rates, Monetary Policy and Time-Varying Risk Premia |
Francisco Palomino |
The Equity Premium: A Deeper Puzzle |
Francisco Azeredo |
The Other Side of the Trading Story: Evidence from NYSE |
Woon Wong |
The Term Structure of Bond Market Liquidity |
Ruslan Goyenko, |
The valuation of inflation-derivatives under inflation target regime |
Alon Raviv |
Understanding the Accrual Anomaly |
Jin Ginger Wu |
Using Stocks or Portfolios in Tests of Factor Models |
Andrew Ang |
Volatility Vs. Liquidity? Evidence from the US Corporate Bond Market |
Madhu Kalimipalli |
What Does the Bond Market Know? |
George Bittlingmayer |
When Active Fund Managers Deviate from their Peers:The Impact on Performance |
Swasti Gupta-Mukherjee |
Why do Firms Undertake Accelerated Share Repurchase Programs? |
Thomas J. Chemmanur |
Why do Small Stock Acquirers Underperform in the Long-Term? |
Itzhak Ben-David |
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This page will be updated as events are confirmed.