Warwick Finance Group - Brown Bag Series
The Finance Group hold regular short lunch time Brown Bag sessions, offering the opportunity to internal academic staff to present their research. If you have questions regarding the sessions, please contact the Finance Group Office on 024 765 75220 or fingroup at wbs dot ac dot uk.
Brown Bag Sessions Are Held On
Tuesdays, 12:00-13:00 and 13:00-14:00
Unless Otherwise Stated
Autumn Term 2020/21 Schedule
Date |
Time |
Room |
Title |
Speaker |
| 13/10/20 | 13:00 | Zoom | Policy Uncertainty, Multinational Firms, and Reallocation | Arkodipta Sarkar Hong Kong University of Science and Technology (HKUST) |
| 20/10/20 | 13:00 | Microsoft Teams | Xu Li | |
| 27/10/20 | 12:00 | Microsoft Teams | My Nguyen | |
| 3/11/20 | 13:00 | Microsoft Teams | John Thanassoulis | |
| 3/11/20 | 14:00 | Microsoft Teams | Gajen Selvarajah | |
| 10/11/20 | 13:00 | Microsoft Teams | Ivan Petrella | |
| 17/11/20 | 13:00 | Microsoft Teams | Nick Gantchev | |
| 23/11/20 | 13:00 | Microsoft Teams | Gyuri Venter | |
| 23/11/20 | 14:00 | Microsoft Teams | Alex Dickerson | |
| 1/12/20 | 13:00 | Microsoft Teams | Giorgia Barboni | |
| 1/12/20 | 14:00 | Microsoft Teams | Andrea DePolis | |
| 9/12/20 (WED) | 13:00 | Microsoft Teams | Jesus Gorrin |
Summer Term 2018 Schedule
Date |
Time |
Room |
Title |
Speaker |
| 24 April (AP) | 13:00 | 2.007 | Leslie Djuranovik | |
| 1 May | 12:00 | 2.007 | Onur Tosun | |
| 1 May | 13:00 | 2.007 | Roman Kozhan | |
| 8 May | 12:00 | 0.013 | Bobo Zhang | |
| 15 May | 12:00 | 2.007 | Elizabeth Whalley | |
| 22 May | 12:00 | 0.013 | Daniele Bianchi | |
| 29 May | 12:00 | 2.007 | Tamas Vadasz |
Autumn Term 2017/18 Schedule
Date |
Time |
Room |
Title |
Speaker |
|
3rd Oct
(CF)
|
12:00 | 2.007 | Dynamic Bank Capital Regulation in Equilibrium | Andrea Gamba |
| 3rd Oct (AP) | 13:00 | 2.007 | The real costs of natural experiment | Shiyun Song |
| 10th Oct (CF) | 12:00 | 1.007 |
Bank Signalling, Risk of Runs, and the Informational Impacts of Regulations |
Tamas Vadasz |
| 24th Oct (AP) | 13:00 | 1.007 | Generalized Disappointment Aversion, Learning, and Asset Prices | Mykola Babiak |
| 31st Oct (CF) | 13:00 | 1.007 | The Pied Piper of Pensioners | Conrad Cuevas |
| 14th Nov (AP) | 13:00 | 1.007 | Déjà Vu: Do Experienced Outcomes Affect Mutual Fund Managers' Investment Decisions? | Shema Mitali/ Costas Antoniou |
| 28th Nov (CF) | 12:00 | 1.007 | On the Dynamics of Corporate Bond Ownership | Gi Kim |
Spring Term 2016/17 Schedule
Date |
Time |
Room |
Title |
Speaker |
| 7 March (AP) | 12:00 | M2 | Currency Regimes and the Carry Trade | Jason Cen, Cambridge Judge Business School |
| 14 March (AP) | 12:00 | 2.007 | Mehrshad Motahari Asl | |
| 14 March (CF) | 13:00 | 2.007 | Ellen He |
Autumn Term Brown Bag Schedule 2016/17
Date |
Time |
Room |
Title |
Speaker |
|
25th Oct
(AP)
|
12:00 | 1.007 | Ambiguity, Earnings Surprises and Stock Returns | Lucuis Li (on behalf of Roman Kozhan) |
| 25th Oct (CF) | 13:00 | 1.007 | Changes in Corporate Governance: Externally Dictated vs Organically Determined | Onur Tosun |
| 1st Nov (AP) | 12:00 | 1.007 | Olga Klein | |
Wed 9th Nov (AP) |
14:00 |
1.007 | Ingomar Krohn | |
| 15th Nov (AP) | 12:00 | 1.007 | Sarah Wang | |
| 15th Nov (CF) | 13:00 | 1.007 | Tao Li | |
| 29th Nov (AP) | 12:00 | 1.007 | Attention Cycles | Ansgar Walther |
| 29th Nov (CF) | 13:00 | 1.007 | Jana Fidrmuc | |
| 6th Dec (AP) | 12:00 | 1.007 | Chao Wang | |
| 6th Dec (CF) | 13:00 | 1.007 | Hedge fund activism | Ellen He |
Summer Term Brown Bag Schedule 2015/16
Date |
Time |
Room |
Title |
Speaker |
| 26th April (CF) | 12:00 | 0.006 | Jana Fidrmuc | |
| 3rd May (CF) | 12:30 | 0.013 | 'The impact of corporate tax Avoidance on Analyst Coverage and Forecasts' | Helen Ren |
| 3rd May (AP) | 13:00 | 0.013 | 'On the predictability of the Exchange Rates: A Model-Independent Approach' | Chao Wang |
| 10th May (CF) | 12:00 | 1.009 | 'How do Blockholders Invest and Influence Firms?' | Onur Tosun |
| 10th May (CF) | 13:00 | 1.009 | 'Corporate risk management and model uncertainty' | Zhun Liu |
| 17th May (CF) | 12:00 | 0.013 | 'Ethical standards and cultural assimilation in financial services'  |
John Thanassoulis |
| 17th May (AP) | 13:00 | 0.013 | 'Fund Manager Skill: Does selling matter more than buying?' | Liang Jin |
| 24th May (AP) | 12:00 | 0.013 | CANCELLED | Vikas Raman |
| 24th May (AP) | 13:00 | 0.013 | The Term Structure of Implied Volatility and Volatility Risk Premia in the FX Market | Roman Kozhan |
| 7th June (CF) | 12:00 | 0.013 | Insider Trading Around Repurchase Announcements | Waqar Ahmed |
| 7th June (AP) | 13:00 | 0.013 | Bayesian Reasoning: Evidence From The Field | Constantinos Antoniou |
Spring Term Brown Bag Schedule 2015/16
Date |
Time |
Room |
Title |
Speaker |
| 8th March (AP) | 13:00 | 1.009 |
Economists and The Irish property bubble |
Paul Ryan (UCD) |
| 15th March (CF) | 12:00 | 1.007 | Liquidation Values, Claim Priority, and Productivity | Karsten Muller |
| 15th March (AP) | 13:00 | 1.007 |
Cancelled |
Zhun Liu |
Autumn Term Brown Bag Schedule 2015/16 - Corporate Finance Stream
Date |
Time |
Room |
Title |
Speaker |
| 27th Oct | 13:00 | 0.006 (B0.12) | Social Network and Hedge Fund Activism | Ellen He |
| 03rd Nov | 12:00 | 3.006 (B3.20) |
Corporate Valuation and Optimal Operation under Liquidity Constraints
Cancelled |
Mingliang Cheng |
|
10th Nov |
12:00 | 0.006 (B0.12) | A Direct Test of Catering Theory of Dividends | Zicheng Lei |
| 17th Nov | 12:00 | 0.006 (B0.12) | The war of the wise: How sell-side analysts use the FOIA to gather value-relevant information | Tao Li |
| 24th Nov | 12:00 | 0.013 (B0.01) | 'M&A deal intiation and managerial motivation' | Jana Fidrmuc |
| 01st Dec | 12:00 | 0.013 (B0.01) | 'Corporate Valuation and Optimal Operation under Liquidity Constraints' | Mingliang Cheng |
| 08th Dec | 12:00 | 0.013 (B0.01) | 'The Affect Heuristic and Analysts' Earnings Forecasts' | Anastosios Maligkris |
Autumn Term Brown Bag Schedule 2015/16 - Asset Pricing Stream
Date |
Time |
Room |
Title |
Speaker |
|
06th Oct |
13:00 |
0.013
(B0.01)
|
Tick Size Constraints, Two-Sided Markets and Competition between
Stock Exchanges
|
Chen Yao |
|
13th Oct |
13:00 |
0.013
(B0.01)
|
Inventory and Corporate Risk Management
|
Andrea Gamba |
|
20th Oct |
13:00 |
0.006
(B0.12)
|
Chao Wang | |
|
3rd Nov |
13:00 |
3.006
(B3.20)
|
Insider sales and future stock price crash risk: firm-level analysis | Richard Taffler |
|
10th Nov |
13:00 |
0.006
(B0.12)
|
The Dynamics of Expected Returns: Evidence from Multi-Scale Time Series Modeling
|
Daniele Bianchi |
|
17th Nov |
13:00 |
0.006
(B0.12)
|
'The Real Effect of Financial Innovation: Evidence from Credit
Default swaps Trading and Corporate Innovation'
|
Sarah Wang |
|
1st Dec |
13:00 |
0.013
(B0.01)
|
'Social sentiment and predictable returns' | Yao Chen |
|
8th Dec |
13:00 |
0.013
(B0.01)
|
'Dead Cat Bounce - Demand reversal following the bursting of a bubble' and 'Merging Macroeconomic & Finance Microstructure Models - A new hybrid approach to analyze exchange rates'
|
Kolja Johannsen & Ingomar Krohn
|
Spring/Summer Term Brown Bag Schedule 2014/15
Date |
Time |
Room |
Title |
Speaker |
| 21st Apr | 12:00 | B1.19 | Risk Sharing International Economies and Market Incompleteness |
John Crosby |
| 21st Apr | 14:00 | B1.19 |
Searching for Gambles: Investor Attention, Gambling Sentiment, and Stock Market Outcomes Optimal Mechanism Design of Liquidity Provision under Asymmetric Information |
Yao Chen Jun Jie Liu |
| 28th Apr | 12:00 | B1.19 | Dealer Intermediation Between Markets |
Michael Moore |
| 05th May | 12:00 | B1.19 | Modeling Contagion and Systemic Risk |
Daniele Bianchi |
| 12th May | 12:00 | B1.19 | Bank Information Sharing and Liquidity Risk |
Kebin Ma |
| 26th May | 12:00 | B1.19 | Dissecting Volatility Risks in Currency Markets |
Qi Xu |
| 02nd Jun | 12:00 | B1.19 |
Short Selling before Initial Public Offerings Institutional Investors and Corporate Political Activism |
Linquan Chen Zicheng Lei |
| 09th Jun | 12:00 | B1.19 | Demographics and the Behaviour of Interest Rates |
Arie Gozluklu |
| 16th Jun | 12:00 | B3.20 | Endogenous Critical Values in Finance & Economics |
Alessandro Palandri |
| 23rd Jun | 12:00 | B0.08 | Acquisitions and Corporate Debt Illquidity |
Lei Mao |
Spring Term Brown Bag Schedule 2014/15
Date |
Time |
Room |
Title |
Speaker |
| 24th Feb | 12:00 | B1.19 | Terrorism, Emotions and Corporate Policies |
Constantinos Antoniou |
| 03rd Mar |
Cancelled |
Linquan Chen |
||
| 10th Mar | 12:00 | B1.19 | Optimal Security Design with Aysmmetric Information and Profit Manipulation |
Roman Kozhan |
Autumn Term Brown Bag Schedule 2014/15
Date |
Time |
Room |
Title |
Speaker |
| 21st Oct | 12:00 | B0.12 | Self-fulfilling Fire-Sale, Bank Runs and Contagion: Implication for Bank Capital and Regulatory Transparency |
Kebin Ma |
| 28th Oct | 12:00 | B0.12 | Influencing Control |
Tao Li |
|
Thursday 06th Nov |
12:30 | B1.19 | Discounting, value and dollar beta matching in flexible cashflow systems |
Mark Shackleton |
| 11th Nov | 12:00 | B0.12 | Is Being Socially Responsible Financially Distinct |
Onur Tosun |
| 18th Nov | 12:00 | B0.01 | Emotional Finance Theory and Application |
Richard Taffler |
| 25th Nov | 12:00 | B0.01 | Style Investing and Commonality in Liquidity |
Olga Lebedeva |
| 02nd Dec | 12:00 | B0.01 | The Real Effect of Credit Default Swaps |
Andrea Gamba |
| 09th Dec | 11:00 | B1.19 | Insider trading and market overreaction to earnings announcements |
Harold Contreras Munoz |