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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 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' (PDF Document) 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