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
(unless otherwise stated)
Autumn Term 2023/24 Schedule
| Date | Time | Room | Title | Speaker |
|
4/10/23 |
14:00 | 0.006 | Multiple Equilibria in Noisy Rational Expectations Economies |
Gyuri Venter |
|
10/10/23 |
12:00 12:20 12:40 13:00 |
2.003 |
Belief Granularity and Its Financial Implications Liquidity Provision in Decentralized Exchanges Debt Dynamics with Growth Opportunities International U.S. Illiquidity |
David Storey Jiawei Wang Ozan Akbas Zijie Wang |
|
17/10/23 |
12:00 | 2.003 | Monetary Policy and Fragility in Corporate Bond Funds |
John Kuong |
|
17/10/23 |
13:00 | 2.003 | Household Debt and Labor Market Outcomes |
Jesus Gorrin |
|
24/10/23 |
12:00 | 2.003 | Blockchain Scaling and Liquidity Concentration on Decentralized Exchanges |
Olga Klein |
|
31/10/23 |
12:00 | 2.003 | 0DTE option pricing |
Nicola Fusari (Johns Hopkins) |
|
7/11/23 |
12:00 | 2.003 | A Real Options Model of Patent Litigation |
Danmo Lin |
|
14/11/23 |
12:00 | 2.003 |
Optimal Currency Portfolios-
Do characteristics matter? |
Hedieh Shahini |
|
21/11/23 |
12:00 | 2.003 | Ethics and Trust in the Market for Financial Advisors |
John Thanassoulis |
|
28/11/23 |
12:00 | 1.007 | Noisy Prices and Return-Based Anomalies in Corporate Bonds |
Cesare Robotti |
|
5/12/23 |
12:00 | 2.003 | CEO Succession Planning | Francesco Celentano (HEC Lausanne) |
Summer Term 2022/23 Schedule
| Date | Time | Room | Title | Speaker |
|
25/4/23 |
12:00 | 2.007 | Analyst local networks: Learning and forecast accuracy |
Hongwei Mo |
|
25/4/23 |
13:00 | 2.007 | More Active Better Performance? Mutual fund managers’ active management and performance |
Hao Ding |
|
02/05/23 |
13:00 | 2.005/6 | Trading Inflation |
Rodrigo Barria |
|
09/05/23 |
12:00 | 2.003 | Quiet Life, CEO tenure, and Leverage Dynamics |
Boris Nikolov (U of Lausanne, SFI) |
|
16/05/23 |
12:00 | 2.003 | A Century of Municipal Bond Financing |
Igor Cunha (U of Kentucky) |
|
23/05/23 |
12:00 | 1.301 | Equilibrium in a Decentralized Finance Lending Market |
Fahad Saleh (Wake Forest U), Gillmore Center Seminar |
|
6/6/23 |
12:00 | 2.003 | When Does the Expectations Hypothesis (Not) Hold? |
Philippe Mueller |
|
13/06/23 |
12:00 | 0.006 | Collateral Cycles |
Gerardo Ferrara (Bank of England) |
|
20/06/23 |
12:00 | 0.006 | The Ring-Fencing Bonus |
Irem Erten |
|
27/06/23 |
12:00 | 0.006 | Completion Risk and Stock Returns |
Ajay Venkataraman |
|
27/06/23 |
13:00 | 0.006 | Payout Dynamics |
Zijian Wang |
Spring Term 2022/2023 Schedule
| Date | Time | Room | Title | Speaker |
|
28/2/23 |
12:00 |
2.003 | Dollar Bond, Foreign Discount and Exchange Rate Risk |
Junxuan Wang |
|
07/03/23 |
12:00 |
1.003 | Do Banks of Higher ESG Scores Lend More to Minority Groups in Mortgage Market? |
Jing Ye |
|
14/03/23 |
12:00 |
M1 | Monetary Policy and Risk Sensitivity: Evidence from Corporate Bond Markets |
Antje Berndt (ANU) |
|
14/03/23 |
14:00 |
M1 | TBC |
Jing Zeng (University of Bonn) |
Autumn Term 2022/23 Schedule
| Date | Time | Room | Title | Speaker |
|
11/10/22 |
12:00 | 1.009 | ‘Uncertainty in Mutual Fund Communication’ |
Shema Mitali (EPFL Lausanne) |
|
18/10/22 |
12:00 | 1.009 | Deflation risk, sticky leverage and the cross-section of corporate bond returns |
Alex Dickerson |
|
25/10/22 |
12:00 | 1.009 | Once upon a size in large-N asset pricing |
Giulio Rossetti |
|
1/11/22 |
12:00 | 1.009 | The Role of G(overnment) in Corporate ESG Policies |
Jim Goldman |
|
22/11/22 |
12:00 | 1.009 | Spurious and unpriced non-traded factors in financial economics |
Xinyi Zhang |
|
22/11/22 |
13:00 | 1.009 | Cross-Ownership and Corporate Debt Structure |
Xu Li |
|
29/11/22 |
12:00 | 1.009 | Knightian Uncertainty and Trading Volume |
Rodrigo Barria |
|
6/12/22 |
12:00 | 1.009 | Corporate Basis and the International Role of the U.S. Dollar |
Junxuan Wang |
Summer Term 2021/22 Schedule
| Date | Time | Room | Title | Speaker |
| 26/4/22 | 12:00 | 3.006 | 'The Role of CEOs as Sustainability Leaders' | Jian (Vincent) Gao |
| 3/5/22 | 12:00 | 3.006 | 'The Making of (Modern) Banks' | Kebin Ma |
| 24/5/22 | 12:00 | 3.006 | 'Do markets become less efficient on aggregation?' | Xiao Han (Bayes) |
| 7/6/22 | 12:00 | 3.006 | The Global Transmission of U.S. Trade Policy Uncertainty Shocks |
Luis Hernandez-Roman |
| 7/6/22 | 13:00 | 3.006 | Comparing factor models with conditioning information |
Daniel Tsvetanov (UEA) |
| 14/6/22 | 12:00 | 3.006 | TBC |
Helene Iung (Essec) |
| 21/6/22 | 12:00 | 3.006 | TBC |
Ying Cao |
| 28/6/22 | 12:00 | 3.006 | TBC |
Jiaqi Zhao |
Spring Term 2021/2022 Schedule
| Date | Time | Room | Title | Speaker |
|
01/03/22 |
12:00 | 3.006 | Central Bank Swap Lines: Micro-Level Evidence |
Ganesh Viswanath |
|
08/03/22 |
12:00 | 3.006 | The asymmetric housing wealth effect on household stock market participation |
Hailin Fang |
| 08/03/22 | 13:00 | 3.006 | Star Firms, Equity Analysts, and Lead-Lag Effects in Stock Returns | Alok Kumar |
|
10/03/22 Thursday |
13:30 | 0.013 | Biased Insider Trading and Return Predictability |
Gajen Selvarajah |
Autumn Term 2021/22 Schedule
| Date | Time | Room | Title | Speaker |
| 12/10/21 | 12:00 | 1.301 |
Sustainability or Performance? Ratings and Fund Managers' Incentives |
Nick Gantchev |
| 9/11/21 | 12:00 | 1.301 | Cross-Ownership and Corporate Debt Structure | Xu Li |
| 16/11/21 | 12:00 | 1.301 | Behavioural Nudges and Credit Repayment" | Giorgia Barboni |
| 23/11/21 | 12:00 | 1.301 | Technology Diffusion and Asset Returns | Ajay Venkataraman |
| 7/12/21 | 12:00 | 1.301 | Model-Free Market Integration | Alex Dickerson |
Summer Term 2020/2021 Schedule
| Date | Time | Room | Title | Speaker |
| 2/6/21(Wednesday) | 13:00 | Microsoft Teams | "Supply Shocks in a Heterogeneous Agent Economy: Evidence and Theory" | Francesco Saverio Gaudio |
| 15/6/21 | 13:00 | Microsoft Teams | Asset Prices around FOMC Meetings | Rodrigo Barria |
| 15/6/21 | 14:00 | Microsoft Teams | "Demand-supply imbalance risk and long-term swap spreads" | Gyuri Venter |
Spring Term 2020/2021 Schedule
|
Date |
Time |
Room |
Title |
Speaker |
|---|---|---|---|---|
| 02/03/2021 | 13:00 | Microsoft Teams | “It Depends Who You Ask: Context Effects in the Perception of Stock Returns” | Costas Antoniou |
| 09/03/2021 | 13:00 | Microsoft Teams | "Investor Emotions and the Cross-section of Stock Returns" |
Mohammad Shehub Bin Hasan |
| 09/03/2021 | 14:00 | Microsoft Teams | "Momentum crashes and skewness risk", with Ivan Petrella and Daniele Bianchi (Queen Mary University). |
Andrea De Polis |
Autumn Term 2020/21 Schedule
|
Date |
Time |
Room |
Title |
Speaker |
|---|---|---|---|---|
| 13/10/2020 | 13:00 | Zoom | "Policy Uncertainty, Multinational Firms, and Reallocation" | Arkodipta Sarkar Hong Kong University of Science and Technology (HKUST) |
| 20/10/2020 | 13:00 | Microsoft Teams | “Institutional herding and corporate debt issuance'' | Xu Li |
| 27/10/2020 | 12:00 | Microsoft Teams | "Do Trump Tweets shake FX markets?" | My Nguyen |
| 03/11/2020 | 13:00 | Microsoft Teams | "Lying in Financial Markets" | John Thanassoulis |
| 10/11/2020 | 13:00 | Microsoft Teams | "Dividend Momentum and Stock Return Predictability" | Ivan Petrella |
| 10/11/20 | 14:00 |
Microsoft Teams |
"Empirical Evidence from Acquiring Public versus Private Targets" | Siti Farida |
| 17/11/2020 | 13:00 | Microsoft Teams | "Culture and the Prevalence of Family Firms" | Song Yuan |
| 24/11/2020 | 14:00 | Microsoft Teams | "Understanding the Covariance between Corporate Bonds and Stocks: The Role of Default Risk" |
Alex Dickerson |
| 09/12/2020 (WED) | 13:00 | Microsoft Teams | "Asset-Driven Insurance Pricing" | Benjamin Knox (CBS) |