(english) Le séminaire de lecture regroupe les membres de l’Université Paris Dauphine et les étudiants en thèse. Il est également ouvert aux étudiants d’autres institutions en études doctorales ainsi qu’à partir du mois d’avril à quelques étudiants du Master 104 qui souhaitent poursuivre leurs études par un travail de thèse.

Le séminaire comporte d’une part des présentations d’articles et d’autre part des présentations d’états de l’art sur un champ de la finance. Il a lieu les jeudis de 13 h15 à 14 h 30, dans la nouvelle aile de l’université, la salle étant précisée sous la date.

Date Salle Intervenant Article
12/12/2019 - 13:15 A409

Ryan Williams, University of Arizona, Eller College of Management

Financial Policies of Organized Labor in the 21st Century

06/12/2019 - 13:15 A venir

Yi Huang, Geneva Graduate Institute

Seminar is canceled because of the strike.

28/11/2019 - 13:15 A711

Pat Akey, University of Toronto

Price Revelation from Informed Trading: Evidence from Hacked Earnings News

21/11/2019 - 13:15 A711

Olivier Dessaint, University of Toronto, Rotman School of Management

The Anatomy of Acquirer Returns

17/10/2019 - 13:15 A711

René Stulz, The Ohio State University, Fisher College of Business

Are Analyst Trade Ideas Valuable?

 

10/10/2019 - 13:15 A711

Christina Atanasova, Simon Fraser University

Stranded Fossil Fuel Reserves and Firm Value

03/10/2019 - 13:15 A venir

Dusan Isakov, Université de Fribourg

What if dividends were tax-exempt? Evidence from a natural experiment

19/09/2019 - 14:30 A711

Christophe Bisière, Toulouse School of Economics

Equilibrium Bitcoin Pricing

19/09/2019 - 13:15 A711

Christophe Bisière, Toulouse School of Economics

09/04/2019 - 13:15 salle décanale

David Robinson, Duke University, Fuqua School of Business

Talking About the Weather: Understanding Household Demand for Green Investment

04/04/2019 - 13:15 A 707

Richard Payne, Cass Business School

Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity

28/03/2019 - 13:15 A 707

Alberto Manconi, Universita Bocconi

21/03/2019 - 13:15 A 707

Lixin Huang, Georgia State University, Robinson College of Business

14/03/2019 - 13:15 A 707

Oliver Spalt, Tilburg University

Is the Stock Market Biased Against Diverse Top Management Teams?

07/02/2019 - 13:15 C108

Marie Lambert, HEC Liege

31/01/2019 - 13:15 B503

Gyongyi Loranth, University of Vienna, VGSF

24/01/2019 - 13:15 A 707

Paul Schneider,Swiss Finance Institute, Lugano

Date Salle Intervenant Article
15/11/2018 - 13:15 C108

Laurent Frésard, Swiss Finance Institute, University of Lugano

Technological Disruptiveness and the Evolution of IPOs and Sell-Outs

09/11/2018 - 13:15 C108

Claire Celerier, University of Toronto, Rotman School of Management

Taxing Bank Leverage: The Effects on Bank Capital Structure, Credit Supply, and Risk-Taking

18/10/2018 - 13:15 C108

Manju Puri, Duke University, Fuqua School of Business

27/09/2018 - 14:30 C108

Christine Parlour, UC Berkeley, Hass School of Business

28/06/2018 - 13:15 A 707

Pierre Chaigneau, Queen’s University Smith School of Business

The Value of Performance Signals Under Contracting Constraints

21/06/2018 - 13:15 A701

Christopher Hennessy, LBS

Equilibrium Counterfactuals

14/06/2018 - 13:15 A 707

Sergei Kovbasyuk, EINAUDI Institute of Economics and Finance

Seller-Paid Ratings

07/06/2018 - 13:15 A 707

Andy Puckett, University of Tennessee

Dark Trading Volume and Market Quality: A Natural Experiment

07/06/2018 - 13:15 A 707

Andy Puckett, University of Tennessee

Dark Trading Volume and Market Quality: A Natural Experiment

31/05/2018 - 13:15 A 707

Daniel Ferreira, London School of Economics

How to Sell Jobs

17/05/2018 - 13:15 C110

Lucy Chernykh, Clemson College of Business

Supervisory Oversight and Internal Fraud in Failing Banks

19/04/2018 - 13:15 A 707

Sohnke Bartram, Warwick Business School

Why Has Idiosyncratic Risk Been Historically Low in Recent Years?

29/03/2018 - 13:15 A 707

David Ardia, University of Neuchatel

Forecasting risk with Markov switching GARCH models: A large scale performance study

29/03/2018 - 13:15 A 707

David Ardia, University of Neuchatel

Forecasting Risk with Markov-Switching GARCH Models: A Large-Scale Performance Study

23/03/2018 - 13:15 A711

Kai LI, UBC Sauder School of Business

Product Market Dynamics and Mergers and Acquisitions: Insights from the USPTO Trademark Data

22/03/2018 - 13:15 A711

Kevin Aretz, Manchester Business School

The Early Exercise Risk Premium

15/03/2018 - 13:15 A 707

Marie Lambert, HEC Liège

Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition

13/03/2018 - 13:15 A707

Mario Bellia, Goethe University Frankfurt – SAFE

The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question

08/03/2018 - 13:15 A711

Thomas Philippon, NYU Stern School of Business

How the US Lost Its Competitive Edge

01/03/2018 - 13:15 A 707

Luigi Iovino, Bocconi University

Central Bank Balance Sheet Policies without Rational Expectations

08/02/2018 - 13:15 A711

Amber Anand, Syracuse University

Do Buyside Institutions Supply Liquidity in Bond Markets? Evidence from Mutual Funds

Date Salle Intervenant Article
14/12/2017 - 13:15 C131

Ryan Williams, University of Arizona

CEO Mobility, Performance-Turnover Sensitivity, and Compensation: Evidence from Non-Compete Contracts

23/11/2017 - 13:15 A711

Alejandro Rivera, University of Texas at Dallas

Optimal Short-Termism 

 

16/11/2017 - 13:15 C131

Paul Karehnke, UNSW

Institutional Crowding and the Moments of Momentum

12/10/2017 - 13:15 salle A

Paul Whelan, Copenhagen Business School

06/07/2017 - 13:15 A403

Seminar Ian Marsh, Cass Business School,

Volatility and the Cross-Section of Returns on FX Options
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2942126