Finance Seminar Spring 2018
|
Date |
Room |
Speaker |
Topic |
|
16 Mar 2018 |
N302 |
Junye Li (ESSEC) |
Asymmetric Variance Premium, Skewness Premium, and the Cross-Section of Stock Returns |
|
27 Mar 2018 |
N302 |
Wenlan Qian (NUS) |
Housing Booms and Shirking |
|
19 April 2018 |
N302 |
贺力平 (北京师范大学) |
中国企业部门债务率为何没有表现出“顺周期”？ |
|
15 May 2018 |
N302 |
Dragon Tang (HKU) |
Does the Introduction of One Derivative Affect Another Derivative? The Effect of Credit Default Swaps Trading on Equity Options |
|
28 May 2018 |
N302 |
张莉（中山大学） |
TBA |
|
29 May 2018 |
N302 |
Pengfei Wang (HKUST) |
TBA |
|
04 June 2018 |
N302 |
Doron Avramov (CUHK) |
TBA |
|
05 June 2018 |
N302 |
Tianyu Zhang (CUHK) |
Does Institutional Knowledge Drive the Information Wedge in Emerging Markets? Evidence from Analysts of Local and Foreign Brokerage Firms in China |
Finance BBS 2018
|
Date |
Room |
Speaker |
Topic |
|
12 April 2018 |
N302 |
周颖刚和蒙莉娜 |
1：高房价挤出了谁？ 2： Housing Boom and Baby Bust |
|
18 April 2018 |
N302 |
范青亮 |
Large System of Seemingly Unrelated Regressions with Applications in Asset Pricing |
|
25 April 2018 |
N302 |
谢沛霖 |
No free lunch Episode Two: A supply side model to explain the moment risk premia |
|
09 May 2018 |
N302 |
倪骁然 |
When Short Seller Meets Government Stakeholder: The Case of Corporate Tax Avoidance |
|
16 May 2018 |
N302 |
Maggie Chen (Cardiff) |
TBA |
Finance BBS
Thu, 12 April 2018, 周颖刚和蒙莉娜, 题目1：高房价挤出了谁？题目2： Housing Boom and Baby Bust
Wed, 18 April 2018, 范青亮, Large System of Seemingly Unrelated Regressions with Applications in Asset Pricing
Wed, 25 April 2018, 谢沛霖, No free lunch Episode Two: A supply side model to explain the moment risk premia
Wed, 09 May 2018, 倪骁然, When Short Seller Meets Government Stakeholder: The Case of Corporate Tax Avoidance
Wed, 16 May 2018, Maggie Chen (Cardiff University), TBA
Finance Brown-Bag Seminar Series
Fall 2017
WISE and SOE
|
Date |
Room |
Speaker |
Topic |
|
Wed, 27 Sep 2017 |
N302 |
Xiaoran Ni (倪骁然) |
Local official's turnover and innovation: Evidence from firm patenting in China |
|
Wed, 11 Oct 2017 |
|
|
|
|
Wed, 18 Oct 2017 |
N302 |
Jingrui Xu (许璟睿) |
Is the Active Fund Management Industry Concentrated Enough |
|
Wed, 25 Oct 2017 |
|
|
|
|
Wed, 1 Nov 2017 |
N302 |
Stephanie Chan |
Regulatory Forbearance, CoCos, and Bank Risk-Shifting |
|
Wed, 8 Nov 2017 |
N302 |
Linlin Niu (牛霖琳) |
Flight to relative safety: Learning from a no-arbitrage network of yield curves model of the euro area |
|
Fri, 10 Nov 2017 |
N303 |
Anpeng Li (李安鹏) ANU |
Technical Progress and Allocative Inefficiency |
|
Wed, 15 Nov 2017 |
N302 |
Li Chen (陈力) |
Common features and common trends: an application to global temperatures and greenhouse gases |
|
Wed, 22 Nov 2017 |
N302 |
Shihe Fu (傅十和) |
Air Pollution and Manufacturing Firm Productivity: Nationwide Estimates for China |
|
Wed, 29 Nov 2017 |
N302 |
Yang Ji (纪洋) |
TBA |
|
Wed, 6 Dec 2017 |
|
|
|
|
Wed, 13 Dec 2017 |
|
|
|
|
Wed, 20 Dec 2017 |
N302 |
Hao Jin (金昊) |
TBA |
|
Wed, 27 Dec 2017 |
N302 |
Shuoxun Zhang (张烁珣) |
TBA |
Finance Brown-Bag Seminar Series
Spring 2017
WISE and SOE
|
Date |
Place |
Speaker |
Topic |
|
Wed, 22 Feb 2017 |
N302 |
Mengnan Zhu & Shuai Yan (朱孟楠、闫帅) |
Macroeconomic News and the RMB Exchange Rate |
|
Wed, 1 Mar 2017 |
N302 |
Yiming Wang & Peixing Po (王艺明、卜佩星) |
Risk Spillovers Across Global Money Markets and their Determinants |
|
Wed, 8 Mar 2017 |
N302 |
Qingliang Fan (范青亮) |
The impacts of Sports on Stock Returns: A Case study from US Professional Leagues |
|
Wed, 15 Mar 2017 |
N302 |
|
|
|
Wed, 22 Mar 2017 |
N302 |
|
|
|
Wed, 29 Mar 2017 |
N302 |
Chao Ma (马超) |
Does Capital Structure Differently Affect Incumbers’ Responses to Entry Threat and Actual Entry |
|
Wed, 5 Apr 2017 |
N302 |
Peilin Hsieh (谢沛霖) |
Information Contents of Risk Neutral Densities at the FX Market |
|
Wed, 12 Apr 2017 |
N302 |
|
|
|
Wed, 19 Apr 2017 |
N302 |
|
|
|
Wed, 26 Apr 2017 |
N302 |
Yiming Wang & Yiming Liu (王艺明、刘一鸣) |
Public Relations, Political Connection and Innovation of Private Firms： Evidence from China |
|
Wed, 3 May 2017 |
N302 |
Sen Geng & Yinggang Zhou (耿森、周颖刚) |
The impact of government interventions on bubble and crash： An experimental study |
|
Wed, 10 May 2017 |
N302 |
Yue Pan （潘越） |
Prudence in marriage——couple's joint holdings and corporate risk-taking |
|
Wed, 17 May 2017 |
N302 |
Mingyang Li & Linlin Niu (李明阳，牛霖琳) |
Analysis of Shanghai Stock Prices by Components（学年论文） |
|
Wed, 24 May 2017 |
N302 |
Mucai Lin & Linlin Niu (林木材，牛霖琳） |
Liquidity and Currency Risk: Impacts on the Term Structure of Treasury Bond Yields(预答辩) |
|
Wed, 31 May 2017 |
N302 |
Hang Liu & Yinggang Zhou (刘航、周颖刚) |
Financial cycles and Business cylces（学年论文） |
|
|
|
|
|
Finance Regular Seminars
Fall 2016
WISE and SOE
|
Date:Sep 26, Monday; Room: N303 Speaker: Prof. Zhou Zhong (The University of Melbourne)
Topic: Relative tick size and trading environment |
|
Date:Oct 10, Monday; Room: N303
Speaker: Prof. John Wei(The Hong Kong Polytechnic University)
Topic: TBD
|
|
Date: Oct 17, Monday; Room: N302 Speaker: Prof. Guo Yumei(Central University of Finance and Economics) Topic: Central Bank Communication, Adaptive Learning and Monetary Policy Effectiveness |
|
Date: Nov 7, Monday; Room: N302
Speaker: Prof. Bruno Solnik (HKUST)
Topic: International Correlation Asymmetries:Frequent-but-Small and Infrequent-but-Large Equity Returns |
|
Date: Nov 28, Monday; Room: N302
Speaker: Prof. Jun Tu (SMU, Singapore) Topic: TBD
|
|
Date: Dec 5, Monday; Room: N303
Speaker: Dr.Li Weikai(HKUST)
Topic: The Information Content of Sudden Insider Silence |
|
Date: Dec 12, Monday; Room: N303
Speaker: Prof.YangYang Chen(The Hong Kong Polytechnic University) Topic: In the mood for creativity: Weather-induced mood, inventor productivity, and firm value |
|
Date: Dec 19, Monday; Room: N303
Speaker: Prof.Ghon Rhee (University of Hawaii)
Topic: TBD
|
Finance Brown-Bag Seminar Series
Fall 2016
WISE and SOE
|
Date
|
Place
|
Speaker
|
Topic
|
|
Wed, 14 Sep 2016
|
N302
|
Kuo Zhang
(张括)
|
Foreign Cash: Taxes, Internal Capital Markets and Agency Problems |
|
Wed, 21 Sep 2016
|
N302
|
Yinggang Zhou
(周颖刚)
|
Why is RMB increasingly important？ A Network Approach
|
|
Wed, 28 Sep 2016
|
N302
|
Jian Chen
(陈坚)
|
Option implied volatility-volume indicator and the predictability of stock return |
|
Wed, 12 Oct 2016
|
N302
|
Mengmeng Ao
(敖萌幪)
|
Solvingthe High-dimensional Markowitz OptimizationProblem: When Sparse Regression Meets Random MatrixTheory |
|
Wed, 19 Oct 2016
|
N302
|
Xiaoling Mei
(梅小玲)
|
Multiperiod Portfolio Optimization with General Transaction Costs
|
|
Wed, 26 Oct 2016
|
N302
|
Tian Xie
(谢天)
|
Forecasting with social media big data in the presence of heteroscedasticity |
|
Wed, 2 Nov 2016
|
N302
|
Xiaoran Huang
(黄晓然)
|
Local clientele, gender effect and firm risk
|
|
Wed, 9 Nov 2016
|
N302
|
Ming Gu
(顾明)
|
Leverage and stock returns
|
|
Wed, 16 Nov 2016
|
N302
|
Juanjuan Huang
(黄娟娟)
|
高管情绪与公司财务行为：以IPO路演为例
|
|
Wed, 23 Nov 2016
|
N302
|
Yubo Liu
(刘禹伯）
|
Real effects of corporate bond fire sales
|
|
Wed, 30 Nov 2016
|
N302
|
Yue Pan, Jianping Pan
(潘越、潘健平)
|
Does Advertised Culture Spur Innovation
|
|
Wed, 7 Dec 2016
|
N302
|
Ying Fang
(方颖)
|
中国环境信息披露政策是否有效
|
|
Wed, 14 Dec 2016
|
N302
|
Menghan Xu
(许梦涵)
|
Debt Contract with Limited Enforcement-Ironing and Rationing
|
|
Wed, 21 Dec 2016
|
N302
|
Cong Wang
(王丛)
|
Employee-Manager Alliances and Shareholder Returns from Acquisitions
|
|
Wed,28 Dec
2016
|
N302
|
Xiqian Cai
(蔡熙乾) |
When Trade Discourages Political Favoritism: Evidence from China |
|
Wed,4 Jan
2017
|
N302
|
Haiwei Jing
(荆海伟) |
Alliances and Merger Propagation: Theories and Evidence
|
Finance Regular Seminars
Spring 2016
Department of Finance, SOE and WISE
|
Date: February 23, 2016, Tuesday; Room: N302 |
|
Date: February 26, 2016, Friday; Room: N302 |
|
Date: March 1, Tuesday; Room: N302 |
|
Date : March 7, Monday;? Room: N302 |
|
Date :March 14, Monday; Room: N302 |
|
Date : March 29, Tuesday; Room: N303 |
|
Date: April 11, Monday; Room: N303 |
|
Date :May 9, Monday; Room: N303 |
|
Date: May 27, Friday, Room: N303 |
|
Date: June 1, Wednesday, Room 303 |
Finance Brown-Bag Seminar Series
Spring 2016
WISE and SOE
|
Date
|
Place
|
Speaker
|
Topic
|
|
Wed, 24Feb 2016
|
N302
|
Huiping Yuan
(元惠萍)
|
Balance Sheet Policy of Central Bank in China |
|
Wed, 2Mar 2016
|
N302
|
Shanang Chen
(陈善昂)
|
The Microstructure of Leasing Market
(joint with Financial Innovation Workshop) |
|
Wed, 9Mar 2016
|
N302
|
Jian Chen
(陈坚)
|
Gamble or not: skewness timing based on the predictability of realized market skewness |
|
Wed, 16Mar 2016
|
N302
|
Qian Zhao
(赵茜，博士候选人)
|
Does high-standard opening policy affect RMB appreciation and depreciation pressures? |
|
Wed, 23Mar 2016
|
N302
|
Liyuan Cui
(崔丽媛，Cornell)
|
Do Investors’ distorted beliefs on economic fundamentals affect equity prices? |
|
Thur, 31 Mar 2016
|
|
Warren Bailey
(Cornell) and XMU faculty members
|
Workshop on International Finance: China and beyond |
|
Wed, 13 Apr 2016
|
N302
|
Hongbiao Zhao
(赵宏彪)
|
Contagious Jumps with CIR type intensity: Efficient Simulation and Financial Applications |
|
Wed, 20 Apr 2016
|
N302
|
Ye Liu
(刘晔)
|
Fiscal Decentralization, Budget Structure and Productive Expenditure Bias |
|
Wed 27, Apr 2016
|
N302
|
Rongrong Ji
(纪荣嵘，信息学院)
|
Multimodality social media analysis and computing(joint with Econometrics BBS) |
|
Wed, 4 May 2016
|
N302
|
JunjieGuo
(郭俊杰,博士生)
|
Is the disclosure strategy for pollution control effective in China? |
|
Wed, 11 May 2016
|
N302
|
Runzhe Zhang
(张润泽，博士生)
|
Informed trading, Information uncertainty and stock risk premium |
|
Wed, 18 May
|
N302
|
Yiming Liu
(刘一鸣，博士生)
|
Charitable Donation, Political Connection and Financing Constraints |
|
Wed, 25 May
|
N302
|
Xin Cheng
(程欣，博士生)
|
Industry Network and Economic Fluctuation: ChineseCharacteristics and International Evidence |
|
Wed, 1 June
|
N303
|
Ling Zhong
（钟灵，博士生）
|
R&D Investment and Stock return: Evidence from Industry Competition |
|
Wed, 8 June
|
N302
|
LingJiong Zhu
(Florida State U)
|
Variable Volatility and Financial Failure
|
|
Wed, 15 June
|
N302
|
Jincheng Zheng
(郑金成、物理学院）
|
Credit Rating in the Era of Big Data
(joint with Econometrics BBS)
|
- Prev： other
- Next： Experimental