Past seminars presented at the Finance Department at the University of Technology Sydney.
2024
| DATE | TITLE | SPEAKER |
| 12-1 pm (AEDT) February 21 | Tuck School of Business, | |
| 12-1 pm (AEDT) February 28 | Bocconi University | |
| 12-1 pm (AEDT) March 13 | Common pitfalls in the evaluation of corporate bond strategies | University of Warwick |
| 12-1 pm (AEDT) March 20 | University of Colorado Boulder | |
| 12-1 pm (AEDT) March 27 | Boston College | |
| 12-1 pm (AEDT) April 3 | Optimal Mechanisms in Initial Public Offering with Adverse Selection | University of Warwick |
| 12-1 pm (AEST) April 10 | University of New South Wales | |
| 12-1 pm (AEST) May 1 | Lending by Servicing: Monetary Policy Transmission through Shadow Banks | University of British Columbia |
| 12-1 pm (AEST) May 8 | University of New South Wales | |
| 12-1 pm (AEST) May 22 | Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation | London School of Economics and Political Science |
| 12-1 pm (AEST) May 29 | University of British Columbia | |
| 12-1 pm (AEST) June 12 | Vanderbilt University | |
| 12-1 pm (AEST) June 19 | The Value of Social Media Anonymity: Evidence from the Stock Market | University of British Columbia |
| 12-1 pm (AEST) August 7 | Boston College | |
| 12-1 pm (AEST) August 14 | London Business School | |
| 12-1 pm (AEST) August 28 | University of Oxford | |
| 12-1 pm (AEST) September 4 | Darden School of Business, University of Virginia | |
| 12-1 pm (AEST) September 11 | Darla Moore School of Business, University of South Carolina | |
| 12-1 pm (AEST) September 18 | Kelley School of Business, Indiana University | |
| 12-1 pm (AEDT) October 9 | Mandatory Climate Adaptation: Evidence from Firms and Workplace Safety | University of Toronto |
| 12-1 pm (AEDT) October 16 | University of Southern California | |
| 12-1 pm (AEDT) October 23 | Buy-to-Live vs. Buy-to-Let: Real Estate Investors, Property Prices, and Neighborhoods | Erasmus University Rotterdam |
| 12-1 pm (AEDT) October 30 | Southern Methodist University |
2023
2022
2021
2020
2019
2018
2017
2016
| DATE | TITLE | SPEAKER |
|---|---|---|
| 2 March | Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data | Jaroslav Borovicka, New York University |
| 9 March | Regulatory Blind Spots: Deceptive Trade Practices in Financial Intermediaries | Wenlan Qian, National University of Singapore |
| 16 March | Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy | Paolo Sodini, Stockholm School of Economics |
| 23 March | ETFs and Market Fragility | Maureen O'Hara, Cornell University and University of Technology Sydney |
| 30 March | Capital Requirements and Asset Prices | Georgy Chabakauri, London School of Economics |
| 6 April | RESCHEDULED: "Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets", Time: 4-5 pm, Room: 4.09 | Austin Gerig, U.S. Securities and Exchange Commission |
| 6 April | Expected Returns and Risk in the Stock Market", Time: 1-2 pm | Michael Brennan, University of California, Los Angeles |
| 13 April | Rhythmic Behavior in Large Scale Systems with an Application to Search and Bargaining Models | Marco Tolotti, Università Ca' Foscari Venezia |
| 20 April | Corporate Governance and the Firm’s Workforce | Inessa Liskovich, University of Texas |
| 27 April | Fast and Slow Informed Trading | Ioanid Rosu, HEC Paris |
| 4 May | Institutional Investors and Long-run Return Reversals: Insights into Post-SEO Underperformance | Roger Edelen, Uinversity of California, Davis |
| 11 May | Informed Options Trading Prior to M&A Announcements: Insider Trading? | Patrick Augustin, McGill University |
| 18 May | High-Frequency Trading around Large Institutional Orders | Vincent van Kervel, Pontificia Universidad Católica de Chile |
| 25 May | Learning the Post-Earnings Announcement Drift | Qiaoqiao Zhu, Australian National University |
| 1 June | Dealer Behavior in Highly Illiquid Risky Assets | Michael Goldstein, Babson College |
| 8 June | The Effect of Star Analyst Tournaments on Firms' Information Environment | Joshua Shemesh, University of Melbourne |
| 4 August | “Do Clawbacks Have Claws? The Value Implications of Mandatory Clawback Provisions”, Room: 3.04, Level 3, Building 8 | Aazam Virani, University of Arizona |
| 10 August | Perception of Intentionality in Investor Attitudes Towards Financial Risks | Peter Bossaerts, University of Melbourne |
| 17 August | Hedge Fund Activism and Corporate Innovation | Lawrence He, Shanghai University (SILC) and Brock University |
| 24 August | The Dividend Disconnect | David H. Solomon, University of Sothern California |
| 31 August | The Informativeness of Retail and Institutional Trades: Evidence from the Finnish Stock Market | Bart Frijns, Auckland University of Technology |
| 7 September | Asset Pricing Implications of Learning About Long-Run Risk | Daniel Andrei, University of California, Los Angeles |
| 14 September | Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets | Hui Chen, Massachusetts Institute of Technology |
| 21 September | Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor | Jun Li, University of Texas at Dallas |
| 28 September | Trades, Quotes and the Cost of Capital | Elvira Sojli, University of NSW |
| 5 October | Measuring Innovation Around the World | Wing Wah Tham, University of NSW |
| 12 October | Financialization, Intraday Institutional Trading, and Commodity Market Quality | Pradeep Yadav, Uinversity of Oklahoma |
| 19 October | The Credit and Bond Liquidity Effects of Hedge Fund Activism", Room: 3.02, Level 3, Building 8 | Antje Berndt, Australian National University |
| 2 November | Exchange Rates, Interest Rates and the Global Carry Trade", Room: 4.03, Level 4, Building 8 | Dagfinn Rime, BI Norwegian Business School |
2015
| DATE | TITLE | SPEAKER |
|---|---|---|
| 27 February | Director Tolerance: Evidence from the Appointments of Outside Directors Who Have Fired CEOs | Jie (Jay) Cai, Drexel University |
| 4 March | Industry Competition and Bank Lines of Credit | Maggie Hu, University of NSW |
| 11 March | Trading Heterogeneity, Information Transparency and Market Efficiency | Huanhuan Zheng, Chinese University of Hong Kong |
| 18 March | Moral Hazard in Dynamic Risk Management | Jaksa Cvitanic, Caltech and EDHEC |
| 25 March | Trading Imbalances Around Seasoned Equity Offerings | Ronald Masulis, University of NSW |
| 1 April | Does Diversity Lead to Diverse Opinions? Evidence from Languages and Stock Markets | Bin Zhao, SAIF |
| 8 April | Time-Series and Cross-Sectional Momentum Strategies Under Alternative Implementation Strategies | Ron Bird, University of Technology, Sydney |
| 15 April | Credit Default Swaps and Moral Hazard in Bank Lending | Indraneel Chakraborty, Southern Methodist University |
| 21 April | Does Trading Anonymously Enhance Liquidity? | Patrik Sandas, University of Virginia |
| 22 April | Libor Manipulation: Cui Bono? | Jens Jackwerth, University of Konstanz |
| 29 April | Do CEOs Who Trade Shares Adopt More Aggressive Innovation Strategies? | Reza Bradrania, University of Sydney |
| 6 May | Overreaction to Merger and Acquisition Announcements | Feng Zhang, Finance Department, University of Utah |
| 13 May | Why Do Overconfident CEOs Issue Equity? | Mark Humphrey-Jenner, School of Banking and Finance, University of NSW |
| 20 May | Kooderive: Multi-Core Graphics Cards, the Libor Market Model, Least-Squares Monte Carlo and the Pricing of Cancellable Swaps | Mark S Joshi, University of Melbourne |
| 27 May | On the Flow-Performance Relations among Delegated Institutional Portfolios | Tong Yao, University of Iowa |
| 3 June | Bank Working Experience Versus Political Connections: Which Matters for Bank Loan Financing? | Gary Tian, University of Wollongong |
| 10 June | Corporate Governance and Risk Management at Unprotected Banks:National Banks in the 1890s | Charles Calomiris, Columbia University |
| 24 June | When Pessimism Doesn't Pay Off: Determinants and Implications of Stock Recalls in the Short Selling Market | Oleg Chuprinin, University of NSW |
| 29 July | Comparative Advantage, Industry Specialization, and the Role of Investment Banks in M&As | Alfred Yawson, University of Adelaide |
| 12 August | Online Sentiment Contagion in China | Xu Feng, Tianjing University |
| 20 August | Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion? | Byoung Kang, Hong Kong Polytechnic University |
| 26 August | A Perturbation Approach to Continuous-time Portfolio Selection | Dietmar Leisen, University of Mainz |
| 2 September | How Do Foreclosures Exacerbate Housing Downturns? | Tim James McQuade, Stanford University |
| 9 September | Institutional Trading and Asset Pricing | Thanh Huynh, Auckland University of Technology |
| 16 September | Funding Risk, Patient Capital, and the Dynamics of Hedge Fund Lockups | Chris Clifford, University of Kentucky |
| 23 September | Another Test of the Efficiency of a Given Portfolio | Paskalis Glabadanidis, University of Adelaide |
| 30 September | Longevity Risk and Optimal Asset Allocation with Consumption and Investment Constraints | Bong-Gyu Jang, Pohang University of Science and Technology |
| 7 October | Work Experience and Managerial Performance: Evidence from Mutual Fund Managers | Qiaoqiao Zhu, Australian National University |
| 14 October | Belief Dispersion in the Stock Market | Suleyman Basak, London Business School |
| 21 October | Modeling Municipal Yields with (and without), Bond Insurance | Fan Yu, Claremont McKenna College |
| 28 October | Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model | José Da Fonseca, Auckland University of Technology |
| 11 November | Investor Protection and International Equity Returns | Ben Marshall, Massey University |
| 25 November | Mispriced Stocks and Mutual Fund Performance | Allaudeen Hameed, National University of Singapore |
| 15 December | High-Frequency Trading in the U.S. Treasury Market: Liquidity and Price Efficiency around Macroeconomic News Announcements | Giorgio Valente, City University of Hong Kong |
2014
| DATE | TITLE | SPEAKER |
|---|---|---|
| 19 February | Valuation of Systematic Risk in the Cross-section of Credit Default Swap Spreads | Daniel Roesch, University of Regensburg |
| 26 February | What Market Believes | Filippo Massari, School of Banking and Finance, University of NSW |
| 5 March | Speci cation Tests of Calibrated Option Pricing Models | Simon Kwok, University of Sydney |
| 12 March | Executive Overconfidence and Compensation Structure | Mark Humphery-Jenner, University of NSW |
| 19 March | Should Exchanges Impose Market Maker Obligations? | Kumar Venkataraman, Finance Department, Southern Methodist University |
| 26 March | The Role of Segmentation and Investor Recognition through the Lens of Cross-Listing Activity | Francesca Carrieri, McGill University |
| 2 April | Illiquidity Premia in the Equity Options Market | Ruslan Goyenko, McGill University |
| 9 April | Treasury Bill Yields: Overlooked Information | Jaehoon Lee, University of NSW |
| 23 April | Predicting Time-varying Value Premium Using the Implied Cost of Capital: Implications for Countercyclical Risk, Mispricing and Style Investing | David Ng, Connell University |
| 30 April | Unfriendly Creditors: Debt Covenants and Board Independence | Daniel Ferreira, London School of Economics |
| 7 May | Currency Demand during the Global Financial Crisis: Evidence from Australia | Tom Cusbert, Reserve Bank of Australia |
| 14 May | Playing it Safe? Managerial Preferences, Risk, and Agency Conflicts | Todd Gormley, Finance Department, The Wharton School, University of Pennsylvania |
| 16 May | Decomposing CDS Spreads and Their Variation | Antje Berndt, Department of Business Management, Finance, North Carolina State University |
| 28 May | Should Retirement Savings Be Diversified Across Funds? | Jacquelyn E. Humphrey, UQ Business School, University of Queensland |
| 30 May | The Effects of Information-Based Trading on Daily Returns and Risks of Individual Stocks | Xiangkang Yin, Department of Finance, La Trobe University |
| 4 June | The Effect of Government Bank Lending: Evidence from the Financial Crisis in Japan | Takeshi Yamada, University of Adelaide |
| 10 June | Hedge Fund Holdings and Stock Market Efficiency | Bing Liang, Department of Finance and Operations Management, University of Massachusetts at Amherst |
| 11 June | Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle | Xiaoyan Zhang, Purdue University |
| 25 June | Tail and Volatility Indices from Option Prices | Nikunj Kapadia, University of Massachusetts |
| 2 July | Who are the Sentiment Traders? Evidence from the Cross-Section of Stock Returns and Demand | Laura Starks, Finance Department, University of Texas at Austin |
| 30 July | Investor Sentiment Aligned: A Powerful Predictor of Stock Returns | Jun Tu, Singapore Management University |
| 6 August | Product Market Competition and Firm-Specic Investment under Uncertainty | Brent Ambrose, Pennsylvania State University |
| 13 August | Davids, Goliaths, and Business Cycles | Jefferson Duarte, Rice University |
| 20 August | Women in Finance | Renée B. Adams, University of New South Wales |
| 27 August | Capital Commitment and Illiquidity Risks in Private Equity | Ludovic Phalippou, University of Oxford |
| 3 September | Gambling for Resurrection: Value and Risk Taking in the National Basketball Association | Phong T. H. Ngo, Australian National University |
| 10 September | The Price of Variance Risk | Stefano Giglio, University of Chicago |
| 17 September | The Dark Side of ETFs | Utpal Bhattacharya, Indiana University |
| 24 September | How Much Do Means-Tested Benefits Reduce the Demand for Annuities? | Monika Buetler, University of St Gallen |
| 1 October | Welfare Costs of Informed Trade | Talis Putnins, Finance Discipline Group, University of Technology, Sydney |
| 8 October | Technological Innovation: Winners and Losers | Leonid Kogan, Massachusetts Institute of Technology |
| 15 October | How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment | James Vickery, Federal Reserve Bank of New York |
| 22 October | Evaluating Creeping Acquisitions | Raymond Da Siva Rosa, University of Western Australia |
| 29 October | Age of Decision: Pension Savings Withdrawal and Consumption and Debt Response | Sumit Agarwal, National University of Singapore |
| 12 November | Time-Varying Forecasts of Defaulted Bond Recoveries | Egon Kalotay, Macquarie University |
| 19 November | Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading | Christian Lundblad, University of North Carolina at Chapel Hill |
| 26 November | A Financial CCAPM and Economic Inequalities | Charles Tapiero, New York University |