2004-2005 University of Virginia Finance Seminar Schedule

Last Modified: 5/24/2006

                                                                                                

    2004  

Date & Time

Speaker

Sponsor/Location

Paper

Fri, Sep. 3
1:30 - 3:00 pm
Frank Warnock Darden Room 190 The Performance of International Portfolios

Fri., Sep. 10th 1:30 - 3:00 pm

Jay Ritter

Florida

Darden Room 190

Analyst Behavior Following IPOs: The "Bubble Period" Evidence

Wed., Sept. 15
1:30 - 3:00 pm
Matt McBrady
Darden

Darden, Faculty Off. Bldg., Conf. Rm. 126

The Currency Denomination Decision: Do Firms Seek Bargains in International Bond Markets?

Fri., Sep. 17th 1:30 - 3:00 pm

Alexander Ljungqvist

 NYU

McIntire Monroe Room 116

Conflicts of Interest in Sell-side Research and the Moderating Role of Institutional Investors (please contact the author for a copy of the paper)

Mon., Sept. 20
1:30 - 3:00 pm
Wei Li
Darden
Darden, Faculty Off. Bldg., Conf. Rm. 126 Finance and Tax Structures in Developing Countries:  Many Puzzles and a Possible Explanation

Fri., Sep. 24th 1:30 - 3:00 pm

Brad Barber

UC, Davis

Darden Room 190

 "Do Individual Day Traders Make Money? Evidence from Taiwan"
Mon, Oct 4th, 3:00 - 4:30 pm Ernst Maug, Humbolt Univ. Newcomb Hall Boardroom, Rm. 376 Lower Salaries and No Options: The Optimal Structure of Executive Pay

Fri., Oct. 15th

1:30 - 3:00 pm

Alex Triantis Maryland

Darden Room 130

Why Do Firms Go Dark?  Causes and Economic Consequences of Voluntary SEC Deregistration.

Mon, Oct 25th 3:00 - 4:30 pm Andres Almazan, Texas Newcomb Hall Boardroom, Rm 376 Firm Location and the Creation and Utilization of Human Capital

Fri., Oct. 29th 1:30 - 3:00 pm

Sergei Sarkissian

McGill University

Darden Room 190

Are Fund Managers Better in Financial Centers?

Fri., Nov 5th

1:30 - 3:00 pm

Marc Lipson

Georgia

Darden Room 130

Tipping

Fri., Nov. 12th 1:30 - 3:00 pm

Jim Schallheim  Utah

Darden Room 190

Are Firms Really Under-levered?

Fri., Dec 3rd  1:30 - 3:00 pm

Sandeep Dahiya

Georgetown

Darden Room 190

So What Do I Get?  The Banker's View of Lending Relationship.

Mon., Dec 6th 3:00 - 4:30 pm Liam Brunt, Oxford McIntire Monroe TBA Asset Prices, Banks and Financial Market Integration in the British Industrial Revolution

Fri., Dec 10th 1:30 - 3:00 pm

Aydogan Alti  Texas

McIntire Monroe Room 130

How Persistent is the Impact of Market Timing on Capital Structure?

Mon., Jan 17th 1:30 - 3:00 pm Amrita Nain  Michigan      Darden Room 190 The Strategic Motives for Corporate Risk Management
Fri., Jan 21st       1:30 - 3:00 pm Pedro Matos  INSEAD Darden Room 140 Favoritism in Mutual Fund Families?
Evidence on Strategic Cross-Fund Subsidization
Fri., Jan 21st 3:00 - 4:30 pm Walid Busaba, University of Western Ontario McIntire Monroe Room 122 TBA
Mon., Jan 24th  3:00 - 4:30 pm Leonardo  Madureira  UPenn-Wharton Darden Room 40 Conflicts of Interest, Regulations, and Stock Recommendations

Fri., Jan 28th 3:00 - 4:30 pm

Mihir Desai

Harvard

McIntire Monroe Room 122

TBA

Mon., Jan 31st  1:30 - 3:00 pm Lubomir Litov  NYU Darden Room 190 Corporate Governance and Financing Policy: New Evidence
Wed., Feb. 2nd 3:00 - 4:30 pm Christa Bouwman Univ. of Michigan Darden Room 40 The governance of banks:  How do bank capital and monitoring impact post-acquisition risk taking and performance?
Fri,. Feb 4th   3:00 - 4:30 pm Mike Weisbach,  Illinois

McIntire Monroe Room 122

Why Are Buyouts Leveraged? The Financial Structure of Private Equity Funds

Tues., Feb 15th  1:30 - 3:00 pm Bruce Greenwald Columbia Darden Room 190 "Is there content to Value Investing?"                         (No paper)
Wed., Feb 16th 3:30 - 5:00 pm Alex Szimayer, Univ. of Western Australia Mathematics Dept, Monroe Hall, Room 120 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
Tues., Feb 22nd  3:00 - 4:30 pm
Mark Kritzman
Windham Capital
Darden Room 140

Optimal Hedge Fund Allocations:  Do Higher Moments Matter?

Fri., Mar 4th

1:30 - 3:00 pm

Laura Starks Texas

Darden Room 190

Madison Research Avenue Meets Wall Street:  Mutual Fund Families, Competition and Advertising

Mar 9-11

Emerging Markets Conf.

Darden

TBA

Fri., Mar 18th

1:30 - 3:00 pm

Hank Bessembinder
Utah

Darden Room 190

Optimal Market Transparency:
Evidence from the Initiation of Trade Reporting in Corporate Bonds

Fri, Mar. 25th 1:30 - 3:00 pm

Chris Geczy
Wharton

Darden Room 190

Taking a View:  Corporate Speculation, Governance and Compensation

Fri, April 1st   1:30 - 3:00 pm

Erik Stafford

Harvard

Darden Room 190

Asset Fire Sales (and Purchases) in Equity Markets

Fri, April 15th   1:30 - 3:00 pm

Tyler Shumway

Michigan

Darden Room 40

Does Disposition Drive Momentum?

Fri., April 15th McIntire Symposium, Niall Ferguson-Harvard    
Fri, April 22nd 3:00 - 4:30 pm

Stewart Mayhew,

SEC

McIntire Monroe Room 122

Market Fragmentation Metrics

Fri, April 29th 1:30 - 3:00 pm

Sohnke Bartram  Lancaster

Darden Room 190

Estimating Systemic Risk in the International Financial System

Fri., May 13th 3:00 - 4:30 pm Edie Hotchkiss (Boston College) McIntire Monroe TBA Transparency and Liquidity: A Controlled Experiment on Corporate Bonds

Fri., May 27th

1:30 - 3:00 pm

Mathijs van Dijk,

Erasmus Univ.

Darden Room 190

The Limits of Arbitrage:
Evidence from Dual-Listed Companies

2005

Fri., Sept. 2

3:00 - 4:30 pm

Alex Frino

University of Sydney

McIntire Monroe Room 122

The Information Content of Trader Identification

Fri., Sept. 9   2:00 - 3:30 pm Matthew Rhodes-Kropf  Columbia University Darden               Room 190 The Market for Mergers and the Boundaries of the Firm

Fri., Sept. 16  1:30 - 3:00 pm

Michael Faulkender Washington University

Darden                     Room 190

Why are Firms Using Interest Rate Swaps to Time the Yield Curve?

Fri., Sept. 30  1:30 - 3:00 pm      Scott Weisbenner  University of Illinois Darden            Room 190  

Fri.,  Oct 7

3:00 - 4:30 pm

Richard Green

Carnegie Mellon

McIntire Monroe Room 122

Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues

Thurs., Oct.20     3:00 - 4:30 p.m. Marvin Barth      Citigroup Darden            Room 30 International Portfolio Constraints and the USD

Fri.,  Oct 21

1:00 - 2:30 pm

Allen Poteshman

University of Illinois, Urbana-Champaign

McIntire Monroe Room 122

Volatility Information Trading in the Option Market

Sat, Oct 22 & Sun, Oct 23 Peter Carr (Bloomberg), Chris Heyde (Columbia University), Andrey Itkin (Amaranth Group), Dilip Madan (University of Maryland), Eugene Seneta (University of Sydney) McIntire Monroe Room 130,

10/22: 2:00-5:20PM; 10/23: 9:00-12:20PM

Conference: The Variance Gamma and Related Financial Models

Fri., Oct. 28    1:30 - 3:00 pm

John Graham

Duke University

Darden               Room 190

Tax Shelters and Corporate Debt Policy

Fri., Nov. 4     3:00 - 4:30 pm

Ravi Jagannathan Northwestern University

NHL Board Room, Newcomb Hall

Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns

Fri., Nov. 11     3:00 - 4:30 pm

Thierry Foucault,  HEC School of Management

McIntire Monroe Room 122

Competition for Order Flow and Smart Order Routing Systems

Thurs., Nov. 17 4:00 - 5:00 pm Jenny Young         Michigan Kerchof 317 (Math Department Seminar)  

Fri., Dec. 2     1:30 - 3:00 pm

Michelle Lowry
Penn State University

Darden            Room 190

Institutional Versus Individual Investment in IPOs: The Importance of Firm Fundamentals

Fri., Dec. 9         1:30 - 3:00 pm Mark Seasholes         UC - Berkeley Darden            Room 190

Predictable Reversals, Cross-Stock Effects,and the Limits of Arbitrage

Mon., Dec. 12  1:30 - 3:00 pm Amar Gande    Vanderbilt Darden            Room 190

Shareholder initiated class action lawsuits:  Shareholder wealth effects and industry spillovers2

     

Address: http://gates.comm.virginia.edu/uvafinanceseminar/