-
SEP202017
Connected firms and Investor Myopia
Amsterdam PhD Finance Seminars
- Speaker(s):
- Camille Hebert (Université Paris-Dauphine, France)
-
MAY092017
Financial Contagion through Interbank Lending and Portfolio Overlap
Amsterdam PhD Finance Seminars
- Speaker(s):
- Dieter Wang (VU Amsterdam)
-
MAY022017
Relative Performance of Mean-Variance, Kelly and Universal Portfolios in the Equity Market
Amsterdam PhD Finance Seminars
- Speaker(s):
- Caterina Santi (Scuola Superiore Sant'Anna, Italy)
-
OCT282015
Are informed algorithmic traders liquidity takers or makers?
Amsterdam PhD Finance Seminars
- Speaker(s):
- Darya Yuferova (Rotterdam School of Management)
-
OCT072015
Financial leverage and cross-sectional delta-hedged option returns
Amsterdam PhD Finance Seminars
- Speaker(s):
- Xiao Xiao (Erasmus University Rotterdam)
-
SEP162015
Factor Premium in Variance Risk
Amsterdam PhD Finance Seminars
- Speaker(s):
- Yang Liu (University of Amsterdam)
-
SEP092015
Low Rates and Risk-Taking near the Zero Lower Bound
Amsterdam PhD Finance Seminars
- Speaker(s):
- Robin Döttling (University of Amsterdam)
-
JUN102015
Bank Liquidity Management and Risk Taking
Amsterdam PhD Finance Seminars
- Speaker(s):
- Mario Milone (Universite Paris Dauphine, France)
-
JUN032015
Can the CRRA-Lognormal Framework Explain CAPM-Anomalies in the Cross-Section of Returns?
Amsterdam PhD Finance Seminars
- Speaker(s):
- Sabine Elmiger (University of Zurich, Switzerland))
-
MAY202015
Systemic Risk in Real-Time: Central Clearing and the “Kill Switch”
Amsterdam PhD Finance Seminars
- Speaker(s):
- Wenqian Huang (VU University Amsterdam)
-
MAY062015
Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907
Amsterdam PhD Finance Seminars
- Speaker(s):
- Marlene Haas (Vienna Graduate School of Finance, Austria)
-
APR222015
The Exchanges’ Organizational Form and Market Quality
Amsterdam PhD Finance Seminars
- Speaker(s):
- Selma Boussetta-Mestiri (Toulouse School of Economics, France)
-
APR082015
Not Risk Free: The Relative Pricing of Euro Area Inflation-Indexed and Nominal Bonds
Amsterdam PhD Finance Seminars
- Speaker(s):
- Zorka Simon (Tilburg University)
-
MAR182015
SEMINAR HAS BEEN CANCELLED
Amsterdam PhD Finance Seminars
- Speaker(s):
- Reina Renard (Katholieke Universiteit Leuven, Belgium)
-
MAR112015
Excitation Asymmetry and the Dominant Region Bias in International Portfolio Choice
Amsterdam PhD Finance Seminars
- Speaker(s):
- Zhenzhen Fan (University of Amsterdam)
-
MAR042015
Payment Delays and Contagion
Amsterdam PhD Finance Seminars
- Speaker(s):
- Dilyara Salakhova (Banque du France, France)
-
JAN142015
Cocos, Contagion, and Systemic Risk
Amsterdam PhD Finance Seminars
- Speaker(s):
- Stephanie Chan (University of Amsterdam)
-
DEC102014
Anatomy of Bank Distress: The Information Content of Accounting Fundamentals within and Across Countries
Amsterdam PhD Finance Seminars
- Speaker(s):
- Janko Cizel (VU University Amsterdam)
-
DEC032014
Banking Union Optimal Design under Moral Hazard
Amsterdam PhD Finance Seminars
- Speaker(s):
- Marius Zoican (VU University Amsterdam)
-
NOV252014
Mortgage Credit, Inequality and the IT Revolution
Amsterdam PhD Finance Seminars
- Speaker(s):
- Robin Doettling (University of Amsterdam)
-
NOV192014
Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees
Amsterdam PhD Finance Seminars
- Speaker(s):
- Lucy Gornicka (University of Amsterdam)
-
NOV122014
Do Prime Brokers Induce Similarities in Hedge Funds Performance?
Amsterdam PhD Finance Seminars
- Speaker(s):
- Nataliya Gerasimova (University of Lausanne and Swiss Finance Institute, Switzerland),
-
NOV052014
Bank Recapitalizations and Lending: A Little is Not Enough
Amsterdam PhD Finance Seminars
- Speaker(s):
- Timotej Homar (University of Amsterdam)
-
OCT292014
Dynamic Negative Binomial Difference Model for High Frequency Returns
Amsterdam PhD Finance Seminars
- Speaker(s):
- Istvan Barra (VU University Amsterdam)
-
OCT222014
A Dynamic Network Model of the Unsecured Interbank Lending Market
Amsterdam PhD Finance Seminars
- Speaker(s):
- Falk Brauning (VU University Amsterdam)
-
OCT152014
Option Implied Risk Measures: a Maximum Entropy Approach
Amsterdam PhD Finance Seminars
- Speaker(s):
- Xiao Xiao (Erasmus University Rotterdam)
-
OCT082014
Does Narrow Banking Drain Liquidity?
Amsterdam PhD Finance Seminars
- Speaker(s):
- Simas Kucinskas (VU University Amsterdam)
-
SEP172014
The Extinction of Widely Held Public Companies
Amsterdam PhD Finance Seminars
- Speaker(s):
- Guangyao Zhu (Erasmus University Rotterdam),
-
JUN182014
CEOs Stock Option Exercises: Study of French Companies
Amsterdam PhD Finance Seminars
- Speaker(s):
- Nassima Selmane (Toulouse School of Economics, France)
-
APR302014
Unobserved Components in Corporate Defaults and Bond Prices
Amsterdam PhD Finance Seminars
- Speaker(s):
- István Barra (VU University Amsterdam)
-
MAR192014
Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees
Amsterdam PhD Finance Seminars
- Speaker(s):
- Lucyna Gornicka (University of Amsterdam)
-
DEC112013
Generalized Autoregressive Method of Moments
Amsterdam PhD Finance Seminars
- Speaker(s):
- Marcin Zamojski (VU University Amsterdam)
-
NOV272013
Internal Asset Transfers and Risk Taking in Financial Conglomerates
Amsterdam PhD Finance Seminars
- Speaker(s):
- Natalya Martynova (University of Amsterdam)
-
OCT162013
Banking Unions: The Efficiency versus Market Discipline Tradeoff
Amsterdam PhD Finance Seminars
- Speaker(s):
- Lucyna Gornicka (University of Amsterdam)