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Research seminars

Invited speakers for seminars addressing CFF researchers.
Time: 12:05-13:15 

Upcoming research seminars 2018

Andrea Vedolin (Boston University)
"Central Bank Communication and the Yield Curve"
December 13
F45, Vasagatan 1, School of Business, Economics and Law
Read paper

Passed research seminars 2018

Pete Kyle (Maryland)
"Dimensional Analysis, Leverage Neutrality, and Market Microstructure Invariance"
March 1

Darya Yuferova (NHH Bergen)
"Intraday Return Predictability, Informed Limit Orders, and Algorithmic Trading"
March 8
Read paper

Egle Karmaziene (Groningen)
"Incentives of Financial Analysts: Trading Turnover and Compensation"
March 22
Read paper

Angelo Ranaldo (St Gallen)
"OTC Premia"
April 12

Björn Hagströmer (Stockholm University)
"A Network Map of Information Percolation"
April 19
Read paper

Jörg Rocholl (ESMT Berlin)
"The Cleansing Effect of Banking Crises"
April 26
Read paper

Stefan Pitschner (Uppsala)
"Shortages in Corporate Liquidity During Crises and Normal Times: Evidence From Corporate Filings"
May 3
Read paper

Evangelos Benos (Bank of England)
"Centralized Trading, Transparency and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act"
May 17

Edward Altman (NYU)
"Credit Cycle Outlook and the Altman Z-Score Models After 50 Years"
Browaldh lecture
May 31

Youngju Nielsen (Sungkyunkwan University)
"The Value of Due Diligence: The Case for Passive Hedge Fund of Funds"
September 27

Kasper Roszbach (Norges Bank)
"Collateral Damaged? Priority Structure, Credit Supply, and Firm Performance"
October 4

Jens Josephson (SBS Stockholm University)
"Credit Ratings and Structured Finance"
October 18

Igor Letina (Bern)
"Designing Dynamic Research Contest"
October 25
Read paper

Matthew Ringgenberg (Utah)
"Passive Investors and Passive Monitors"
November 8
Read paper

Julia Schaumburg (VU Amsterdam)
"Do information contagion and business model similarities explain bank credit risk commonalities?"
November 22
Read paper

Xin Zhang (Riksbanken)
"Score-driven tail shape, with application to bond yields at a high frequency"
November 29

Page Manager: Katarina Forsberg|Last update: 12/5/2018

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