Friday Seminar Series 2007-2008

Friday Seminar Series  |  2007-2008

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All seminars, will take place from 12:00PM to 1:20PM in the Henry Kaufman Management Center at 44 West 4th Street, New York, in room KMC 4-80. Information on paper titles will be available before each seminar in the Seminars section of the Department of Finance web site.

Date   Speaker / Affiliation Topic
09/07 Gian Luca Clementi
New York University
"Asset Pricing in a Production Economy with Chew–Dekel Preferences"
09/14 Alexei Tchistyi
New York University
"Optimal Mortgage Design"
09/21 Stijn Van Nieuwerburgh
New York University
"Why have payouts by US corporations increased so much?"
09/28 Yongheng Deng
University of Southern Calfornia
"Irrational Borrowers and the Pricing of Residential Mortgages"
10/05 Rob Stambaugh
University of Pennsylvania
"Predictive Systems: Living with Imperfect Predictors"
10/12 Sadi Ozelge
New York University
"The Role of Banks and Private Lenders in Forced CEO Turnovers"
10/19 Steve Figlewski
New York University
"The Risk Neutral Probability Distribution for the US Stock Market"
10/26 Amrut Nashikkar
New York University
"Are security lending fees priced? Theory and evidence from the U.S. treasury market"
11/02 Alexander Ljunqvist
New York University
"The Value of Research"
11/09 James Vickery
New York University
"How Do Financial Frictions Shape the Product Market? Evidence from Mortgage Originations"
11/16
11/23
11/30
12/07 Five star conference
12/14
12/21
01/18 Recruiting  
01/25 Recruiting  
02/01 Recruiting  
02/08 Recruiting  
02/15 Recruiting  
02/22 Recruiting  
02/29 Recruiting  
03/07 Amiyatosh Purnanandam
University of Michigan
"Is Default-Risk Negatively Related to Stock Returns?"
03/12 Stefan Nagel
Stanford University
"Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?"
03/21 No Seminar--Spring Break
03/28 Francis Longstaff
University of California, Los Angeles
"Train Wrecks: Asset Pricing and the Valuation of Severely Distressed Assets"
04/04 Alexei Tchistyi
New York University
"Stochastic House Appreciation and Optimal Mortgage Lending"
04/11 Thomas Philippon
New York University
"Anatomy of the US financial sector: 1850-2007"
Please Note: There is no paper for this seminar
04/18 Jennifer Carpenter
New York University
"Optimal Exercise of Executive Stock Options and Implications for Firm Cost"
04/25 Sabri Oncu
New York University
"A Proposal to Central Banks: Foreign Exchange Liquidity Options"
05/02 No Seminar--Faculty Meeting  
05/09 P&T Meeting and Department Lunch  
 

 Organizers:
 Xavier Gabaix    xgabaix@stern.nyu.edu 
 Kose John    kjohn@stern.nyu.edu