Yale School of Management Accounting and Finance Workshop Schedule

Fall, 1998 and Spring, 1999.

The seminars will be held in SOM in room A-30 from 11:30 to 1:00(except 2/19, which will be in A-60). Please feel free to bring a lunch with you. In the future, all information about finance seminars will be posted on this web page. Papers will be available from Mary Ann Nelson in 52 Hillhouse, 2nd Floor during the week before the talk.

FALL

September 4 Open  
September 11 Matthew Spiegel, Haas School, Berkeley "Closed-End Fund Discounts in a Rational Agent Economy"
September 18 Owen Lamont, University of Chicago "Economic Tracking Portfolios"
September 25 David Musto, Wharton "Demand Curves and the Pricing of Money Management"
October 2 Bruce Lehmann, UC San Diego The Role of Beliefs in Inference for Rational Expectations Models
October 9 ICF Conference  Innovations in Fixed Income Pricing
October 16
October 23 ICF Conference Finance and the Frontiers of Information
October 30 Jonathan Lewellen, Rochester TBA (Eli workshop)
November 6 Lubos Pastor, Wharton TBA (Eli workshop)
November 13 ICF Conference Capital Flows in Emerging Markets (Eli Conference)
December 4 John Graham, Duke TBA (Eli workshop)
December 11 Open  

SPRING

January 13 Jeff Wurgler, Harvard Financial Development and the Efficiency of Investment Allocation (Eli Workshop)
January 15 Leonid Kogan, MIT Asset Prices and Irreversible Real Investment (Eli Workshop)
January 19 Junior Recruiting  
January 22 Ulf Axelson, Carnegie Mellon Pooling, Splitting, and Security Design in the Auctioning of Financial Assets (Eli Workshop)
January 26 Michael Rashes, Harvard Optimal Hedging of Noise Trader Risk (Eli Workshop)
January 29 Eslyn Jean-Baptiste, Wharton Demand Deposits as an Incentive Mechanism (Eli Workshop)
February 2 Anusha Chari, UCLA  Divine Intervention? Speculators and Central Banks in the Foreign Exchange Market (Eli Workshop)
February 5 Kent Daniel, Northwestern Consumption-Based Modelling of Long-Horizon Returns (Eli workshop)
February 12 Junior Recruiting  
February 19 Open  
February 26 Tarun Chordia, Vanderbilt  Commonality in Liquidity
March 5 Greg Duffee, UC Berkeley  TBA
March 26 Kevin Murphy, USC; Ivo Welch, UCLA; G. William Schwert, Rochester Empirical Corporate Finance Conference sponsored by ICF at Yale
April 2 Siew Hong Teoh, University of Michigan  
April 9 Open  
April 16 Elroy Dimson, LBS  
April 23 Ioannis Karatzas, Columbia  Dynamic Measures of Risk
April 30 Judy Chevalier, Chicago  TBA
May 7 TBA One day Conference sponsered by the International Center for Finance at Yale