Seminars

 

The Luxembourg School of Finance invites academics from around the world to present their latest research. The lunch seminars are usually held on Thursdays from 12:30-13:45 at the LSF, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg, 2nd floor. Our Brown bag seminars aim to present the work of our researchers and their co-authors.

 

Lunch Seminars 2016/2017

Brown Bag Seminars 2016/2017

 

 

Lunch Seminar 2016/2017

 

 

08.09.2016

Tyler Muir

UCLA

Volatility Managed Portfolios

22.09.2016

Mike Burkart

London School of Economics

Activism and Takeovers

27.09.2016

Kelly Shue

University of Chicago

Consistent Good News and
Inconsistent Bad News

29.09.2016

Pierre Collin-Dufresne

Swiss Finance Institute

CANCELLED

04.10.2016

Loriano Mancini 

Swiss Finance Institute

Optimal Investment in Variance Swaps and Other Assets

06.10.2016

Albert Pete Kyle

University of Maryland 

Dimensional Analysis
and Market Microstructure Invariance

13.10.2016

Lucy White

Harvard Business School 

CANCELLED

18.10.2016

Nickolay Gantchev

UNC 

Governance under the Gun:

Spillover Effects of Hedge Fund Activism

20.10.2016

Harry Huizinga

Tilburg University 

Foreign Banks and the International Transmission of Monetary Policy: Evidence from the Syndicated Loan Market

09.11.2016

Oğuzhan Karakaş

Boston College

Earnings and the Value of Voting Rights

05.12.2016*

Ryan Riordan

Queen's University

High-frequency trading and extreme price movements

08.12.2016*

Alon Brav

Duke University

How Does Hedge Fund Activism Reshape Corporate Innovation?

13.12.2016*

Viktor Todorov

Northwestern University

The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets

14.12.2016*

Joshua Rauh

Stanford University

State Taxation and the Reallocation of Business Activity:

Evidence from Establishment-Level Data

15.12.2016*

Margarita Tsoutsoura

University of Chicago

Drivers of Effort: Evidence from Employee Absenteeism

10.01.2017*

Heiko Jacobs

University of Mannheim

Anomalies Across the Globe: Once Public, No Longer Existent?

12.01.2017*

François Legrand

EM Lyon

Household Finance and the Value of Life

24.01.2017*

Melissa Porras Prado 

Nova School of Business and Economics

Basis-momentum in the futures curve and volatility risk

26.01.2017*

Jean-Pierre Zigrand

London School of Economics

The Investment Performance of Collectable Books

02.02.2017*

Thierry Foucault

HEC

Corporate Strategy, Conformism, and the Stock Market

09.02.2017*

Tim Kröncke

University of Basel

How does the equity premium respond to monetary policy, and why?

14.02.2017*

Sebastian Pfeil

University of Bonn

CANCELLED

16.02.2017*

Marc Arnold

Swiss Institute of Banking and Finance

The Value of Creditor Governance: Debt Renegotiations In and Outside Distress

02.03.2017*

Shai Bernstein

Stanford University

Bankruptcy Spillovers

09.03.2017*

Jules van Binsbergen

Wharton 

Real Anomalies

16.03.2017*

Adrien Verdelhan

MIT

Deviations from Covered Interest Rate Parity

23.03.2017*

Eric Ghysels

University of North Carolina

Granularity and (Downside) Risk in Equity Markets

28.03.2017*

Peter Koudijs 

Stanford University

For Richer, For Poorer:
Banker’s Skin-in-the-game and Risk Taking in New England, 1867-1880

30.03.2017*

Emilio Osambela

Carnegie Mellon University 

Preventing Controversial Catastrophes

06.04.2017*

Stefano Giglio            

University of Chicago

Tbd

27.04.2017*

Peter Kondor

London School of Economics

Tbd

 

 

 

 

18.05.2017*

Will Dobbie

Princeton University 

Tbd

01.06.2016*

Marco DiMaggio

Harvard University 

Tbd

27.06.2017*

Jörg Rocholl

ESMT Berlin

Tbd

29.06.2017*

Ben Iverson

Northwestern University

Tbd

04.07.2017*

Michaela Pagel 

Columbia Business School

Tbd

*These seminars benefit from the financial support of the FNR - National Research Fund 

 

 

We had the pleasure to welcome them for a lunch seminar during academic year

 

 

 

Brown Bag Seminars 2016/2017

 

 

24.08.2016

Jun Tu

Singapore Management University 

Investor Sentiment Purged: A Powerful Predictor in the Cross-Section of Stock Returns

06.09.2016

Lin Gao

Luxembourg School of Finance

Geopolitical events or macro fundamentals? A textual analysis of News Events for Crude Oil

20.09.2016

Roberto Marfè

   Collegio Carlo Alberto

Labor Rigidity and the Dynamics of the Value Premium

08.11.2016

Carlos Ramirez

Federal Reserve Board

Inter-firm Relationships and Asset Prices

17.11.2016

René Wells

Luxembourg School of Finance

Stealth Trading No More?

29.11.2016

Xuecan Cui

Luxembourg School of Finance

Asset Pricing Models with Underlying Time-Varying L evy Processes

12.12.2016

Marc Kauffman

   Harvard University

Projection Bias in Effort Choices

07.02.2017

Ulf von Lilienfeld-Toal

Luxembourg School of Finance

Identifying the Benefits from Home Ownership: A Swedish Experiment 

25.04.2017

Robert Chirinko  

University of Illinois 

Tbd

20.06.2017

Ali Nasser Eddine

Luxembourg School of Finance

Tbd