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Presentations
Conference Presentations
Author Name | Paper | Conference | Year |
Turan Bali, | A Conditional Extreme Value Volatility Estimator Based on High Frequency Returns | American Economic Association | 2005 |
Asymmetric Crime Cycles | American Economic Association | 2005 | |
Charlotte Hansen, | Examining the Statistical Properties of Financial Ratios | Financial Management Association European Meeting | 2005 |
Charlotte Hansen, | Examining the Statistical Properties of Financial Ratios | Financial Management Association | 2005 |
Charlotte Hansen, | Examining the Statistical Properties of Financial Ratios | European Finance Association | 2005 |
Charlotte Hansen, | Spanning Tests for Options using Principal Components Methods | 3rd Nordic Econometrics Meeting, Helsinki | 2005 |
Charlotte Hansen, | Long Run Regressions: Theory and Application to US Asset Markets | Eastern Finance Association | 2005 |
Are observed capital structures determined by equity market timing? | American Finance Association | 2005 | |
Armen Hovakimian, | Cash flow sensitivity of investment: Firm-level analysis | European Financial Management Association | 2005 |
Lin Peng, | Executive Pay, Earnings Manipulation and Shareholder Lawsuits | American Finance Association | 2005 |
Lin Peng, | Executive Pay, Earnings Manipulation and Shareholder Lawsuits | Western Finance Association | 2005 |
Lin Peng, | R2 and momentum | China International Conference in Finance | 2005 |
Liuren Wu, | Variance risk premia | American Finance Association | 2005 |
Liuren Wu, | Stochastic skew in currency options | Winter Meeting of Econometric Society | 2005 |
Liuren Wu, | Stochastic Risk Premium, Stochastic Skew in Currency Options, and Stock Discount Factors in International Economies | Western Finance Association | 2005 |
Liuren Wu, | Stochastic Risk Premium, Stochastic Skew in Currency Options, and Stock Discount Factors in International Economies | Derivative Securities and Risk Management Conference | 2005 |
Liuren Wu, | Price Discovery in the U.S. Options Market | One-day Conference at NYU | 2005 |
Time-Changed Levy Processes and Their Applications in Finance | Workshop on Stochastic Modeling in Financial Mathematics, Universite de Montreal | 2005 | |
Variance Dynamics: Joint Evidence from Options and High Frequency Returns | Princeton-Chicago Conference on Econometrics of High Frequency Financial Data | 2005 | |
Rui Yao, | Optimal Life-Cycle Asset Allocation with Housing as a Collateral | Western Finance Association | 2005 |
Cyclicality in catastrophic and operational risk measurements | Financial Management Association | 2004 | |
Turan Bali, | Optimal portfolio selection: Mean-variance versus mean-VAR | Financial Management Association | 2004 |
Turan Bali, Ozgur Demirtas, | Aggregate Earnings, Firm-Level Earnings, and Expected Stock Returns | European Finance Association | 2004 |
Turan Bali, Terrence Martell, | Does hedging with derivatives reduce the market risk exposure? | Financial Management Association | 2004 |
Gayle DeLong, | Learning in Capital Markets: Evidence from Commercial Bank M&As | Financial Management Association | 2004 |
Gayle DeLong, | Was the introduction of deposit insurance good for U.S. banks? | FDIC's Center for Financial Research | 2004 |
Charlotte Hansen, | Long Run Regressions: Theory and Application to US Asset Markets | European Economic Association & Econometric Society | 2004 |
Charlotte Hansen, | Long Run Regressions: Theory and Application to US Asset Markets | CEPR European Summer Symposium in Financial Markets | 2004 |
Charlotte Hansen, | Long Run Regressions: Theory and Application to US Asset Markets | Aarhus Econometrics meeting, Denmark | 2004 |
Charlotte Hansen, | Predicting the S&P500 Index – simple efficient methods | Financial Management Association | 2004 |
Susan Ji, | Global momentum strategies: A portfolio perspective | Financial Management Association | 2004 |
Does investor base influence stock comovement? | Financial Management Association | 2004 | |
Lin Peng, | Executive Pay, Earnings Manipulation and Shareholder Lawsuits | CEPR European Summer Symposium in Financial Markets | 2004 |
Lin Peng, | Executive Pay, Earnings Manipulation and Shareholder Lawsuits | Financial Intermediation Society Conference on Banking, Insurance and Intermediation | 2004 |
Lin Peng, | Executive Pay, Earnings Manipulation and Shareholder Lawsuits | Corporate Governance at the Crossroads | 2004 |
Liuren Wu, | Design and estimation of multi-currency quadratic models | International Finance Conference, Georgia Tech | 2004 |
Liuren Wu, | Stochastic Skew in Currency Options | European Finance Association | 2004 |
Liuren Wu, | Variance risk premia | 5th Conference on Financial Risks, Verona, Italy | 2004 |
Liuren Wu, | A tale of two indices | 20th Annual Risk Management Conference, Florida | 2004 |
Liuren Wu, | Specification analysis of option pricing models based on time-changed Levy process | Winter Meeting of Econometric Society | 2004 |
Linda Allen, Gayle DeLong, A. Saunders | Issues in the credit risk modeling of retail markets | Conference on Retail Credit Risk at Philadelphia Fed | 2003 |
Jay Dahya, | Outside directors and corporate board decisions | American Finance Association | 2003 |
Armen Hovakimian, | How country and safety net characteristics affect bank risk-shifting | American Finance Association | 2003 |
Armen Hovakimian, | Determinants of target capital structure: The case of dual debt and equity issues | American Finance Association | 2003 |
John Merrick, | Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze | Western Finance Association | 2003 |
John Merrick, | Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze | European Financial Management Association | 2003 |
Lin Peng | Capacity constrained learning and asset price comovement | Western Finance Association | 2003 |
Learning with Information Capacity Constraints | Summer Meeting of Econometric Society | 2003 | |
Lin Peng | Time to Digest and Volatility Dynamics | Summer Meeting of Econometric Society | 2003 |
Gayle DeLong | Dynamic learning in capital markets: Evidence from commercial bank M&As | Eastern Finance Association | 2002 |
Armen Hovakimian, | Determinants of target capital structure: The case of dual debt and equity issues | Financial Management Association | 2002 |
The role of target leverage in security issues and repurchases | European Finance Association | 2002 | |
John Merrick, | Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze | European Finance Association | 2002 |