Finance Research Seminar

Location: WU (Vienna University of Economics and Business) - Welthandelsplatz 1, A-1020 Vienna, D3.0.221, from 11:00 a.m. to 12:30 p.m.

To receive announcements about the seminar and other VGSF activities you are invited to subscribe to the VGSF newsletter. Past speakers are listed in the seminar archive. We gratefully acknowledge financial support from the WU Gutmann Center for Portfolio Management for some of the talks.

Mar 7            

Peter Bossaerts                 

- California Institute of Technology
- 'Lucas' In The Laboratory - paper

Mar 14

David Scharfstein

- Harvard Business School
- Dollar Funding and the Lending Behavior of Global Banks - paper

Mar 21

Alexander Ljungqvist

- NYU Stern School of Business
- How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation
- paper

Mar 28

Günter Strobl

- Frankfurt School of Finance & Management
- Credit Ratings: Strategic Issuer Disclosure and Optimal Screening - paper

Apr 4

Toni Whited

- University of Rochester - Simon Graduate School of Business
- Collateral, Taxes, and Leverage - paper

Apr 11

Ralph Koijen

- London Business School
- Shadow Insurance - paper

Apr 16

Adlai Fisher

- University of British Columbia | Sauder School of Business
- Horizon Effects in Average Returns: The Role of Heterogeneous Information Diffusion

Apr 25

Ruediger Fahlenbrach

- Swiss Finance Institute | Ecole Polytechnique Fédérale de Lausanne
- Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities - paper

May 2

Pierre-Olivier Weill

- The Market for OTC Derivatives - paper

May 9

Zacharias Sautner

- Frankfurt School of Finance & Management
- The Effect of Managerial Short-Termism on Corporate Investment

May 16

Igor Makarov

- London School of Economis
- Arbitrage Trading with Marking-to-market and Price Impact

May 23

Richard Lowery

- University of Texas at Austin | McCombs School of Business
- The costs of closing failed banks: A structural estimation of regulatory incentives. - paper

May 30

Malcolm Baker

- Harvard Business School
- Do strict capital requirements raise the cost of capital? Banking regulation and the low risk anomaly - paper

Jun 6

Peter Feldhütter

- London Business School
- The Credit Spread Puzzle - Myth or Reality - paper

Jun 13

Florian Heider

- European Central Bank
- As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes - paper

Jun 27

Holger Kraft

- Frankfurt University Goethe Business School
- Consumption and Wage Humps in Lifecycle Models - link 1link 2