Finance Research Seminar



Location (unless indicated otherwise): WU (Vienna University of Economics and Business) - H46, 1190 Wien, Heiligenstädter Strasse 46-48, seminar room 1 (ground floor) from 11 AM to 12.30 PM.

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.

Summer Term 2012 :

March 9

Richard Roll - University of California, Los Angeles
How Stable Are Corporate Capital Structures? (paper)

March 16


Engelbert Dockner - WU (Vienna University of Economics and Business)
Interaction Between Dynamic Financing and Growth Options: The Impact of Industry Structures (paper)

March 23

Bill Zame - University of California, Los Angeles
Asset Pricing and Asymmetric Reasoning (paper)

March 30

Semyon Malamud - École Polytechnique Fédérale de Lausanne
Information Percolation in Segmented Markets (paper)

April 13

Christopher Hennessy - London Business School
Skin in the Game and Moral Hazard (paper)

April 20

David Easley - Cornell University
Flow Toxicity and Liquidity in a High Frequency World (paper)

April 27


Simone Manganelli - ECB Frankfurt
VAR for VaR: Measuring Systemic Risk Using Multivariate Regression Quantiles (paper)

May 4

Mark Kamstra - York University
The Annuity Duration Puzzle (paper)

May 11

Ingrid Werner - Ohio State University
Diving into Dark Pools (paper)

May 18

Michael Kisser - Norwegian School of Economics
Capital Structure Choice - Who Finances Externally?

May 25, 9.30 AM!

Rüdiger Frey - WU (Vienna University of Economics and Business)
Dynamics of Corporate Security Prices in Firm Value Models with Incomplete Information (paper)

June 1

David Thesmar - HEC Paris

June 8

Linda Tesar - University of Michigan

June 15

Leonid Kogan - Massachusetts Institute of Technology

June 22

Luigi Guiso - Einaudi Institute for Economics and Finance Roma

June 29

Youchang Wu - University of Wisconsin-Madison