Summer Term 2009

  • Andrew Yim (Tilburg University) - Cost of Capital, Hurdle Rate, and Default Risk: A Robust Model of Internal Capital Markets
  • Wolfgang Bühler (Universität Mannheim) - Risk-Adjusted Performance Measurement of Bond Portfolios
  • Piet Sercu (Katholieke Universiteit Leuven) - Estimating the Intertemporal Substitution Elasticity
  • Effi Benmelech (Harvard University) - Vintage Capital and Creditor Protection
  • Toni Whited (University of Wisconsin) - Capital Structure Dynamics and Transitory Debt
  • Jacob Sagi (Vanderbilt University) - Dynamic Corporate Capital Stocks: Cross-sectional and Inter-temporal Stock Return Patterns
  • Josef Zechner (Wirtschaftsuniversität Wien) - Liquidity and Feasible Debt Relief
  • Ehud I. Ronn (University of Texas at Austin) - The Valuation and Informational Content of Options on Crude-Oil Futures Contracts
  • Jiang Wang (Massachusetts Institute of Technology) - Liquidity of Corporate Bonds
  • Stijn van Nieuwerburgh (New York University) - The Cross-Section and Time-Series of Stock and Bond Returns
  • Laura Veldkamp (New York University) - Attention Allocation Over the Business Cycle: Evidence from the Mutual Fund Industry