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Finance Seminars at the University of Zurich

Organised by Swiss Banking Institute and NCCR FINRISK
Profs. M. Chesney, M. Habib, Th. Hens, F. Kuebler, M. Leippold, L. Mancini, M. Paolella, P. Vanini, A. Wagner, M. Wang
[ Download Program ]
Friday, 12:15 - 13:30, Lecture Room: KO2-F-172 - 1st floor
University Centre, Entrance Karl-Schmid-Strasse 4, 8006 Zurich
Administrative Coordinator for Finance Research Seminar: Mr Andrin Boegli

Date Speaker Topic
20.02 Jos van Bommel
Oxford Saïd Business School
Pre-trade transparency in call auctions: quantity discovery vs. price discovery
27.02 Svetlozar T. Rachev
University of Karlsruhe
Momentum Strategies using Risk-adjusted Stock Selection Criteria
06.03 David Thesmar
HEC Paris
Limits of Limits of Arbitrage: Theory and Evidence
13.03 Lionel Martellini
EDHEC Graduate School of Business
Capital Structure Choices and the Optimal Design of Corporate Market Debt Programs
20.03 Alexander Ljungqvist
NYU Stern School of Business
Testing Asymmetric-Information Asset Pricing Models
Slide Presentation
27.03 Paul Doukhan
University Cergy Pontoise
Weak Dependence, Models and Some Applications
03.04 Ashkan Nikeghbali
University of Zurich
Some Applications of Last Passage Times In Finance
24.04 Dimitri Vayanos
London School of Economics
An Institutional Theory of Momentum and Reversal
30.04 Yacine Ait-Sahalia
Princeton University
* This session will take place on Thursday at Rämistrasse 74, Room RAI-J-031
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
08.05 Sudipto Bhattacharya
London School of Economics
Control Rights and Corporate Venturing
15.05 Paolo Volpin
London Business School
Securitization, Transparency and Liquidity
29.05 Marliese Uhrig-Homburg
University of Karlsruhe
Understanding The Price Dynamics of Emission Permits
Additonal Publication

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  The National Centres of Competence in Research (NCCR) are a research instrument of the
Swiss National Science Foundation.