January 6, 2012, 16.15-17.00pm, BEN LT2

Prof. Alex Lipton, Bank of America Merrill Lynch and Imperial College London

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January 27, 2012, 14.00-17.00pm, DW LIB SR  (David Wilson Library First Floor Library Seminar Room)

Prof. Victoria Dalko, Harvard University Extension School

"Is there monopoly in the stock market?"

and

Prof. Paul McGuinness, The Chinese University of Hong Kong

"The role of 'cornerstone' investors and the Chinese State in the relative underpricing of State and Privately controlled IPO firms"

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February 3rd, 2012, 14:00-15:30pm, AC017

Prof. Richard Taffler, Warwick Business School

"The Chinese Stockmarket Bubble: The Role of Emotion"

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February 17th, 2012, 14:00-15:30pm, AC017
Prof. Ioanid Rosu, HEC Paris

"High Frequency Traders, News and Volatility"

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March 2nd, 2012, 14:00-15:30pm, AC017

Prof. Peter McBurney, King's College London

"The CAT Market Design Tournament and Co-Segmentation"

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March 30th, 2012, 14:00-15:30pm, AC017
Mr. Co-Pierre Georg, Friedrich-Schiller-Universitar Jena

"The impact of the interbank network structure on contagion and common shocks"

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May 11th, 2012, 12:00-13:00pm, AC017
Mr. Antony Jackson, University of Leicester

Brown Bag: "On the dynamics of market ecologies: the interaction and survival of technical trading strategies"

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May 25th, 2012, 14:00-15:30pm, AC017
Dr. Yuval Millo, London School of Economics

"Close Connections: Hedge Funds, Brokers and the Emergence of a Consensus Trade"

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October 12, 2012, 14.00-15.30, TBC

Prof. Alexander McNeil, Heriot-Watt University

"TBC"

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Previous Seminars

October 28th, 2011, 12:00-1:00pm, ATT LR111
Amangeldi Kenjagaliev, University of Leicester

Brown Bag: (joint paper with S. Hall; P. Swamy; G. Tavlas): "Currency Misalignment from an Exchange Market Pressure Perspective"

November 4th, 2011, 12:00-1:00pm, ATT LR111
Dr. Tatiana Fic, National Institute of Economic and Social Research
Brown Bag: "Bank capital composition, regulation and risk taking"

November 11th, 2011, 2:00-3:00pm, CW2 BPA
Prof. Jerry Coakley, University of Essex

"Calendar anomalies and data snooping in European stock market indices"

(joint with M. Marzano and J. Nankervis)
November 17th, 2011, 2:00-3:00pm, ATT208
Prof. E. Mike Tsionas, Athens University of Economics and Business
"Competition and the lending channel: redefining competition in banking"

November 18th, 2011, 2:00-3:00pm, ATT212
Prof. Simon Deakin, University of Cambridge
"Informal institutions and the limits to convergence in corporate governance: the reception of hedge fund activism in Japan"

December 2nd, 2011, 2:00-3:00pm, FJL67
Dr. Vladislav Damjanovic, St. Andrews University
"Universal banking, competition and risk in a macro model"

December 9th, 2011, 12:00-1:00pm, ATT LR111
Dr. Bruce Hearn, University of Leicester
Brown Bag: "The impact of private equity and business angel investors on private benefits of control in North African IPO firms"

2010-2011

October 21st, 2010, 3:00-4:00pm, Ken Edwards 501
Dr Marek Jochec, ISCTE Business School
"Patriotic Name Bias and Stock Returns"

December 2nd, 2010, 3:00-4:00pm, Astley Clarke AC017
Professor Weimin Liu, University of Nottingham
"Liquidity risk and asset pricing: Evidence from daily data, 1926--2009"

December 9th, 2010, 1:00-3:00pm, MAB119
Artur Sepp, Bank of America Merrill Lynch

"Local Stochastic Volatility Models"

March 18th, 2011, 15:30-17:00, TBC

Professor Charles Calomiris, Columbia Business School

"Crisis ‘Shock Factors’ and the Cross-Section of Global Equity Returns"

March 24th, 2011, 14:00-15:00, ATT LT1

Professor Mark Shackleton, Lancaster University

"On the valuation of and returns to project flexibility within sequential investment" with Steinar Ekern and Sigbjorn Sodal

May 5th, 2011, 2:00-3:30, KE501

Dr. Bruce Hearn, School of Management

Brown Bag Seminar - TBC

May 10th, 2011, 2:00-3:00, Astley Clarke AC017
Professor Belal Baaquie, National University of Singapore

"Financial Modelling and Quantum Mathematics"

May 12th, 2011, 2:00-3:30, KE528
Dr. Sandra Nolte, School of Management

Brown Bag Seminar - What Determines Forcasters' Forecasting Errors?

May 26th, 2011, 2:00-3:30, KE501
Dr. Maria Boutchkova, School of Management

Brown Bag Seminar - Visualizing and Quantifying Corporate Pyramids

June 21st, 2011, 15:00-16:00, Astley Clarke AC017
Professor Thomas Lux, University of Kiel
"Explaining and Forecasting the Psychological Component of Economic Activity" 

Lectures by Professor Rousseau:

Lecture 1-June 9, "Finance and Growth: A Review and Agenda" - Astley Clarke AC017: 13-14
Lecture 2-June 20, "Monetization and Financial Revolution in the United States, 1703-1850" - Astley Clarke AC017: 13-14
Lecture 3-June 23, "Bank Stocks and the Rise of Deposit Banking in New York City, 1866-97" - AT111: 13-14
Lecture 4-June 28, "Extensive and Intensive Investment over the Business Cycle" - Astley Clarke AC017: 13-14

2009-2010

February 9th, 2010, 4:00-5:00pm, Astley Clarke AC017
Dr Daniel Ladley, University of Leicester
"Short Sale Bans and Tobin Taxes: The Effects of Regulatory Actions on Financial Markets"

February 23rd, 2010, 2:30pm-4:00pm, Astley Clarke AC017
Dr Pasquale della Corte, University of Warwick, Warwick Business School
"Spot and Forward Volatility in Foreign Exchange"

March 9th, 2010, 2:30pm-4:00pm, Astley Clarke AC017
Dr Mungo Wilson, University of Oxford, Said Business School
"Credit Ratings and Credit Risk"

March 23th, 2010 1:30pm-2:50pm, Astley Clarke AC017
Professor Sergei Levendorskii, University of Leicester
"Discounting when Income is Stochastic and Discounted Utility Anomalies"

May 6th, 2010, 4:00pm-5:30pm, Astley Clarke AC017
Professor Thomas Noe, University of Oxford, Said Business School
"Shareholder democracy and its discontents: outrage, captured boards and the veil of ignorance"

May 11th, 2010,  4:00pm-5:30pm, Astley Clarke AC017
Professor Nikolaus Hautsch, Humboldt University Berlin
"Econometrics of Limit Order Books: Dynamics, Prediction and Market Impact"

May 25th, 2010,  2:30pm-4:00pm, Astley Clarke AC017
Dr Mikhail Chernov, London Business School
"Disasters implied by equity index options"

Friday, February 6th 2009 (12:30pm), LIBSR (first floor library seminar room)
Ms Nina Boyarchenko, University of Chicago, Booth School of Business
"Are Analysts Right? Regime Switching in the Term Structure of Interest Rates"

Friday, March 6th 2009 (12:30pm), LIBSR
Professor Michael Dempster, University of Cambridge, Judge Business School
"A preliminary Analysis of the Credit Crisis"

Friday, March 20th 2009 (12:30pm), RAT LT (Rattray lower ground floor lecture theatre)  
Professor Sophie Moinas, University of Toulouse 1, IAE
"Rational Bubbles: An Experiment"