Seminar
| Amsterdam | 00:00
Firm Volatility in Granular Networks
Stijn van Nieuwerburgh (NYU Stern School of Business, United States)
- TI Finance Research Seminars
297 Events
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Seminar | Amsterdam | 00:00
Insolvency, Illiquidity and the Risk of Default
Sergei Daydenko (Rotman School of Management)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Does stock liquidity affect the incentives to monitor? Evidence from corporate takeovers
Frederik Schlingemann (University of Pittsburgh)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
How University Endowments Respond to Financial Market Shocks: Evidence and Implications
Scott Weisbenner (University of Illinoise)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Do Security Analysts Discipline Credit Rating Agencies?
Marcin Kacperczyk (New York University Stern School of Business)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Housing Collateral and Entrepreneurship
David Thesmar (HEC Paris)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments
José Luis Peydro (Pompeu Fabra)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Cancelled
Joel Peress (INSEAD)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Title to be announced
Alexander Guembel (Toulouse School of Economics)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
New evidence on the credit spread puzzle
Peter Feldhütter (London Business School)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
The yield impact of central bank asset purchases: the case of the ECB's Securities Markets
Bernd Schwaab (European Central Bank)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Endogenous Liquidity and Defaultable Bonds
Zhiguo He (University of Chicago)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Trading, profitability, and volatility in a dynamic information network model
Johan Walden (University of California Berkeley)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
The Information and Agency Effects of Scores: Randomized Evidence from Credit Committees
Daniel Paravisini (Columbia Business School)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the financial crisis
Michael Johannes (Columbia Business School)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Hidden Liquidity: Some new light on dark trading
Gideon Saar (Johnson Cornell University)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Home Bias and Local Contagion: Evidence from Funds of Hedge Funds
Clemens Sialm (University of Texas, McComb School of Business)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
The Dark Side Of Liquidity Creation: Leverage and Systemic Risk
Anjan Thakor (Olin Business School)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Why have real estate prices become so correlated? Financial Globalization and real estate price synchronization
David Sraer (Princeton University)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Anchoring and the Cost of Capital
Joey Engelberg (Rady UC San Diego)
- TI Finance Research Seminars