Faculty of Finance Seminars and Workshops Research Workshops

Research Workshops

Mondays 12.30 - 13.30 Spring Term

Printable version of Spring 2010 Programme

25th January: 'Explaining the Riddle of Dollar Cost Averaging' (Simon Hayley, Cass Business School)

1st February: 'The Market Price of Risk of the Volatility Time Structure' (George Dotsis, Essex Business School, Essex University)

8th February: 'Central Bank Co-operation and Swap Networks' (Bill Allen, Cass Business School, Richhild Moessner, Bank for International Settlements)

15th February: 'Spot and Forward Volatility in Foreign Exchange' (Lucio Sarno, Cass Business School)

22nd February: 'When do IPOs Start Paying Dividends?' (Tao Ma, Meziane Lasfer, Cass Business School)

1st March: 'On Portfolio Optimization and Market Microstructure' (Ana-Maria Fuertes, Elena Kalotychou, Wei Liu, Cass Business School)

8th March: 'Optimism and Portfolio Choice' (Jiayi Balasuriya, Gulnur Muradoglu, Cass Business School)

15th March: 'Credible Cross-Selling of Financial Services Products: Application to Insurance' (Vladimir Kaishev, Jens Perch Nielsen, Fredrik Thuring, Cass Business School)

22nd March: 'Exchange Rate Uncertainty and Deviations from Purchasing Power Parity' (Michael Arghyrou, Cardiff Business School, Andros Gregoriou, Norwich Business School, Panayiotis Pourpurides, Cardiff Business School)

29th March: 'Estimation of Heterogeneous Panels with Unobserved Common Factors' (Carolina Castagneti, Eduardo Rossi, University of Pavia, Italy, Lorenzo Trapani, Cass Business School)

12:30-13:30 pm in Room 2005
Lunch & light refreshments available at 12:15 on the 2nd floor milling area
Contact: Ana-Maria Fuertes (020 7040 0186) a.fuertes@city.ac.uk