Finance Research Workshops

Mondays 12.30 - 13.30 Spring Term

23 January 2012: Cash Flow Considerations around Share Repurchase Decisions, Rohit Sonika (Lancaster University Management School), Nicholas F. Carline (University of Birmingham), & Mark B. Shackleton (Lancaster University Management School).

30 January 2012: The First 1,000 Days in the Life of an IPO, Naaguesh Appadu, Mario Levis & Anna Faelten (Cass Business School)

6 February 2012: In Good Times and in Bad: Bank Capital Ratios and Lending Rates, Matthew Osborne, Ana-Maria Fuertes (Cass Business School), & Alistair Milne (Loughborough University)

13 February 2012: Conflicts of Interest in Selling UK SEO Underwriting Fees, Mario Levis (Cass Business School), Michele Meoli, & Katrin Migliorati (University of Bergamo)

20 February 2012: Modeling Dynamic Dependence between CDS and the Equity Market: A Regime-Switching Copula Approach, Fei Fei, Ana-Maria Fuertes, & Elena Kalotychou (Cass Business School)

27 February 2012: Overnight News and Daily Volatility Prediction, Katja Ahoniemi (Aalto University School of Economics, Finland, & Jose Olmo (City University)

5 March 2012: Interpolation of Low Frequency Factor Models using EM Algorithm, Ekaterina Ipatova & Lorenzo Trapani (Cass Business School)

12 March 2012: TITLE TBA, R.Huisman (Erasmus University Rotterdam)

19 March 2012: Earning Quality: Firm Fundamentals Versus Managerial Discretion, Vasiliki Athanasakou (London School of Economics), & Per Olsson (Duke University)

Workshops12:30-13:30, Room 2005
Cass Business School
Lunch and light refreshments available at 12:15 on the 2nd floor milling area.