Finance research workshops

Recent workshops

Summer Term 2018

14 May: "Foreign Ties that Bind: Cross-border Firm Expansions and Fund Portfolio Allocation around the World"
Eliza Wu (University of Sidney Business School and Cass Visiting Researcher), Fariborz Moshirian (University of New South Wales, Sidney), Peter Pham (UNSW Sydney), Shu Tian (Asian Development Bank)

11 June: "Whittle estimation of multivariate GARCH models with long memory"Malvina Marchese, University of Genoa, Cass Visiting Lecturer, Paolo Zaffaroni, Imperial College Business School

18 June: "The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets"
Alvaro Cartea (Mathematical Institute, University of Oxford), Leandro Sanchez-Betancourt (Mathematical Institute, University of Oxford)

25 June: "Dealer Leverage and Market Liquidity"
Max Bruche (Cass Business School), John C.F. Kuong (INSEAD)

Spring Term 2018

27 February: "Dissecting Announcement Returns"
Mamdouh Medhat, Cass Business School and Maik Schmeling, Cass Business School

Autumn Term 2017

16 October: "Maximum Likelihood Estimation and Inference for High Dimensional Nonlinear Factor Models"
Fa Wang, School of Economics, Shangai University of Finance and Economics, China

23 October: "Extrapolative Expectations and the Second-Hand Market for Ships"
Ioannis Moutzouris, Cass Business School, Nikos Nomikos, Cass Business School

30 October: "Fire-Sale Spillovers in a Network Perspective"
Christina Hans, Universitat Pompeu Fabra and Deutsche Bundesbank

06 November: "Volatility and the Cross-Section of Returns on FX Options"
Ian Marsh, Cass Business School, Jessica James, Cass Business School and Commerzbank

13 November: "Prudential Regulation and the OTC Derivatives Market"
Francesc Rodriguez-Tous, Cass Business School. Jonathan Acosta-Smith, Bank of England, Gerardo Ferrara, Bank of England, Samin Ghamami, Office of Financial Research.

20 November: "Depositors Disciplining Banks: The Impact of Scandals"
Mikael Homanen, Cass Business School

27 November: "Do Independent Advisers Improve IPO Outcomes?"
Emmanuel Pezier, Cass Business School

04 December: "Asset Encumbrance and Bank Risk: First Evidence from Public Disclosures in Europe"
Albert Banal-Estanol, Universitat Pompeu Fabra and Barcelona GSE, Enrique Benito, City, University of London, Dimitry Khametshin, Universitat Pompeu Fabra.

11 December: “Testing for Regime Changes in Large Dimensional Factor Models”
Daniele Massacci, Bank of England

Unless otherwise stated workshops will take place in Room 2005