Mitsui Life Finance Workshop 2003-04
Mitsui Life Finance Workshop Series
Fall & Winter Term, 03 - 04
Fridays, 1:30 p.m. (Michigan time)
E0550 unless otherwise noted*
Note: Unless otherwise noted, the hyperlinked papers on this page are in Microsoft Word format.
September 12
Michelle Lowry (Penn State University)
“
Does Disclosure Deter or Trigger Litigation?” (PDF)
September 1
9
Sergey Tsyplakov (University of South Carolina)
“Dynamic Risk Management: Theory and Evidence” (PDF)
September 26
Thomas Hellman (Stanford)
“Building Relationships Early: Banks in Venture Capital"
October 3
Richard Lyons (U-C Berkeley)
“How is Macro News Transmitted to Exchange Rates?”
October 10
Anil Kashyap (Chicago)
“Zombie Lending and Depressed Restructuring in Japan”
October 17
Alexander Dyck (Harvard)
“Corporate Governance and Taxation”
October 24
Jeremy Stein (Harvard)
“Why Are Most Funds Open-End? Competition and the Limits of Arbitrage”
October 31
Eitan Goldman (UNC-Chapel Hill)
“The Economics of Fraudulent Misreporting”
November 7
Dong-Hyun Ahn (UNC – Chapel Hill)
“Familiarity Bias and Optimal Security Design in International Markets”
November
14
Zhenyu Wang (Columbia)
“The Role of Arbitrage in the Empirical Evaluation of Asset Pricing Models”
November
21
Peter Bossaerts (California Institute of Technology)
“Testing CAPM in Real Markets: Implications from Experiments”
December 5
Tyler Shumway (Michigan Business School)
”Forecasting Default with the KMV-Merton Model”
December
12
Murillo Campello (University of Illinois)
“Market Share, Financial Leverage and the Macroeconomy: Theory and Empirical Evidence”
March 26
Ingrid Werner (OSU)
April 2
John Campbell (Harvard)
April
9
Ivo Welch (Yale)