MITSUI LIFE | Mitsui Life Finance Workshops

Finance Recruiting Series

Winter Term 2004

Note: Unless otherwise noted, the hyperlinked papers on this page are in Microsoft Word format.

January 9	Motohiro Yogo (Harvard) “A Consumption-Based Explanation of Expected Stock Returns”
January 14	Borja Larrain (Harvard) “Financial Development, Borrowing Constraints and the Volatility of Industrial Production”
January 16	Uday Rajan (Carnegie-Mellon) "Equilibrium in a Dynamic Limit Order Market”
January 21	Amiyatosh Puranandam (Cornell) “Financial Distress and Corporate Risk Management: Theory and Evidence”
January 23	Henrik Cronqvist (Chicago) “Advertising and Portfolio Choice”
January 28	Jerry Hoberg (Yale) “Strategic Underwriting in Initial Public Offers”
January 30	Pierre Weill (Stanford) “Leaning Against the Wind”
February 4	Evgeny Lyandres (Rochester) “The Effects of Financial Constraints on Investment Timing”
February 6	Ioanid Rosu (MIT) “A Dynamic Model of the Limit Order Book”
February 9	Lily Qiu (Yale) “Which Institutional Investors Monitor? Evidence from Acquisition Activity”
February 11	Josh Rauh (MIT) “Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans”
February 13	Ilya Strebulaev (London Business School) "Do Tests of Capital Structure Theory Mean What They Say?” (PDF)
March 5	Haitao Li (Cornell) “Hedging Interest Rate Derivatives Under Dynamic Term Structure Models: New Evidence of Unspanned Stochastic Volatility”
March 12	Gurdip Bakshi (Maryland) "Density-Based Inference of Continuous-time Models of Equity Volatility and Short-Term Interest Rates"
March 19	Michael Weisbach (UIUC) "World Markets for Raising New Capital"