Academic Seminars – Fall Semester 2009 -2010 – Department of Banking and Financial Management

Academic Seminars – Fall Semester 2009 -2010

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Fall Semester 2009 – 2010
University of Piraeus, Department of Banking and Financial Management

WEEKLY SEMINAR SERIES

Organizers: Gikas A. Hardouvelis, George Skiadopoulos

Information: Theodore Stamatiou, finance-seminars@unipi.gr

Th, Oct. 01, 16:15 -18:00 Vasiliki Athanasakou, London School of Economics, UK *Forward-looking Disclosure and Earnings Quality*
Th, Oct. 08, 16:15 -18:00 Andrea Buraschi, Imperial College Business School, UK *Economic Uncertainty, Disagreement and Credit Markets*
Th, Oct. 15, 16:15 -18:00 George Skiadopoulos, University of Piraeus, Greece *Asset Allocation with Option- Implied Distributions: A Forward- Looking Approach*
Th, Oct. 22, 16:15 -18:00 Olivier Scaillet, HEC University of Geneva, SW *Technical Trading Revisited: Persistence Tests, Transaction Costs, and False Discoveries*
Th, Oct. 29, 16:15 -18:00 Grigory Vilkov, Goethe University of Frankfurt, Germany *Improving Portfolio Selection Using Option-Implied Volatility and Skewness*
Th, Nov. 05, 16:15 -18:00 Daniel Levy, Bar-Ilan University, Israel *Price Points*
Th, Nov. 12, 16:15 -18:00 Eric Jondeau, University of Lausanne, SW *Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias*
Th, Nov. 19, 16:15 -18:00 Theodosios Dimopoulos, London Business School, UK Preemptive *Resistance and Takeover Premia: An Empirical Investigation*
Th, Nov. 26, 16:15 -18:00 Theodoros Diasakos, Collegio Carlo Alberto, Italy *Comparative Statics of Asset Prices*
Th, Dec. 03, 16:15 -18:00 Jose Peydro-Alcalde, European Central Bank *Identifying Loan Supply and Firm – Bank Balance-Sheet Channels with Loan Applications*
Th, Dec. 10, 16:15 -18:00 Dimitris Papanikolaou, Northwestern University *US Growth Opportunities and Technology Shocks*
Th, Dec. 17, 16:15 -18:00 Peter Christoffersen, McGill University, Canada Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options
CHRISTMAS HOLIDAYS
Th, Jan. 14, 16:15 -18:00 Anastasia Zervou, Washington University in St. Louis, *US Financial Market Segmentation, Stock Market Volatility and the Role of Monetary Policy*
The seminars take place in room # 013, Ground floor, University of Piraeus, #80 Karaoli & Dimitriou street, Piraeus, Greece