Academic Seminars – Fall Semester 2009 -2010

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


Organizers: Gikas A. Hardouvelis, George Skiadopoulos

Information:  Theodore Stamatiou, Αυτή η διεύθυνση ηλεκτρονικού ταχυδρομείου προστατεύεται από κακόβουλη χρήση. Χρειάζεται να ενεργοποιήσετε την Javascript για να τη δείτε.




Th, Oct. 01, 16:15 -18:00
Vasiliki Athanasakou, London School of Economics, UK 
Forward-looking Disclosure and Earnings Quality
Vasiliki Athanasakou

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 

Grigory Vilkov

Th, Nov. 05, 16:15 -18:00
Daniel Levy, Bar-Ilan University, Israel 
Price Points 


Daniel Levy

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 


Theodosios Dimopoulos

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


Dimitris Papanikolaou
Th, Dec. 17, 16:15 -18:00
Peter Christoffersen,  McGill University, Canada 
Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options 
Peter Christoffersen


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 





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