Centre for Financial Markets (CFM)

Seminar Date:

20th September

Speaker:

Heiko Jacobs (Duisburg-Essen University)

Title:

TBA

Seminar Date:

27TH September

Speaker:

Lyndon Moore - University of Melbourne

Title:

TBA

Seminar Date:

4th October

Speaker:

Abhinav Goyal - University of Liverpool

Title:

TBA

Seminar Date:

11th October

Speaker:

Greg Connor - NUI Maynooth

Title:

TBA 

Seminar Date:

18th October

Speaker:

Hugues Langlois - HEC Paris

Title:

TBA

Seminar Date:

25th October

Speaker:

Stephen Figlewski - New York University

Title:

TBA

Seminar Date:

1st November

Speaker:

Pasquale Della Corte - Imperial College London

Title:

TBA

Seminar Date:

8th November

Speaker:

Juho Kanniainen - University of Tampere

Title:

Seminar Date:

15th November

Speaker:

Markus Leippold - University of Zurich

Title:

Seminar Date:

22nd November

Speaker:

Maria Urtiaga - Universidad Carlos III

Title:

Seminar Date:

6th December

Speaker:

Pedro Martinez Solano - University of Murcia

Title:

Seminar Date:

7th February

Speaker:

Andrew Urquhart - University of Reading

Title:

TBA

Seminar Date:

21st February

Speaker:

Joelle Miffre - EDHEC

Title:

TBA

Seminar Date:

7th March

Speaker:

Mungo Wilson - University of Oxford

Title:

TBA

Seminar Date:

14th March

Speaker:

Erwan Morellec - Swiss Finance Institute

Title:

TBA

Seminar Date:

21st March

Speaker:

Elaine Hutson - Monash University 

Title:

TBA

Seminar Date:

28th March

Speaker:

Title:

TBA

Seminar Date:

4th April

Speaker:

Arman Eshraghi - Cardiff University

Title:

TBA

Seminar Date:

11th April 

Speaker:

Andreas Kaeck - University of Sussex 

Title:

TBA

Seminar Date:

25th April

Speaker:

Chris Adcock - SOAS

Title:

TBA

Seminar Date:

17 May

Speaker:

Erwin Morellec (Swiss Finance Institute)

Title:

TBA

Seminar Date:

26 April

Speaker:

Zacharias Sautner (Frankfurt School of Finance & Management)

Title:

TBA

Seminar Date:

19 April

Speaker:

Francesco Franzoni (SFI Lugano)

Title:

TBA

Seminar Date:

05 April

Speaker:

Andreas Hoepner (UCD)

Title:

TBA

Seminar Date:

29 March

Speaker:

Paul McGuinness (Chinese University of Hong Kong)

Title:

TBA

Seminar Date:

15 March

Speaker:

Bige Kahraman (University of Oxford)

Title:

TBA

Seminar Date:

08 March

Speaker:

Graeme Acheson (University of Stirling)

Title:

TBA

Seminar Date:

01 March

Speaker:

Georgy Chabakauri (London School of Economics) 

Title:

TBA

Seminar Date:

22 February

Speaker:

Cristina Amado (University of Minho)

Title:

TBA

Seminar Date:

15 February

Speaker:

Philipp Krueger (SFI Geneva)

Title:

TBA

Seminar Date:

08 February

Speaker:

Alberto Martin Utrera (Lancaster University)

Title:

TBA

Seminar Date:

01 February

Speaker:

Paul Devereaux (UCD)

Title

TBA

Seminar Date:

07 December

Speaker:

Rustam Ibragimov (Imperial College London)

Title:

TBA

Seminar Date:

30 November

Speaker:

Aneel Keswani (CASS Business School)

Title:

TBA

Seminar Date:

23 November

Speaker:

Irena Zviadadze (Stockholm School of Economics)

Title:

TBA

Seminar Date:

16 November

Speaker:

David McMillan (University of Stirling)

Title:

TBA

Seminar Date:

09 November

Speaker:

Eva Lutkebohmert-Holtz (University of Freiburg)

Title:

Calculating Capital Charges for Sector Concentration Risk 

Seminar Date:

02 November

Event:

PhD Symposium

Speaker / Title:

Martina Assereto - Volatility Modelling using GARCH as an input for real options:  the case of solar energy in the U.S.

Speaker / Title:

Mohamad Faour - Investor anticipation and the stock price reaction to dividend initiations and omissions

Seminar Date:

26 October

Speaker:

Cormac McFhionnlaoich (UCD)

Title:

When Economists Learn to Trust: Lessons from Nobel Prize Winners

Seminar Date:

05 October

Speaker:

Niamh Brennan (UCD)

Title:

Performance Measures in CEO Annual Incentive Plans: New Evidence from the Compensation Discussion and Analysis

Seminar Date:

28 September

Speaker:

Chris Brooks (University of Reading)

Title:

Gender and attitude to financial risk: Is what is good for the goose good for the gander?

Seminar Date:

21 September

Speaker:

Jacquelyn Humphrey (University of Queensland)

Title:

To what extent to environmental rating schemes capture climate goals?

Seminar Date:

08 June

Speaker:

Bruce Grundy (University of Melbourne)

Title:

Can Socially Responsible Firms Survive Competition?  An Analysis of Corporate Employee Matching Grants

Seminar Date:

25 May

Speaker:

Ana-Marie Fuertes (Cass Business School)

Title:

Harvesting Commodity Risk Premia:  A Flexible Integration Framework

Seminar Date:

20 April

Event:

PhD Smyposium

Speaker / Title:

Yan Wang - Option implied tail risk: Known unknowns

Speaker / Title:

Houng Tran - Mergers and acquisitions: Exploring the role of product market competition

Speaker / Title: 

Mohamad Faour - Run-up returns prior to dividend omissions: Information leakage?

Seminar Date:

09 March

Speaker:

Dirk Brounen (Tilburg University)

Title:

The stock liquidity and return dialogue: Evidence from maturing REIT markets

Seminar Date:

23 February

Speaker:

Hans Degryse (KU Leuven)

Title:

The impact of clearing fees on market quality

Seminar Date:

16 February

Speaker:

Joel Shapiro (University of Oxford)

Title:

Blockholder Voting

Seminar Date:

09 February

Speaker:

Steven Ongena (University of Zurich)

Title:

Changes in the cost of bank equity and the supply of bank credit

Seminar Date:

02 February

Speaker:

Franco Fiordelisi (University of Rome III)  

Title:

Corporate culture and enforcement actions in banking

Seminar Date:

14 December

Speaker:

Yung Chiang Yang (UCD)

Title:

Is information risk priced?  Evidence from abnormal idiosyncratic volatility

Seminar Date:

01 December

Speaker:

Barry Quinn (Queens University Belfast)

Title:

Irish Credit Unions – Differential Regulation based on Business Model Complexity

Seminar Date:

24 November

Speaker:

Christian Lundblad  (University of North Carolina)

Title:

Political Risk in Emerging Markets

Seminar Date:

17 November

Speaker:

Ranadeva Jayasekera (TCD) 

Title:

Quantifying the Value of Financial Flexibility

Seminar Date:

10 November

Speaker:

Alessandro Palandri (DCU)

Title:

Apophenia? The case of volatility leverage/feedback effects

Seminar Date:

03 November

Speaker:

Guglielmo Caporale (Brunel University)

Title:

Macro News and Bond Yield Spreads in the Euro Area

Seminar Date:

27 October

Speaker:

David Edelman (UCD)

Title:

Frontiers in Deep Learning for Finance

Seminar Date:

20 October

Speaker:

Fergal McCann (Central Bank of Ireland)

Title:

Housing Equity and Mortgage Default: Introducing the Missed Payment Bias

Seminar Date:

13 October

Speaker:

Neil Kellard (University of Essex)

Title:

Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures

Seminar Date:

06 October

Speaker:

John Cotter (UCD)

Title:

Nowhere to Run, Nowhere to Hide: Asset Diversification in a Flat World

Seminar Date:

29 September

Speaker:

Marcel Prokopczuk (Leibniz University Hannover)  

Title:

The Determinants of Convenience Yields 

Seminar Date:

22 September

Speaker:

Maurizio Montone (Erasmus School of Economics) 

Title:

Investor Sentiment and Employment

Seminar Date:

15 September

Speaker:

Paul Van Rensburg (University of Cape Town)

Title:

Optimal Portfolio Leverage

Seminar Date:

23 April

Speaker:

Valerio Poti (UCD)

Title:

Private firms’ cash holding decisions: The role of risk attitudes

Seminar Date:

16 April

Speaker:

Marco Cassader  (Bergamo)

Title:

Tracking Error Means Square via Quantile Regression. A Dispersion Measure for the Index Tracking Problem

Seminar Date:

09 April

Speaker:

Keith Cuthbertson (CASS)

Title:

Diversification Returns, Rebalancing Returns and Volatility Pumping

Seminar Date:

02 April

Speaker:

Paul McGuinness (Chinese University of Hong Kong)

Title:

Voluntary Profit Forecast Disclosures, IPO Pricing Revisions and After-Market Earnings Drift

Seminar Date:

26 March

Speaker:

Marc Gronwald (Aberdeen)

Title:

Economics of Bitcoin

Seminar Date:

19 March

Speaker:

Chandler Lutz (Copenhagen)

Title:

The Impact of Unconventional Monetary Policy on Real Estate Markets

Seminar Date:

05 March

Speaker:

Henk von Eije (University of Gronigen)

Title:

Why do value effects differ at extreme dividend pay-out events

Seminar Date:

26 February

Speaker:

Lieven Baele (Tilburg University)

Title:

Flights to Safety

Seminar Date:

19 February

Speaker:

Ronan Powell (DCU)

Title:

The choice of method of payment in cross-border and domestic mergers and acquisitions

Seminar Date:

12 February

Speaker:

David Edelman (UCD)

Title:

Portfolio theory with minimal regret

Seminar Date:

05 February

Speaker:

Mahmoud Botshekan (UCD)

Title:

Cross-sectional asset pricing tests: Ex ante versus ex post approaches

Seminar Date:

27 November

Speaker:

PhD Research Symposium

Title:

Seminar Date:

20 November

Speaker:

Ronan Lyons (Trinity College Dublin)

Title:

A housing price index for Dublin 1900-2014

Seminar Date:

13 November

Speaker:

Richard Taffler (Warwick Business School)

Title:

Emotional Finance: Theory and Application

Seminar Date:

06 November

Speaker:

John Turner (Queens University Belfast) ** N302 @ 2pm

Title:

Banking in crisis: The rise and fall of British banking stability?

Seminar Date:

30 October

Speaker:

Phil Molyneux (Bangor University) ** N203 @ 2pm

Title:

Non-interest income activities and bank lending

Seminar Date:

23 October

Speaker:

Thomas Flavin (Maynooth University)

Title:

A regime-switching analysis of contagion from the US sub-prime mortgage-backed security market

Seminar Date:

16 October

Speaker:

Philip Bourke (UCD)

Title:

Bank business models and bank failure

Seminar Date:

09 October

Speaker:

Alexander McNeil (Heriot Watt University)

Title:

Multivariate economic scenario sets for stress testing

Seminar Date:

02 October

Speaker:

Lammertjan Dam (University of Groningen)

Title:

Market clearing and stock returns of levered firms when equity supply is fixed

Seminar Date:

30 September

Speaker:

Richard Levich (New York University) ***N202 @ 2pm

Title:

Should institutional investors take a new look at currency investing?

Seminar Date:

25 September

Speaker:

Raghavendra Rau (University of Cambridge)

Title:

What doesn't kill you only makes you more risk-loving: Early life disasters and CEO behavior

Seminar Date:

18 September

Speaker:

John Cotter (UCD)

Title:

Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust

Seminar Date:

24 April

Speaker:

Tom Conlon (UCD)

Title:

International Diversification and the Investor Horizon

Seminar Date:

17 April

Speaker:

Mathijs van Dijk (Erasmus University)

Title:

The Social Costs of Financial Crises

Seminar Date:

10 April

Speaker:

Julie Byrne (UCD)

Title:

Culture, Creditor Rights, and Dividend Policy

Seminar Date:

03 April

Speaker:

Ephraim Clark (Middlesex University)

Title:

The role of regulatory credibility in effective banking regulation

Seminar Date:

27 March

Speaker:

Michael McKenzie (University of Liverpool)

Title:

Hole in the wall: Informed short sellers ahead of private placements

Seminar Date:

20 March

Speaker:

Claudia Girardone (University of Essex)

Title:

Pay for no performance? Executive pay and performance in EU banks

Seminar Date:

06 March

Speaker:

Gareth Campbell (Queens University Belfast)

Title:

Corporate Ownership, Control, and Firm Performance: Evidence from a Nascent and Unregulated Market

Seminar Date:

03 March

Speaker:

Mark Davis (Imperial College London) **Monday 3rd - N202 @ 4pm

Title:

Risk-sensitive asset management via stochastic control

Seminar Date:

27 February

Speaker:

Luca Taschini (London School of Economics)

Title:

Pollution Permits, Strategic Trading, and Dynamic Technology Adoption

Seminar Date:

13 February

Speaker:

Betty Simkins (Oklahoma State University)

Title:

The microeconomics and value of non-cleared OTC derivatives: case study analyses of hedges by publicly traded nonfinancial firms

Seminar Date:

06 February

Speaker:

David Edelman (UCD)

Title:

The Universal Portfolio as a Bayes Optimal Growth Portfolio, Growth-Optimal Completion of Markets

Seminar Date:

30 January

Speaker:

Valerio Poti (UCD)

Title:

GMM-based tests of efficient market learning and an application to testing for a small firm effect in equity pricing

Seminar Date:

23 January

Speaker:

Ronan Gallagher (University of Edinburgh)

Title:

The equity market implications of corporate pension deficits

Seminar Date:

21 November

Speaker:

Don Bredin (UCD)

Title:

Term Structure of the EU Emissions Trading Scheme

Seminar Date:

14 November

Speaker:

Michael Dowling (Dublin City University)

Title:

Refined Cultural Influences in the Financing Activities of EU SMEs

Seminar Date:

07 November

Speaker:

Conall O'Sullivan (UCD)

Title:

Trading profits and losses from false reporting to the LIBOR Bank Panel

Seminar Date:

31 October

Speaker:

John Garvey (University of Limerick)

Title:

The case for financial innovation in European agriculture

Seminar Date:

24 October

Speaker:

Rachel Carroll (UCD)

Title:

Asset Allocation with Correlation

Seminar Date:

17 October

Speaker:

Greg Swinand (London Economics)

Title:

Detecting price anomalies in Brent crude

Seminar Date:

10 October

Speaker:

Davide Avino (UCD)

Title:

Rethinking capital structure arbitrage: a price discovery perspective

Seminar Date:

26 September

Speaker:

Valeria Di Cosmo (ESRI)

Title:

Wind, CO2 emissions and electricity prices: the case of Ireland

Seminar Date:

02 May

Speaker:

Mark Cummins (Dublin City University)

Title:

EU ETS Market Interactions: A Multiple Hypothesis Testing Approach

Seminar Date:

26 April

Speaker:

Bernard Murphy (University of Limerick)

Title:

A Market Consistent Methodology for Pricing and Hedging Exotic Structured Products in the Middle Distillate Commodity Swap Markets

Seminar Date:

19 April

Speaker:

Richard Payne (Cass Business School)

Title:

Trading Anonymity and Predatory Behaviour

Seminar Date:

12 April

Speaker:

Richard Tol (University of Sussex)

Title:

Climate Policy and Corporate Behaviour

Seminar Date:

11 April

Speaker:

Eleanor Denny (Trinity College Dublin)

Title:

An Examination of Aspects of Irish Energy Policy

Seminar Date:

05 April

Speaker:

Richard Payne (Cass Business School)

Title:

Trading Anonymity and Predatory Behaviour

Seminar Date:

04 April

Speaker:

Andrew J. Vivian (Loughborough University)

Title:

The Aggregate Earnings-Return Relationship: A Global Perspective

Seminar Date:

02 April

Speaker:

Ekkehart Boehmer (EDHEC)

Title:

International Evidence on Algorithmic Trading

Seminar Date:

28 March

Speaker:

Fabrice Rousseau (NUI Maynooth)

Title:

Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets

Seminar Date:

07 March

Speaker:

Albert J. Menkveld (VU University Amsterdam)

Title:

Middlemen Interaction and its Effect on Market Quality

Seminar Date:

23 February

Speaker:

Morgan Kelly (UCD)

Title:

The Economic Impact of the Little Ice Age

Seminar Date:

16 February

Speaker:

Simon Stevenson (Reading University)

Title:

The Probability of Sale and Risk Premiums in Residential Property Auctions

Seminar Date:

14 February

Speaker:

David Edelman (UCD), with Patrick O'Sullivan, Richard McGee, and Jing Dang

Title:

Three Topics in Optimal Dynamic Investment

Seminar Date:

24 January

Speaker:

Cal Muckley (UCD)

Title:

How do Payout Policy Initiations and Omissions Impact Firm Risks? 

Seminar Date:

28 April

Speaker:

Sohnke Bartram (Lancaster)

Title:

Post-Retirement Benefits, Leverage and Real Investment 

Seminar Date:

21 April

Speaker:

David McCarthy (Imperial)

Title:

First Estimates of UK National Transfer Accounts

Seminar Date:

14 April

Speaker:

Cal Muckley (UCD)

Title:

Corporate Payout Policy in Japan

Seminar Date:

31 March

Speaker:

Christophe Perigon (HEC)

Title:

The Risk Map: A New Tool for Backtesting Value-at-Risk Models

Seminar Date:

24 March

Speaker:

Michael Moore (QUB)

Title:

Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set

Seminar Date:

03 March

Speaker:

Tom Conlon (UCD)

Title:

An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition

Seminar Date:

27 January

Speaker:

John Cotter (UCD)

Title:

A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics

Seminar Date:

25 November

Speaker:

Donal Gallagher (Eudaemon Consulting)

Title:

TBA

Seminar Date:

18 November

Speaker:

Cormac O'Grada (UCD)

Title:

TBA

Seminar Date:

04 November

Speaker:

Don Bredin (UCD)

Title:

Investigating Sources of Unanticipated Exposure in Industry Stock Returns

Seminar Date:

21 October

Speaker:

David Edelman (UCD)

Title:

TBA

Seminar Date:

07 October

Speaker:

Abhinav Goyal (UCD)

Title:

TBA

Seminar Date:

30 September

Speaker:

Niall O'Sullivan (UCC)

Title:

Performance Persistence in Mutual Funds: the Case of the UK