Finance Brown Bag Seminar
The Finance Brown Bag Lunch Seminar is held in lecture hall T004 on Wednesdays from 12:15 to 13:00 (unless announced differently in the table below). The Seminar is organized by Assistant Professor Sean S. Shin. All questions related to the seminar can be addressed to him.
| Date | Presenter | Paper |
|---|---|---|
|
8.2.2023 Note: online only |
Petra Vokata (Ohio State University) | Salient Attributes and Household Demand for Security Designs |
|
15.2.2023 Note exceptional place: lecture hall V002 |
Matti Keloharju (Aalto University) | Value-Driven Bankers and the Granting of Credit to Green Firms |
|
8.3.2023 Note exceptional place: lecture hall V002 |
Sina Seyfi (Aalto University) | Essence of the Cross Section |
|
15.3.2023 Note exceptional place: lecture hall V002 |
Martin Ruckes (Karlsruhe Institute of Technology) | Picking Winners: Managerial Ability and Capital Allocation |
|
29.3.2023 Note exceptional place: lecture hall V002 |
Matteo Vacca (Aalto University) | Insider trading with options |
|
5.4.2023 Note exceptional place: lecture hall V001 |
Markus Sihvonen (Bank of Finland) | Bond Convenience Curves and Funding Costs (with Juuso Nissinen) |
|
14.4.2023 Note exceptional day: Friday |
Tarun Chordia (Emory University) | Biased Expectations and Default Risk in the Municipal Bond Market |
| 19.4.2023 CANCELLED | Marko Korhonen (University of Oulu) CANCELLED | Preferences for temporal resolution of uncertainty: evidence from multiple betting markets (Matti Koivuranta and Marko Korhonen) CANCELLED |
|
5.5.2023 Note exceptional day: Friday and place: lecture hall V002 |
Renée Adams (University of Oxford) | Drawing a Line: The Impact of “Blind” Auctions on Female Artists |
|
9.6.2023 Note exceptional day: Friday and place: lecture hall U006 |
Mathias Kronlund (Tulane University) | Tentative: Growth-promoting bonuses and Mergers and Acquisitions (co-authored with Tor-Erik Bakke, Hamed Mahmudi, and Aazam Virani) |
Date |
Presenter |
Paper |
|---|---|---|
| 29.11.2022 | Andrew Conlin (University of Oulu) | Gender differences in the relationships between personality traits and risk tolerance |
| 18.11.2022 | Jussi Lindgren (Ministry of Finance, Finland) | A generalized model for pricing financial derivatives consistent with efficient markets hypothesis – a refinement of the BlackScholes model |
| 9.11.2022 | Yuekun Liu (Aalto University) | Multi-Factor Timing: Measures and their Application to Hedge Funds |
| 2.11.2022 | Teodor Duevski (HEC Paris) | Exploration-Exploitation and Agency issues in Private Equity |
| 12.10.2022 | Sina Seyfi (Aalto University) | Neighbouring Assets |
| 24.8.2022 | Mikael Paaso (Erasmus University Rotterdam) | Decomposing Partisan Investment |
| 16.8.2022 | Zhi Da (University of Notre Dame) | Do Hedge Funds Strategically Misreport Their Holdings? Evidence from 13F Restatements |
| 14.6.2022 | Erkki Vihriälä (Aalto University) | (Not) Anticipating Inheritances |
| 8.6.2022 | Olga Balakina (Aarhus University) | Good peers, good apples: peer effects lead to better financial outcomes |
| 22.4.2022 | Tarun Chordia (Emory University) | True Liquidity and Fundamental Prices: US Tick Size Pilot |
| 23.2.2022 | Katia Vozian (Hanken School of Economics; European Central Bank) | Financing the low-carbon transition in Europe |
| 19.1.2022 | Juuso Nissinen (Aalto University) | Global Fixed Income Prices and Funding Currency |
| 15.12.2021 | Adrian Braun (University of Lapland) | Circular Economy on the agenda of cities and municipalities in the High North – Taking policies to implementation by utilizing sustainable investments |
| 8.12.2021 | Magnus Blomkvist (Audencia Business School) |
Do Venture Capitalists Continue to Create Value after the IPO? (Joint work w/ Anup Basnet - University of Surrey; Douglas Cumming - Florida Atlantic University) |
| 3.11.2021 | Niilo Luotonen (Aalto University) | Early indicators of household financial distress: Register-based evidence from educational performance |
| 13.10.2021 | Michael Ungeheuer (Aalto University) | The Frequency of Outperformance and Financial Markets |
| 29.9.2021 | Paul Rintamäki (Aalto University) | Comprehensive evaluation of wealth effects on local labor market outcomes |
| 22.9.2021 | Michael Ungeheuer (Aalto University) | Like Moths to a Flame: Research Plan for a Field Experiment |
| 18.8.2021 | Wenjia Yu (Aalto University) | Do fund flows react to non-fundamental ESG information? Evidence from Morningstar’s sustainability criteria change |
| 16.6.2021 | Minsu Ko (Ohio State University) | Aging of ownership and corporate risk-taking |
| 28.4.2021 | Paul Rintamäki (Aalto University) | Equity share cycle |
| 7.4.2021 | Abu Chowdhurya (University of Turku) | Are Mondays Different? Evidence from Initial Public Offerings (with Mika Vaihekoski, University of Turku; Mir Zaman, University of Northern Iowa) |
| 31.3.2021 | Matti Suominen (Aalto University) | Boundaries of Momentum - Equity and Bond Returns Over the Business Cycle |
| 3.3.2021 | Juuso Nissinen (Aalto University) | Currency Carry Trades and Global Funding Risk (with Sara Ferreira Filipe and Matti Suominen) |
| 14.10.2020 | Mikael Paaso (Rotterdam School of Management) | Trust in Finance and Consumer Fintech Adoption (Deniz Okat, Mikael Paaso and Vesa Pursiainen) |
| 30.9.2020 | Ole Nielsen (Aarhus University) | Hedge fund selection: Best athletes or portfolio gains? |
| 23.9.2020 | Theresa Spickers (Aalto University) | The Financial Expert in Your Family |
| 9.9.2020 | Theresa Spickers (Aalto University) | Financial Socialization, Pocket Money, and Financial Risk-Taking |
| 11.3.2020 | Michael Ungeheuer (Aalto University) | Growth Expectations out of WACC |
| 14.2.2020 | Dinh-Vinh Vo (Lund University) | The Response of Exchange Rates to Central Bank Communication: A Textual Analysis Approach |
| 12.2.2020 | Ivika Jäger (Stockholm School of Economics) | The Impact of Automated Information Acquisition on the Stock Market |
| 29.1.2020 | Sean Shin (Aalto University) | The More Illiquid, The More Expensive: A Search-Based Explanation of Illiquidity Premium |
| 22.1.2020 | Matthijs Lof (Aalto University) | Mind the Basel Gap |
| 27.11.2019 | Erkki Vihriälä (University of Oxford) | Limited demand for flexibility - commitment, inertia and inattention in debt repayment |
| 6.11.2019 | Gonul Colak (Hanken School of Economics) | Effective Defense Tactic or Obstacle to Change? The Role of Investor Relations in Activism Campaigns |
| 1.11.2019 | Jessica Pély (LMU Munich) | M&A Motives, Managerial Ambiguity, and Takeover Performance |
| 8.10.2019 | Claus Munk (Copenhagen Business School) | The design and welfare implications of mandatory pension plans |
| 28.8.2019 | Nikolas Breitkopf (Ludwig Maximilian University of Munich) |
Creating Data-Driven Context-Specific Dictionaries for Sentiment Analysis in Finance |
| 16.8.2019 | Renée Adams (University of Oxford) | Financing Legislators |
| 14.8.2019 | Zhi Da (University of Notre Dame) | Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds? |
| 22.5.2019 | Kristian Miltersen (Copenhagen Business School) | The Tax Asymmetry Motive to Hold Corporate Cash, with Jens Dick-Nielsen and Ramona Westermann |
| 15.5.2019 | Michael Ungeheuer (Aalto University) | In the spotlight: Close-to-Close Returns, Institutional Information Acquisition, and Trading |
| 8.5.2019 | Fabian Brunner (University of Mannheim) | Reference-dependent return chasing: alpha, losses and fund flows |
| 24.4.2019 | Henry Jarva (Aalto University, Department of Accounting) | The Determinants of CEO Tenure |
| 17.4.2019 | Tarun Chordia (Emory University) | The Revealed Preferences of Mutual Fund Managers |
| 10.4.2019 | Daniel Hauser (Aalto University, Department of Economics) | Social Learning with Model Misspecification: A Framework and A Characterization. |
| 27.3.2019 | Jari Karppinen (University of Oulu) | What do hedge funds say? |
| 27.2.2019 | Ellapulli Vasudevan (Aalto University) | Learning to be a short-term investor? Stock specialization and the investment horizon |
| 9.1.2019 | Erkki Vihriälä (University of Oxford) | Untangling the credit card debt puzzle – persistence, reaction to new liquidity and intra-household optimization |
| 13.12.2018 | Samuli Knüpfer (BI Norwegian Business School) | |
| 12.12.2018 | Mikael Paaso (Aalto University) | Extrapolation and Real Investment |
| 21.11.2018 | Antti Suhonen (Aalto University) | A decade of alternative risk premia investing |
| 31.10.2018 | Pekka Honkanen (HEC Paris) | Securities lending by active and passive funds |
| 3.10.2018 | Matthijs Lof (Aalto University) | Expected Returns and Expected Dividend Growth: A Local Projection Approach |
| 19.9.2018 | Matias Möttölä (MorningStar, CFA Finland) | Fixed-income managers' odds of success and other Morningstar research |
| 7.6.2018 | Renée Adams (University of New South Wales) |
Unsuccessful Teams |
| 17.5.2018 | Theresa Spickers (Ludwig Maximilian University of Munich) |
Stress test: Do investors' stress levels affect trading and prices? |
| 16.5.2018 | Mikael Paaso (Aalto University) |
Preliminary work examining the causal relationship between corporate cash holdings and agency problems |
| 30.4.2018 | Allaudeen Hameed (National University of Singapore) |
Mispriced Stocks, Option Trading, and Return Predictability |
| 25.4.2018 | Bünyamin Önal (Aalto University) |
Do Politically Connected Directors Bridge an Information Gap in Investment Decisions? Evidence from China |
| 12.4.2018 | Tarun Chordia (Emory University) |
p-hacking: Evidence from two million trading strategies |
| 28.3.2018 | Sami Torstila (Aalto University) |
Prolonged Private Equity Holding Periods: Six Years is the New Normal |
| 22.3.2018 | Ludovic Phalippou (Saïd Business School) |
How Alternative Are Alternative Investments? The Case of Private Equity Funds |
| 15.3.2018 | Michela Altieri (VU University of Amsterdam) |
Corporate Bond Guarantees and The Value of Financial Flexibility |
| 24.1.2018 | Belma Ötztürkkal (Kadir Has University) |
Liquidity Response to Mutual Fund Flows |
| 20.12.2017 | Juho Kanniainen (Tampere University of Technology) |
Do Custodian Banks Trade on Information from Their Clients' Transactions? |
| 19.12.2017 | Tuomas Tomunen (Columbia University) |
Prospect Theory and Macro-finance |
| 13.12.2017 | Mikael Paaso (Aalto University) |
Perfect Pitch |
| 22.11.2017 | Michael Ungeheuer (Aalto University) |
Daily Winners and Losers |
| 16.11.2017 | Nic Schaub (University of St. Gallen |
The Impact of Internet Postings on Individual Investors |
| 15.11.2017 | Markus Schmid (University of St. Gallen) |
Peer Pressure in Corporate Earnings Management |
| 1.11.2017 | Peter Hans Matthews (Middlebury College/Hanken School of Economics) |
Choice Architecture to Improve Financial Decision-Making |
| 4.10.2017 | Gonul Colak (Hanken School of Economics) |
Investor Relations and IPO Performance |
| 27.9.2017 | Ellapulli Vasudevan (Aalto University) |
Volatility and the Disposition Effect |
| 13.9.2017 | Söhnke M. Bartram (Warwick Business School) |
Global Market Inefficiencies |
| 6.9.2017 | Markku Kaustia (Aalto University) |
Expecting a Stock Market Miracle |
| 17.8.2017 | Utpal Bhattacharya (Hong Kong University of Technology) |
Spillovers in Asset Prices: The Curious Case of Haunted Houses |
| 21.6.2017 | Aleksi Pitkäjärvi (Aalto University) |
Cross-Asset Signals and Time Series Momentum |
| 14.6.2017 | Yijie Li (Aalto University) |
Unemployment-Based Economic States and Equity Premium Predictability |
| 7.6.2017 | Renee Adams (University of New South Wales) |
Shareholders and Stakeholders around the World: The Role of Values and Culture in Directors’ Decisions |
| 17.5.2017 | Patrick Kelly (New Economic School) |
Does Access to Foreign Financing Insulate Firms from Local Shocks? Evidence from the Response of Investable Firms to Monetary Policy |
| 3.5.2017 | Bruce Grundy (University of Melbourne) |
Can Socially-Responsible Firms Survive Competition? Analysis of Corporate Employee Matching Grants |
| 5.4.2017 | Petra Vokatá (Aalto University) |
On Structured Products |
| 29.3.2017 | Juha Joenväärä (University of Oulu) |
Hedge Fund Flows and Names Gravitas |
| 2.2.2017 | Doron Avramov (Hebrew University of Jerusalem) |
Bonds, Stocks, and Sources of Mispricing |
| 14.12.2016 | Patrick Augustin (McGill University) |
Multi-Market Trading and Cross-Asset Integration |
| 7.12.2016 | Fabio Verona (Bank of Finland) |
Forecasting the Equity Risk Premium with Frequency-Decomposed Predictors |
| 23.11.2016 | Nathaniel Young (EBRD) |
Banking and Growth: Evidence from a Regression Discontinuity Analysis |
| 16.11.2016 | Mikael Paaso | Extrapolating from Noise? Investment Decisions and Cash Flow Shocks |
| 9.11.2016 | Matti Keloharju | Shady Deals in a Squeaky Clean Country |
| 3.11.2016 | Karolin Kirschenmann (ZEW - Centre for European Economic Research) |
Numeracy and On-The-Job Decision Quality: Evidence from Loan Officers |
| 19.10.2016 | Jos van Bommel | Intergenerational Wealth Transfer: How Wealthy Families (Can) Preserve Wealth? |
| 28.9.2016 | Claus Munk (Copenhagen Business School) |
A Mean-Variance Benchmark for Household Portfolios over the Life Cycle |
| 16.6.2016 | Sampsa Samila (National University of Singapore Business School) | Persistence of Initial Success: Evidence from Venture Capital. Joint with Ramana Nanda (HBS) and Olav Sorenson (Yale SOM) |
| 18.5.2016 | Denis Gromb (HEC Paris) | Financially Constrained Arbitrage and Cross-Market Contagion. Joint with Dimitri Vayanos. |
| 4.5.2016 | Elias Rantapuska (Aalto University) | Mutual Fund Choice Across Generations. Joint work with Samuli Knupfer (BI Norwegian Business School and CEPR) and Matti Sarvimäki (Aalto University and VATT) |
| 17.2.2016 | Fabio Verona (Bank of Finland) | The Q Theory: New Evidence from a Time-Frequency Analysis |
| 28.1.2016 | Doron Avramov (The Hebrew University of Jerusalem) | Talking Numbers: Technical versus Fundamental Investment Recommendations |
| 28.10.2015 | Magnus Blomkvist (Audencia Nantes) | Does the IPO Market Provide an Efficient Tool to facilitate Industry Restructuring? |
| 14.10.2015 | Matthijs Lof (Aalto University) | Slow Trading and Stock Return Predictability |
| 10.6.2015 | Renée Adams (UNSW Business School) | The Changing Nature of Corporate Board Activity |
| 29.4.2015 | Elias Rantapuska | Trust Your Gut: Hunger Increases Trust and Trustworthiness |
| 15.4.2015 | Petri Jylhä (Imperial College) | Does Funding Liquidity Cause Market Liquidity? Evidence from a Quasi-Experiment |
| 8.4.2015 | Martin Ruckes (Karlsruhe Institute of Technology) | The Effects of Disclosure Policy on Risk Management Incentives and Market Entry |
| 25.2.2015 | Gonul Colak (Hanken School of Economics) | Political Uncertainty and Leverage Adjustments: An International Perspective |
| 11.2.2015 | Matti Suominen | Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns |
| 22.1.2015 | Doron Avramov (Hebrew University of Jerusalem) | The Idiosyncratic Volatility – Expected Return Relation: Reconciling the Conflicting Evidence |
| 17.12.2014 | Henry Jarva | Accrual Estimation Errors and CEO Turnover |
| 10.12.2014 | Bünyamin Önal | CEO Compensation around Acquisitions: Is Agency Problem the Whole Story? |
| 3.12.2014 | Niilo Luotonen | What constrains micro-entrepreneurship? Evidence from street paper vendors |
| 26.11.2014 | Helinä Laakkonen (Bank of Finland) | The relevance of uncertainty on the bond market trading volume |
| 19.11.2014 | Joonas Hämäläinen (University of Turku) | Portfolio Selection under Directional Predictability of Returns |
| 12.11.2014 | Karolin Kirschenmann | Powerful Parents? The Local Impact of Banks’ Global Business Models. Joint with Ralph De Haas |
| 29.10.2014 | Matti Suominen | Currency Carry Trades and Funding Risk |
| 15.10.2014 | Pekka Tolonen (Oulu Business School) | Hedge Fund Leverage and Performance: New Evidence from Multiple Leveraged Share Classes |
| 17.9.2014 | Patricia Boyallian | CEO Risk Taking Incentives and Bank Failure during the 2007-2010 Financial Crisis |
| 13.8.2014 | Matti Keloharju | Initial Offer Precision and M&A Outcomes. Joint with Petri Hukkanen |
| 6.8.2014 | Harrison Hong | Crime, Punishment and the Halo Effect of Corporate Social Responsibility |