Updated Mar. 31, 2004
The meetings are expected to happen on Mondays 12-13.
The next seminar is:
May 03 12:00-13:00 (Room 350)
"Predicting Business Cycles and Asset Returns"
Background paper
Gabriel Perez-Quiros and Allan Timmermann, "Business Cycle Asymmetries in Stock Returns: Evidence from higher order moments and conditional Densities", WP 2000. (paper is distributed to students by Krister)
Past Seminars:
Apr 19
Corporate earnings reversal & momentum
March 29 12:00-13:00 (Room 350)
Short Sales Restrictions and Momentum Strategies
Background paper is distributed by Roland...
March 8 12:00-13:00 (Room 350)
Political Determinants of Credit Risk
Background paper: Price of Democracy
Feb. 16
Feb. 2, 2004 12:00-13:00 (Room 350)
Background papers: paper1 paper2
January 19, 2004 12:00-13:00 (Room 350)
Background papers:
1. Merton, Robert, A Simple Model of Capital Market Equilibrium with Incomplete Information, Journal of Finance Vol. 42 (1987), No.3, pp.483-510 -- an idea.
2. Ritter, Jay Initial Public Offerings, in Handbook of Modern Finance, 1998. Can also be found at http://bear.cba.ufl.edu/ritter/rittipo1.pdf -- a review article.
Associate Professor Mike Burkart
Department of Finance and SITE, Stockholm School of Economics
Assistant Professor Andrei Simonov
Department of Finance, Stockholm School of Economics
Room 677, Tel: 736 9159, e-mail Andrei
Simonov
Marita Rosing
Department of Finance, Stockholm School of Economics
Room 665, Tel: 736 9140, e-mail Marita
Rosing