Marshall School of Business

Fall 2009    - COMPLETED
FBE Finance Seminar Series

The USC Finance and Business Economics Department usually sponsors three seminar series each semester.
Applied Economics Workshop | Finance Seminar Series | Macroeconomics & International Finance Workshop
The joint SPPD/Marshall School Lusk Center for Real Estate also offers a Real Estate Seminar series and the
FBE Dept. Center for Investment Studies has an occasional Distinguished Speaker Series.

Finance Series seminars are usually held on Fridays from 10:30 a.m. - 12:00 p.m. in the Accounting Bldg.,
room 201
(ACC-201) unless otherwise noted below.  We no longer provide hardcopies of the papers. If you
want a printout, please download and print the PDF file available by clicking on the paper title.
Thank you.
[Parking & seminar map]

Rev Date Presenter Title of Paper Room Faculty Host
  Aug. 28 Mark Garmaise
  Anderson, UCLA
After the Honeymoon: Relationship Dynamics Between Mortgage Brokers and Banks ACC-201 S. Tuzel
  Sept. 4 Wayne Ferson
  Marshall, USC FBE
The "Out-of-sample" Performance of Long-Run Risk Models (with Suresh Nallareddy, USC Leventhal Accounting PhD student, and Biqin Xie, USC Leventhal Accounting PhD student) ACC-201 W. Ferson
  Sept. 11          - - - No seminar.     - - -        - - -
  Sept. 18 Selale Tuzel
  Marshall, USC FBE
New Orders and Asset Prices (with Christopher Jones, USC Marshall School, FBE Dept.) revised paper posted 9/17/09 at 1:30pm;  newly posted version dated September 2009 ACC-201 S. Tuzel
  Sept. 25 Motohiro Yogo
  Wharton, Univ. Penn.
Digging into Commodities (with Harrison Hong, Princeton) ACC-201 P. Matos
  Oct. 2 Lu Zhang
  Ross, Univ. of Michigan
Investment-Based Expected Stock Returns (with Laura Xiaolei Liu, Hong Kong Univ of Science and Technology, and Toni Whited, Simon School, Univ. of Rochester)
Joint with FBE Macroeconomics and International Finance Workshop.
ACC-201 S. Tuzel
  Oct. 9 Antoinette Schoar
  Sloan, MIT
The Importance of Hold-up in Contracting: Evidence from a Field Experiment (with Rajkamal Iyer, Sloan School, MIT)   Joint with FBE Applied Economics Workshop series. Seminar: 10:30am ACC-201 O. Ozbas
  Oct. 16 Antonios Sangvinatsos
  Marshall, USC FBE
A Parsimonious Arbitrage-Free Model for Stocks and Bonds    (Abstract)   Per the presenter's request, this paper will not be posted. Please send a request directly to Antonios if you desire a PDF via email. ACC-201 A. Sangvinatsos
  Oct. 23 Dimitris Papanikolaou
  Kellogg, Northwestern
Investment, Idiosyncratic Risk, and Ownership (with Vasia Panousi, Federal Reserve Board)    Joint with with FBE Macroeconomics and International Finance Workshop. ACC-201 M. Westerfield
  Oct. 30 Philippe Jorion
  Merage, UC Irvine
The Performance of Emerging Hedge Funds and Managers (with Rajesh K. Aggarwal, Univ. of Minnesota) ACC-201 P. Matos
  Nov. 6 Ulrike Malmendier
  UC Berkeley
Managerial Beliefs and Corporate Financial Policies  (with Geoffrey Tate, UCLA, and Jon Yan, Stanford University) ACC-201 P. Matos
  Nov. 11
Lasse Pedersen
  Stern, NYU
Margin-Based Asset Pricing and Deviations from the Law of One Price   (with Nicolae Gârleanu, Haas, UC Berkeley)
Presentation Slides
    Seminar: 12:30 pm - DIFFERENT DAY & TIME!
P. Matos
  Nov. 13 Luis Goncalves-Pinto
  Marshall, USC FBE
How Does Illiquidity Affect Delegated Portfolio Choice? ACC-201 L. Goncalves-Pinto
  Nov. 19
Arthur Korteweg
  Stanford GSB
Sequential learning, predictive regressions, and optimal portfolio returns  (with Michael Johannes, Columbia, and Nicholas Polson, Univ. of Chicago)
Seminar time: 2:00 pm - DIFFERENT DAY & TIME!
P. Matos
  Nov. 20 Min Kim
  Marshall, USC FBE
Changes in mutual fund flows and managerial incentives ACC-201 M. Kim
   Nov. 27          - - -  No seminar - Thanksgiving Holiday    - - -       - - -
  Dec. 3
Viral Acharya
  Stern, NYU
Securitization Without Risk Transfer  (with Philipp Schnabl, Stern School, NYU, and Gustavo Suarez, Federal Reserve Board, Washington DC)
Seminar time: 3:30 pm - DIFFERENT DAY & TIME!
P. Matos
  Dec. 4 Salvatore Miglietta
  Marshall, USC FBE
Incentives and Relative-Wealth Concerns: Theory and Evidence ACC-201 S. Miglietta
  Dec. 11 Andrea Eisfeldt
  Kellogg, Northwestern
CANCELLED 12/9/09 due to illness. Sorry!
Organization Capital and the Cross-Section of Expected Returns (with Dimitris Papanikolaou, Kellogg, Northwestern)    Joint with with FBE Macroeconomics and International Finance Workshop.
ACC-303 S. Tuzel

Click on the paper title to download a PDF.  Click on a speaker's name to go to their website, obtain a vita, etc.  To meet with a particular visitor contact the FBE faculty host listed in the right hand column. For free parking, contact the FBE Dept. at (213) 740-6515 or   Parking reservations require minimum 24 hours advance notice!
University of Southern California  ·  Finance and Business Economics Department  ·  BRI-308, MC-0804
3670 Trousdale Parkway, Ste. 308  ·  Los Angeles, CA 90089-0804 ·  213-740-6515  ·  213-740-6650 fax  ·

This page last modified: 12/22/09 by Terry Lichvar, Program Administrator, USC FBE Dept.   ©2003-2009 University of Southern California