Presentations

List of recent conference presentations.

Conference Presentations

Author Name	Paper	Conference	Year
Turan Bali, D. Weinbaum	A Conditional Extreme Value Volatility Estimator Based on High Frequency Returns	American Economic Association	2005
Turan Bali	Asymmetric Crime Cycles	American Economic Association	2005
Charlotte Hansen, B. Tuypens	Examining the Statistical Properties of Financial Ratios	Financial Management Association European Meeting	2005
Charlotte Hansen, B. Tuypens	Examining the Statistical Properties of Financial Ratios	Financial Management Association	2005
Charlotte Hansen, B. Tuypens	Examining the Statistical Properties of Financial Ratios	European Finance Association	2005
Charlotte Hansen, B. Tuypens	Spanning Tests for Options using Principal Components Methods	3rd Nordic Econometrics Meeting, Helsinki	2005
Charlotte Hansen, B. Tuypens	Long Run Regressions: Theory and Application to US Asset Markets	Eastern Finance Association	2005
Armen Hovakimian	Are observed capital structures determined by equity market timing?	American Finance Association	2005
Armen Hovakimian, G. Hovakimian	Cash flow sensitivity of investment: Firm-level analysis	European Financial Management Association	2005
Lin Peng, A. Roell	Executive Pay, Earnings Manipulation and Shareholder Lawsuits	American Finance Association	2005
Lin Peng, A. Roell	Executive Pay, Earnings Manipulation and Shareholder Lawsuits	Western Finance Association	2005
Lin Peng, K. Hou, and W. Xiong	R² and momentum	China International Conference in Finance	2005
Liuren Wu, P. Carr	Variance risk premia	American Finance Association	2005
Liuren Wu, P. Carr	Stochastic skew in currency options	Winter Meeting of Econometric Society	2005
Liuren Wu, G. Bakshi, P. Carr	Stochastic Risk Premium, Stochastic Skew in Currency Options, and Stock Discount Factors in International Economies	Western Finance Association	2005
Liuren Wu, G. Bakshi, P. Carr	Stochastic Risk Premium, Stochastic Skew in Currency Options, and Stock Discount Factors in International Economies	Derivative Securities and Risk Management Conference	2005
Liuren Wu, Y. Simaan	Price Discovery in the U.S. Options Market	One-day Conference at NYU	2005
Liuren Wu	Time-Changed Levy Processes and Their Applications in Finance	Workshop on Stochastic Modeling in Financial Mathematics, Universite de Montreal	2005
Liuren Wu	Variance Dynamics: Joint Evidence from Options and High Frequency Returns	Princeton-Chicago Conference on Econometrics of High Frequency Financial Data	2005
Rui Yao, H. Zhang	Optimal Life-Cycle Asset Allocation with Housing as a Collateral	Western Finance Association	2005
Linda Allen, Turan Bali	Cyclicality in catastrophic and operational risk measurements	Financial Management Association	2004
Turan Bali, N. Cakici	Optimal portfolio selection: Mean-variance versus mean-VAR	Financial Management Association	2004
Turan Bali, Ozgur Demirtas, H. Tehranian	Aggregate Earnings, Firm-Level Earnings, and Expected Stock Returns	European Finance Association	2004
Turan Bali, Terrence Martell, Susan Hume	Does hedging with derivatives reduce the market risk exposure?	Financial Management Association	2004
Gayle DeLong, R. DeYoung	Learning in Capital Markets: Evidence from Commercial Bank M&As	Financial Management Association	2004
Gayle DeLong, A. Saunders	Was the introduction of deposit insurance good for U.S. banks?	FDIC's Center for Financial Research	2004
Charlotte Hansen, B. Tuypens	Long Run Regressions: Theory and Application to US Asset Markets	European Economic Association & Econometric Society	2004
Charlotte Hansen, B. Tuypens	Long Run Regressions: Theory and Application to US Asset Markets	CEPR European Summer Symposium in Financial Markets	2004
Charlotte Hansen, B. Tuypens	Long Run Regressions: Theory and Application to US Asset Markets	Aarhus Econometrics meeting, Denmark	2004
Charlotte Hansen, B. Tuypens	Predicting the S&P500 Index – simple efficient methods	Financial Management Association	2004
Susan Ji, J.M. Griffin, J.S. Martin	Global momentum strategies: A portfolio perspective	Financial Management Association	2004
Susan Ji	Does investor base influence stock comovement?	Financial Management Association	2004
Lin Peng, A. Roell	Executive Pay, Earnings Manipulation and Shareholder Lawsuits	CEPR European Summer Symposium in Financial Markets	2004
Lin Peng, A. Roell	Executive Pay, Earnings Manipulation and Shareholder Lawsuits	Financial Intermediation Society Conference on Banking, Insurance and Intermediation	2004
Lin Peng, A. Roell	Executive Pay, Earnings Manipulation and Shareholder Lawsuits	Corporate Governance at the Crossroads	2004
Liuren Wu, M. Leippold	Design and estimation of multi-currency quadratic models	International Finance Conference, Georgia Tech	2004
Liuren Wu, P. Carr	Stochastic Skew in Currency Options	European Finance Association	2004
Liuren Wu, P. Carr	Variance risk premia	5^th Conference on Financial Risks, Verona, Italy	2004
Liuren Wu, P. Carr	A tale of two indices	20^th Annual Risk Management Conference, Florida	2004
Liuren Wu, J. Huang	Specification analysis of option pricing models based on time-changed Levy process	Winter Meeting of Econometric Society	2004
Linda Allen, Gayle DeLong, A. Saunders	Issues in the credit risk modeling of retail markets	Conference on Retail Credit Risk at Philadelphia Fed	2003
Jay Dahya, J.J. McConnell	Outside directors and corporate board decisions	American Finance Association	2003
Armen Hovakimian, E. Kane, L. Laeven	How country and safety net characteristics affect bank risk-shifting	American Finance Association	2003
Armen Hovakimian, G. Hovakimian, H. Tehranian	Determinants of target capital structure: The case of dual debt and equity issues	American Finance Association	2003
John Merrick, N. Naik, P. Yadav	Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze	Western Finance Association	2003
John Merrick, N. Naik, P. Yadav	Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze	European Financial Management Association	2003
Lin Peng and W. Xiong	Capacity constrained learning and asset price comovement	Western Finance Association	2003
Lin Peng	Learning with Information Capacity Constraints	Summer Meeting of Econometric Society	2003
Lin Peng and W. Xiong	Time to Digest and Volatility Dynamics	Summer Meeting of Econometric Society	2003
Gayle DeLong and R. DeYoung	Dynamic learning in capital markets: Evidence from commercial bank M&As	Eastern Finance Association	2002
Armen Hovakimian, G. Hovakimian, H. Tehranian	Determinants of target capital structure: The case of dual debt and equity issues	Financial Management Association	2002
Armen Hovakimian	The role of target leverage in security issues and repurchases	European Finance Association	2002
John Merrick, N. Naik, P. Yadav	Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze	European Finance Association	2002

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