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Séminaires de Recherche en Finance

Publié le 08 septembre 2020 par CH

La série de séminaires de recherche NEOMA BS Finance est organisée par le département Finance et est ouverte à tous.
Les séminaires abordent tous les domaines de recherche relatifs à la finance et ont lieu une fois par mois, le jeudi entre 14h00 et 16h00 sur le campus parisien de NEOMA BS (6 rue Vandrezanne – Immeuble Zenith – 75013 Paris).
Chaque session se compose de deux interventions (1 heure chacune) : l’une animée par un chercheur invité et l’autre par un enseignant-chercheur de NEOMA BS.

Le calendrier complet des séminaires à venir ainsi que l’historique est disponible ci-dessous.
Pour toute question sur les séminaires ou des propositions de Research Talk : contactez Jung-Hyun AHNjung-hyun.ahn@neoma-bs.fr, Pierre Six (pierre.six@neoma-bs.fr) ou Bobo Zhang (bobo.zhang@neoma-bs.fr), Professeurs de finance et coordinateurs des séminaires.

Durant la pandémie de Covid 19, le séminaire s’est tenu en ligne et avec une présentation par session.

Séminaires programmés 2022-2023

(Le calendrier est mis à jour régulièrement)

Thursday November 17. 2:00pm, Room SC_0205

2:00pm – 3:00pm Abraham Lioui (EDHEC) Understanding the Carbon Prices of Risk

3:00pm- 4:00pm Samuel Ouzan (NEOMA BS) Under-hedging in the oil market : an explanation based on regret theory (with P. Six, NEOMA BS)

Thursday December 8. 2:00pm  Room SC_0205

2:00pm – 3:00pm Bertrand Tavin (EM Lyon) – Managing dependence risk with random Bernstein copulas

3:00pm- 4:00pm Jung-Hyun Ahn (NEOMA BS) Green bond effects on CDS market (with S. Attaoui, NEOMA BS and J. Fouquau, ESCP)

Thursday January 19. 2:00pm, Room SC_0209

2:00pm – 3:00pm Paul KAREHNKE (ESCP) Long-Horizon Betas

3:00pm- 4:00pm Sora KIM (NEOMA BS) The origins and impacts of uncertainty

Thursday February 2. 2:00pm, Room SC_0403

2:00pm – 3:00pm Laurent BACH (ESSEC) – Why Women Earn Lower Real Estate Returns

3:00pm- 4:00pm Swaminathan BALASUBRAMANIAM (NEOMA BS) – Hoarding, stockouts and inflation

Thursday March 16. 2:00pm, Room SC_0209

2:00pm – 3:00pm Moez BENNOURI (Montpellier Business School) Title TBC

3:00pm- 4:00pm Messaoud CHIBANE (NEOMA BS) Title TBC

Thursday April 13. 2:00pm, Room SC_0403

2:00pm – 3:00pm Vesa PURSIAINEN (University of St. Gallen) Title TBC

3:00pm- 4:00pm Ghassen BOUSLAMA (NEOMA BS) Title TBC

Thursday May 11. 2:00pm, Room SC_0403

2:00pm – 3:00pm Paolo MAZZA (IÉSEG) Title TBC

3:00pm- 4:00pm Xiaoxiong HU (NEOMA BS) Title TBC

Thursday June 8. 2:00pm, Room SC_0305

2:00pm – 3:00pm Laurent CALVET (EDHEC) Title TBC

3:00pm- 4:00pm Hyung-Eun CHOI (NEOMA BS) Title TBC

Past seminars:

2021-2022

  • Xiaoxiong HU (NEOMA BS) “Local Political Preference and Green Municipal Bonds”
  • Marti G. Subrahmanyam (NYU), “How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities” (with P. Augustin, V. Sokolovski, and D. Tomio)
  • Mungo Wilson (Oxford Univ. Saïd BS), “The Lost CAPM”
  • Pierre Six (NEOMA BS) “A refinement of the fundamental of futures prices in the oil market”
  • Olivier Le Courtois (EM Lyon), “On the Diversification of Fixed Income Assets”
  • Sébastien Lleo (NEOMA BS), “Jump-Diffusion Risk-Sensitive Benchmarked Asset Management with Traditional and Alternative Data”
  • Armin Schwienbacher (SKEMA BS), “Private Equity Debt Funds: Who Wins, Who Loses?”
  • Sara Ain Tommar (NEOMA BS), “The big quit”
  • Julien Fouquau (ESCP), “A Green Wave in Media, a Change of Tack in Stock Markets” 
  • Messaoud Chibane (NEOMA BS), « Can Volatility Predict Social Performance? »
  • Kevin Aretz (Manchester Univ. ), « Technological Progress, Managerial Learning, and the Investment-to-Stock Price Sensitivity » – Session  jointly organised by  the Department of Finance and the Area of Excellence The Complexity Advantage of NEOMA.
  • Antoine Noël (NEOMA BS), “Institutional Rules, Bidding Behavior and Performance in the Treasury Market”
  • Vikas Agarwal (Georgia State Univ.), “Birth order and fund manager’s trading behavior: Role of sibling rivalry” – Session jointly organised by  the Department of Finance and the Area of Excellence The Complexity Advantage of NEOMA.
  • Sylvain Carré (Paris-Dauphine), « Security and Liquidity in Proof-of-Stake DeFi Protocols » (with Franck Gabriel, EPFL)
  • Jung-Hyun Ahn (NEOMA BS), “Banking competition on the deposit market during the financial crisis”
  • Hubert de la Bruslerie (Paris-Dauphine), “The Dynamics of Leverage of newly controlled Target Firms: Evidence after an Acquisition”
  • Wenbin Cao (NEOMA BS)  »Financing Innovation under Ambiguity and Skewness »
  • Conference on Sustainable Finance. Organised by Finance for Good sub-area of the World We Want Area of Excellence and the Finance Department. Learn more
  • Artashes Karapetyan (ESSEC), “Inefficient Regulation: mortgages versus total credit” – Session jointly organised by  the Department of Finance and the Area of Excellence The Complexity Advantage.

2020-2021

  • Zhou Zhang (NEOMA BS) “Optimism, Investment Timing and Valuation in Duopoly”
  • Sébastien Lleo (NEOMA BS) « Exploring Breaks in the Distribution of Stock Returns: Empirical Evidence from Apple Inc. » (with W.T. Ziemba and J. Li)
  • Elise Gourier (ESSEC) « How Real are Real Assets? »
  • Marc Lenglet (NEOMA BS) & Yuval Millo (Warwick BS) “Conflicts of interests as organizational paradoxes: An ethnography of spatial arrangements and opportunistic strategies on the financial trading floor”
  • Hyung-Eun Choi (NEOMA BS) “State-Level Economic Conditions, Local Sentiment, and Corporate Bond Credit Spreads”
  • Fabio Bertoni (SKEMA BS) “Long-term effects of loan guarantees on SME performance”
  • Olga Kolokolova (Manchester Univ.) “On the other side of hedge fund equity trades”
  • Ran Tao (NEOMA BS) « Inter-firm Spread of Corporate Social Responsibility »
  • Gilbert Cette (Banque de France) “The Impact of ICTs and Digitalization on Productivity and Labor Share: Evidence from French firms”
  • Olivier Dessaint (INSEAD) « Does Alternative Data Improve Financial Forecasting? The Horizon Effect »
  • Eric de Bodt (Caltech & NHH Norwegian School of Economics) “Rivals’ Return”
  • Bobo Zhang (NEOMA BS) “The Geopolitical Uncertainty Premium”
  • Evgeny Lyandres (Tel Aviv Univ.) “Competition and Product Quality: Fake Trading on Crypto Exchanges”
  • Peiran Guo (PhD NEOMA BS) “Financial Sophistication and Portfolio Decisions: the Case of Chinese Household”
  • Wenhong Ding (NEOMA BS) “Board of directors and information locality”

2019-2020

  • Gilles Chemla (Imperial College) – ”Equilibrium counterfactuals” (with Christopher Hennessy)
  • Sara Ain Tommar (NEOMA BS) – “What does the individual mobility of private equity professionals tell us about performance?”
  • Mark Shackleton (Lancaster Univ.) « What Drives a Firm’s ES Performance? Evidence from Stock Returns. »
  • Arash Aloosh (NEOMA BS) – “Off-chain trading puzzle”
  • Vincent Bignon (Banque de France), Régis Breton (Banque de France), Clement Mazet-Sonilhac (Banque de France),  Guillaume Roulleau (ENS Paris Saclay): « Read my Lips: Dividend and Language on the US Stock Market »
  • Marco Gazel (NEOMA BS) “Backers’ prosocial motives to crowdfund artistic projects: experimental evidence” (with Anna Bernard)
  • François Derrien (HEC Paris) – “Reputation and Capital Structure: Evidence from Customer Reviews in the Restaurant Industry” (with Alexandre Garel, Arthur Petit-Romec and Jean-Philippe Weisskopf)
  • Julien Jacqmin (NEOMA BS) “The signalling effect of self-regulatory standards: The case of French business schools”
  • Samia Belaounia & Laura Trinchera (NEOMA BS)  “Creditor rights as a moderator in the relation between internationalisation and capital structure”
  • Patrice Poncet (ESSEC) « A Political CAPM »
  • Messaoud Chibane & Gabriel Giménez-Roche (NEOMA BS) “Crisis-emergent asset co-movement: The problem of latent correlation”
  • Tri TRINH (NEOMA BS) “Living in the Sin City: Local Corruption and Institutional Trading”
  • Wenbin Cao (NEOMA BS) “Capital Structure and the Optimal Payment Methods in Acquisitions”
  • Eser Arisoy (NEOMA BS) « Eponymous Hedge Funds » (with Vikas Agarwal (Georgia State University) and Tri Trinh (NEOMA BS).

2018-2019

  • Hubert de La Bruslerie  (Univ. Paris-Dauphine) « Creditor’s holdup and the setting of private appropriation in a control contract between shareholders »
  • Ran Tao (NEOMA BS) « Fundraising under Two-Dimensional Asymmetric Information: The Case of Mindless Donations »
  • Roméo Tédongap (ESSEC) « Disappointment Aversion, Term Structure, and  Pedictability Puzzles in Bond Markets »
  • Messaoud Chibane & Samuel Ouzan (NEOMA BS) « Value Bubbles »
  • Christophe Pérignon (HEC Paris) « What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment »
  • Jung-Hyun Ahn (NEOMA BS) « Bank Liquidity Management, Collateral Quality and Policies »
  • Ngoc-Sang PHAM (Montpellier BS) “Credit limits and heterogeneity in general equilibrium models with a  finite number of agents”
  • Hong Zhao (NEOMA BS) “Why Do Boards Let Their CEOs Take Outside Directorships? Entrenchment and Embeddedness”
  • Philip Valta (Univ. of Bern) “The Informational Content of M&A Announcements: Evidence from Peers’ Revaluation”
  • Eser Arisoy (NEOMA BS) « Do Stock Markets Really Care About Skewness? »
  • Pedro Gete (IE Business School) « The Dynamic Effects of Investors in Housing Markets »
  • David Hyun (NEOMA BS) “Politically Connected Outside Directors and the Value of Cash Holdings”
  • Yann Braouezec (IESEG) « Strategic fire-sale and price-mediated contagion in the banking »
  • Ghassen Bouslama (NEOMA BS) « Internationalization versus Multinationalization: What effects on the French SMEs’ Access to Bank loans?”
  • Sébastien Galanti (Univ. Orléans) « Investment and financial constraints: Does analyst coverage matter? »
  • Antoine Noël (NEOMA BS) “Sovereign Debt Auction Method and Issuance Cost: Evidence from Iceland”
  • Florina Silaghi (UAB) « Agency Problems in Public-Private-Partnerships Investment Projects »
  • Sami Attaoui & Wenbin Cao (NEOMA BS) « Optimal Capital Structure, Ambiguity Aversion, and Leverage Puzzles »

2017-2018

  • Guillaume Vuillemey (HEC Paris), « How do banks grow? Adverse selection and market structure »
  • Sora Kim (NEOMA BS), « Follow Me on Twitter: Attracting Mutual Fund Investor Attention through Social Media »
  • Linus Siming (Audencia), « Debt Structure and Credit Ratings »
  • Wenbin Cao (NEOMA BS), « The Early Exercise Premium in American Option Prices »
    Sarah Mouabbi (Banque de France) “Measuring inflation anchoring and uncertainty: A US and euro area comparison”
  • Arash Aloosh (NEOMA BS), « Currency Factors (with G. Bekaert) »
  • Tamara Nefedova (Université Paris-Dauphine), « Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families »
  • Nathalie Janson & Gabriel Giménez Roche (NEOMA BS), « From conventional to unconventional monetary policies: The consequences of the market-maker-of-last-resort role »
  • Lei Zhao (ESCP), « Credit Risk “Beta”: an analysis of the systematic component of bank default risk »
  • Samuel OUZAN (NEOMA BS), « System 1, System 2, and Speculative Trading »
  • Franck Moraux (Université de Rennes), « On the contingent corporate decisions to invest or to disinvest »
  • Antoine Noël (NEOMA BS), “Footnote Information Accuracy: Evidence from the Reported Dividend Yield”
  • Donatien Hainaut (UCL): “A Self-Excited Switching Jump Diffusion (SESJD): properties, calibration and hitting time”
  • Messaoud Chibane (NEOMA BS), « Distorted Beliefs, Rare Disasters and Asset Prices »
  • Sabrina Buti (Université Paris-Dauphine): “An introduction to Dark Pools”
  • Bryan Lee (NEOMA BS): “Chief Accounting Officer and Accounting Conservatism”