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Séminaires de Recherche en Finance

Publié le 08 septembre 2020 par NEOMA

  • Corps professoral
  • Recherche

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, Professeur de finance et coordinateur des séminaires.

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

Séminaires programmés 2021-2022

(Le calendrier est mis à jour régulièrement)

Thursday 7th October 3:30pm, 401B

Xiaoxiong HU (NEOMA BS) “Local Political Preference and Green Municipal Bonds”

Thursday 14th October 4pm online via Zoom

Marti G. Subrahmanyam (NYU), “How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities” (with P. Augustin, V. Sokolovski, and D. Tomio)

Thursday 18th November 2pm, 401B

2:00pm – 3:00pm: Mungo Wilson (Oxford Univ. Saïd BS), “The Lost CAPM”

3:00pm – 4:00pm: Pierre Six (NEOMA BS) “A refinement of the fundamental of futures prices in the oil market”

Thursday 16th December 2:00pm, SC RDD01

2:00pm – 3:00pm: Olivier Le Courtois (EM Lyon), “On the Diversification of Fixed Income Assets”

3:00pm – 4:00pm: Sébastien Lleo (NEOMA BS), “Jump-Diffusion Risk-Sensitive Benchmarked Asset Management with Traditional and Alternative Data”

Thursday 13th January 2:00pm, Room SC0205 and online

2:00pm – 3:00pm: Armin Schwienbacher (SKEMA BS), “Private Equity Debt Funds: Who Wins, Who Loses?”

3:00pm – 4:00pm: Sara Ain Tommar (NEOMA BS), “The big quit”

Thursday 17th February 2:00pm, Room SC204

2:00pm – 3:00pm: Julien Fouquau (ESCP), “A Green Wave in Media, a Change of Tack in Stock Markets” 

3:00pm – 4:00pm: Messaoud Chibane (NEOMA BS), « Can Volatility Predict Social Performance? »

Thursday 17th March 2:00pm, SC205

2:00pm – 3:00pm: Kevin Aretz (Manchester Univ. ), « Technological Progress, Managerial Learning, and the Investment-to-Stock Price Sensitivity »*

This session is jointly organised by  the Department of Finance and the Area of Excellence The Complexity Advantage of NEOMA.

3:00pm – 4:00pm: Antoine Noël (NEOMA BS), “Institutional Rules, Bidding Behavior and Performance in the Treasury Market”

Monday 11th April 11:00am, Room SC 0205

11:00am – 12:00pm: Vikas Agarwal (Georgia State Univ.), “Birth order and fund manager’s trading behavior: Role of sibling rivalry”

This session is jointly organised by  the Department of Finance and the Area of Excellence The Complexity Advantage of NEOMA.

Thursday 21st April 2:00pm, Room SC302a

2:00pm – 3:00pm: Sylvain Carré (Paris-Dauphine), « Security and Liquidity in Proof-of-Stake DeFi Protocols » (with Franck Gabriel, EPFL)

3:00pm – 4:00pm: Jung-Hyun Ahn (NEOMA BS), “Banking competition on the deposit market during the financial crisis”

Thursday 12th May 2:00pm, Room SC205

2:00pm – 3:00pm: Hubert de la Bruslerie (Paris-Dauphine), “The Dynamics of Leverage of newly controlled Target Firms: Evidence after an Acquisition”

3:00pm – 4:00pm: Wenbin Cao (NEOMA BS)  »Financing Innovation under Ambiguity and Skewness »

Friday 20th May, Paris campus

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 and register

Thursday 16th June 2:00pm, Room SC205

2:00pm – 3:00pm: Nihat Aktas (WHU- Otto Beisheim School of Management), Title TBA

3:00pm – 4:00pm: Artashes Karapetyan (ESSEC), Title TBA


Past seminars:


  • 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”


  • 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).


  • 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 »


  • 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”



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  • *champs obligatoires