Finance Research Workshops

Finance Research Workshops 2023/2024

All Finance Research Workshops Autumn Term 2023/24 will be held on Monday at 10:00 - 11:00  in room 3003 (preceded by coffee/tea with colleagues from 09:30 - 10:00) in 5th floor lounge area.

For further information please contact: Prof. Ana-Maria Fuertes – Faculty of Finance ([email protected]).

Autumn Term 2023/2024

DateTitleAuthor / Presenter
9 October 2023                        “Forecasting Financial Market Manipulation using Machine Learning Method” Tatiana Franus (Bayes)
16 October 2023“Do Supply Chains Play A Corporate Governance Role"Jiaying Li (Bayes)
23 November 2023“Numeraire-invariant Quadratic Hedging And Mean-variance Portfolio Allocation”Ales Cerny (Bayes)
6 November 2023“Can Return Forecast Enhance International asset Allocation? Evidence form the Sum-of-Parts Approach"Ilias Chondrogiannis (UCL)
13 November 2023“Forecasting High-Dimensional Panel Time Series: The Generalized Farm Predict Approach”Marcelo C. Medeiros  (University of Illinois at Urbana-Champaign, USA)
20 November 2023“Fictionalization of Housing Market: Can REITs be the Culprit of Rising House Prices”Chiara Banti (Essex Business School, Univ Of Essex)
27 November 2023"What A Fix We're In: Monetary Policy Shocks And Mortgage Fixation Lengths"Francesc Rodrigues-Tous (Bayes)
4 December 2023"Does Geopolitical Risk Explain IPO First-day Returns?"Meziane Lasfer (Bayes)
11 December 2023"Forecasting Shipping Freight Rates with ML and Big Data"Sjur Westgaard (NUST)

*Bayes Center for Econometric Analysis (CEA) Occasional Econometric Seminar. Note different location and timing for this seminar: Room 2005 from 13-14:30. For further info contact: [email protected] (Prof. Ana-Maria Fuertes - Faculty of Finance)

Spring Term 2022/2023

DateTitleAuthor / Presenter
30 January 2023                  “Financial fragility in open-ended mutual funds: The role of liquidity management tools”Raffaele Giuliana (CBI)
20 February 2023“Open banking and customer data sharing: Implications for FinTech borrowers:"Rachel Nam (Goethe University Frankfurt)
27 February 2023“Following the crowd: Anomalies and crowding by institutional investors”Fabio Moneta  (Telfer School of Management,  University of Ottawa)
6 March 2023“Responding to noise: Instrumenting private equity ownership"Dyaran Bansraj (Bayes Business School)
13 March 2023“Corporate Innovation and Earnings Management around Initial Public Offering”Dimitrios Gounopoulos (University of Bath), Sotiris Staikouras (Bayes Business School
20 March 2023“Liquidity, monetary policy and the commodity futures market”Miruna-Daniela Ivan (Bank of England)

Autumn term 2022/2023

Autumn Term 2022/2023

DateTitleAuthor / Presenter
03 October 2022“Using ‘mood images’ in an annual report to influence shareholder say-on-pay votes”Zan Li (Bayes Business School), Pawel Bilinski (Bayes), Jay Jung (Bayes)
10 October 2022“Evidence on the information content of text in mutual fund ESG risk disclosure”Liying Wang (Bayes Business School)
17 October 2022“Systematic biases in private equity returns”Simon Hayley (Bayes Business School), Onur Sefiloglu (Bayes)
24 October 2022“Mandatory ESG Reporting and Corporate Performance”Antonio Vazquez (Stockholm School of Economics), Sofia Martinez (Stockholm School of Economics)
07 November 2022"Unemployment prospects and firm leverage”Liangrong Chunyu (Bayes Business School), Xingchen Zhu (VU Amsterdam)