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
| Date | Title | Author / 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
| Date | Title | Author / 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
| Date | Title | Author / 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) |