2007 Fall Seminar

NUANCES IN INVESTING

Fairmont Scottsdale Princess
Scottsdale, Arizona
October 14 – 17, 2007

Note: Titles in blue indicate available link. Click on link to download paper.

Sunday, October 14
5:00 pm RECEPTION AND INFORMAL BUFFET DINNER
WELCOME TO Q’S FALL 2007 MEETING
James L. Farrell, Jr., Chairman of The Q Group and Chairman, Farrell Investments

Monday, October 15
7:30 am – 9:00 am CONTINENTAL BREAKFAST

9:00 am – 10:45 am
Idiosyncratic Risk & Expected Returns
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
Slides
Speaker: Matthew Spiegel, Yale

12:00 pm – 4:00 pm
LUNCH AND PERSONAL CONFERENCES WITH SPEAKERS AND DELEGATES

4:00 pm – 5:15 pm
VILLAINS OF INVESTING & PARTISAN ECONOMICS
The Investment Behavior of Buyout Funds: Theory and Evidence
Slides
Speaker: Matthew Richardson,

5:45 pm – 7:00 pm
VILLAINS OF INVESTING & PARTISAN ECONOMICS
Corporate Political Contributions and Stock Returns
Slides
Speaker: Michael J. Cooper, University of Utah

7:00 pm
KEYNOTE BANQUET
Influence: The Ultimate Power Tool
Speaker: Robert B. Cialdini 

Speaker: Roger M. Edelen, Boston College

10:30 am – 12:00 pm
Trading and Market Microstructure
Algorithmic Trading  A Quant Perspective: The Conceptual Framework
Slides
Speaker: Ananth Madhavan, Barclays

Slides
Speaker: George Sofianos, Goldman Sachs

12:00 pm – 12:30 pm ANNUAL MEETING OF The Q Group

12:30 pm – 4:00 pm LUNCHEON AND PERSON-TO-PERSON CONFERENCES WITH SPEAKERS & DELEGATES

4:00 pm – 5:45 pm
Order Flow and Prices
Slides
Speaker: Ekkehart Boehmer, Texas A&M

5:45 pm – 7:00 pm
Implied Liquidity from Redundant Futures Markets
Slides
Speaker: John Curran, CME Group
Discussant: Larry Harris, USC

7:00 pm RECEPTION AND DINNER

Wednesday, October 18
7:00 am – 8:00 am CONTINENTAL BREAKFAST

8:00 am – 9:45 am
Villains of Investing and Partisan Economics
Slides

9:45 am – 11:00 am
Party Influence in Congress and the Economy
Slides

Partisan Impacts on the Economy: Evidence From Prediction Markets & Close Elections
Speaker: Eric Zitzewitz, Dartmouth

11:00 am ADJOURNMENT

 

THE Q Group NEXT SEMINAR WILL BE HELD ON MARCH 30-APRIL 2, 2008.
SEE YOU AT THE SADDLEBROOK RESORT, WESLEY CHAPEL, FLORIDA.


?>