2014 Fall Seminar

Read 2014 Fall Seminar Review

Why Global Demographics Matters for Macro-Finance, Asset Pricing, Portfolios and Pensions
Amlan Roy, Credit Suisse Securities (Europe) Limited
Paper 1Paper 2Paper 3Paper 4Slides


Does Academic Research Destroy Stock Return Predictability?
R. David McLean, University of Alberta
Paper Slides


Made Poorer By Choice: Worker Outcomes in Social Security vs. Private Retirement Accounts
Terrance Odean, University of California (Berkeley)
Paper Slides


The Worst, The Best, Ignoring All The Rest: The Rank Effect and Trading Behavior
Samuel Hartzmark, University of Chicago
Paper  Slides


The Financial Crisis Six Years On: What Have We Learned?
Guest speaker: Jeremy J. Siegel, Russell E. Palmer Professor of Finance, Wharton, University of Pennsylvania


Trading Cost of Asset Pricing Anomalies
Tobias Moskowitz, University of Chicago
Paper Slides


In Short Supply: Short Selling And Stock Returns
Charles Lee, Stanford University
Paper  Slides


The Divergence of High-and Low-Frequency Estimation: Causes and Consequences
Mark Kritzman, Windham Capital Management William Kinlaw & David Turkington, State Street


The Origins of Stock Market Fluctuations
Martin Lettau, University of California (Berkeley) and Sydney Ludvigson, NYU


Risky Value
Scott Richardson, London Business School
Paper Slides


Visualizing the Time Series Behavior of Volatility, Serial Correlation and Investment Horizon
Ralph Goldsticker, CFA
Paper Slides