Archives for LFIN
October 25, 2019
Finance Seminar
Finance Seminar: Stefan Palan
Earnings Autocorrelation and the Post-Earnings-Announcement Drift
Stefan Palan, University of Graz
Abstract : Post-earnings-announcement drift (PEAD) is one of the most solidly documented asset pricing anomalies in the literature. This paper presents the first investigation into...
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October 18, 2019
Louvain Finance Seminar
Finance Seminar: Yang Lu
Joint ISBA/LFIN Statistics Seminar
Noncausal Affine Process with Appliations to Derivative Pricing
Yang Lu, Université Paris 13
Abstract: Linear factor models, where the factors are affine processes, play a key role in Finance, since they allow for quasi-closed form expressions of the...
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From 16 to 20/09/2019
SoFiE Financial Econometrics School Brussels 2019
The 2019 SoFiE Financial Econometrics School will be held in Brussels on September 16-20. This year's topic is Dynamic Pricing with Discrete Time Affine Processes
The SoFiE Financial Econometrics Schools are annual week-long research-based courses for Ph.D. students and new...
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May 24, 2019
Finance Seminar
Janet Gao, Kelley School of Business, Indiana University
Overreaction in Credit Spreads: The Role of Lenders' Personal Economic Experiences
Janet Gao, Kelley School of Business, Indiana University
We provide micro-level evidence that credit spreads overreact to lenders’ recent personal economic experiences. Using unique data on the location of...
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Finace Seminar
Sydney Ludvingston, New York University
Joint with UCLouvain Economics Seminar
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