Course/seminar

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 post-earningsannouncement drift (PEAD) under the controlled conditions of an experimental lab. We replicate PEAD in the lab and observe PEAD for firms whose earnings are serially independent.

Prof. Filip Buekens (Tilburg University/KU Leuven) is a versatile analytic philosopher, with publications ranging over philosophy of language, social ontology and skepticism. Noteworthy are his critical book publications on psychoanalysis and some of its protagonists: Jacques Lacan: Proefvlucht in het luchtledige (2006) and Freuds vergissing: De illusies van psychoanalyse (2006). He will address in this talk some signs of the times; I will let the title speak for itself: Fake News, Post-Truth and the Social Psychology of Polarisation.

Joint ISBA/LFIN Statistics Seminar

Noncausal Affine Process with Appliations to Derivative Pricing

Yang Lu, Université Paris 13

Migration Between Platforms

Jacques Crémer, Toulouse School of Economics

Monetary Union and Financial Integration

Luca Fornaro, CREI

Salience Effects in Portfolio Selection in Brussels (from 17-18 Oct)